Diketahui:
Ditanyakan: Tentukan probability density function (pdf) dari \(Y\)
Langkah-langkah penyelesaian:
Fungsi Transformasi berdasarkan soal yaitu
\[
Y = g(X) = X^2
\]
maka Fungsi Inversnya yaitu
\[
X = g^{-1}(Y) = \sqrt{Y}
\]
Turunan dari fungsi inversnya adalah
\[
\frac{dX}{dY} = \frac{d}{dY}(\sqrt{Y}) = \frac{1}{2\sqrt{Y}}
\]
Support dari \(Y\) dapat ditentukan
yaitu:
Karena \(0 < X < 1\),
maka:
\[
0 < Y < 1
\]
Lakukan transformasi variabel berikut
\[
f_Y(y) = f_X(g^{-1}(y)) \cdot \left| \frac{dX}{dY} \right|
\]
Substitusi Nilainya
\[
f_X(\sqrt{y}) = 1 \quad \text{untuk} \quad 0 < \sqrt{y} < 1
\]
\[
f_Y(y) = 1 \cdot \left| \frac{1}{2\sqrt{y}} \right| =
\frac{1}{2\sqrt{y}}
\]
Sehingga support PDF untuk \(Y\)
\[
f_Y(y) = \frac{1}{2\sqrt{y}}, \quad \text{untuk} \quad 0 < y < 1
\]
\[
f_Y(y) = 0, \quad \text{untuk } y \text{ lainnya}
\]
Verifikasi:
\[
\int_0^1 f_Y(y) dy = \int_0^1 \frac{1}{2\sqrt{y}} dy = \frac{1}{2}
\int_0^1 y^{-1/2} dy = \frac{1}{2} \left[ 2y^{1/2} \right]_0^1 = \left[
\sqrt{y} \right]_0^1 = 1 - 0 = 1
\]
Terbukti bahwa \(f_Y(y)\) memenuhi
syarat sebagai pdf.
Kesimpulan:
Probability density function dari \(Y\) adalah: \[
\boxed{f_Y(y) = \frac{1}{2\sqrt{y}} \quad \text{untuk} \quad 0 < y
< 1}
\]
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