\documentclass[12pt]{article} \addtolength{\textheight}{2.7in} \addtolength{\topmargin}{-1.15in} \addtolength{\textwidth}{1.0in} \addtolength{\evensidemargin}{-0.5in} \addtolength{\oddsidemargin}{-0.65in} \setlength{\parskip}{0.1in} \setlength{\parindent}{0.0in} \newcommand{\given}{\, | \,} \pagestyle{empty} \raggedbottom \begin{document} \vspace*{-0.3in} \begin{flushleft} Prof.~David Draper \\ Department of Applied Mathematics and Statistics \\ University of California, Santa Cruz \end{flushleft} \begin{center} \textbf{\large AMS 131: Quiz 6} \end{center} \bigskip \begin{flushleft} Name: \underline{\hspace*{5.85in}} \end{flushleft} (Note that part (e) of this question is on the second page.) In a problem you're working on, you need to simulate random draws from the following PDF for the continuous random variable $Y$: \begin{equation} \label{y-pdf-1} f_Y ( y ) = \left\{ \begin{array}{cc} \frac{ 1 }{ 2 } ( 2 \, y + 1 ) & \textrm{for } 0 \le y \le 1 \\ 0 & \textrm{otherwise} \end{array} \right\} \, . \end{equation} \begin{itemize} \item[(a)] Sketch the PDF in equation (\ref{y-pdf-1}) for $y$ in the interesting range $[ 0, 1 ]$. \vspace*{1.2in} \item[(b)] Work out the CDF $F_Y ( y )$ for $Y$, specifying its values for all $- \infty < y < + \infty$, and sketch it in the interesting range $0 \le y \le 1$. \vspace*{1.2in} \item[(c)] Work out the inverse CDF (quantile function) $F_Y^{ -1 } ( p )$ for $Y$, specifying its values for all $0 < p < 1$, and sketch it for $p$ in that range. \vspace*{1.2in} \item[(d)] Building on your result in part (c), explicitly specify how you can generate IID random draws from the PDF in equation (\ref{y-pdf-1}). \newpage \item[(e)] Once you have your random sample in part (d), briefly explain how you could graphically check whether it really \textit{is} a sample from the PDF in equation (\ref{y-pdf-1}). \end{itemize} \end{document}