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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