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    Probability: continous random variable

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    The problem is attached.

    Let X be a continuous random variable with probability density function fx, and set Y = cX, where c is a non-zero constant. Prove that the probability density function of Y is given by fY(x) = fX(x/c)/c.

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    Solution Summary

    Using brief, step by step calculations in an attached Word document, this solution proves the probability density function.