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Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 320 / 1 / d

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 320 1
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d
For an intrinsic probability density function P(q), the law of total probability averages the conditional density from part c. An object observed with ratio Q can only have q≤Q, so
P(Q)=Q∫0Q​1−q2​Q2−q2​P(q)​dq,0<Q<1​.
(1)
This is an Abel transform of P(q)/1−q2​. Its normalization follows by reversing the order of integration and using ∫q1​P(Q∣q)dQ=1.

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