A probability density function must have total integral one. Put . The term is an odd function, soThus .
With , nonnegativity of the probability density function at both and requiresThis is equivalent to . The derivativeshows that this infimum occurs at . Therefore the necessary and sufficient restriction isSufficiency follows from the same decreasing-ratio argument at every interior point. The endpoint values of are allowed: the probability density function merely vanishes at one endpoint.
For , the expected value isbecause is an odd function. Comparing with the specified expected value gives , which lies in the permitted parameter range.
Here , so the probability density function is the even function on , where . Hence by oddness, and the variance is just . Two applications of integration by parts giveThus
Keep general initially, since the final part does not explicitly fix it. For , where , the cumulative distribution function isThe normalization constant in the probability density function of must beEquivalently, the integrated cumulative distribution function on a bounded interval identity gives . If the assumption from part (c) is retained, the requested special case is . For the value in part (b), it is .
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