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A continuous random variable \(X\) has the probability density function

\[ f(x) = \begin{cases} \frac{3}{5} e^{-\frac{3}{5}x}, & x \gt 0 \\ 0, & x \le 0. \end{cases} \]

The probability density function of \(Y = 3X + 2\) is

  • A.\(f(y) =\) \(\begin{cases}\frac{1}{5}e^{-\frac{1}{5}(y-2)},&y\gt 2\\ 0,&y\le 2\end{cases}\)
  • B.\(f(y) =\) \(\begin{cases}\frac{2}{5}e^{-\frac{2}{5}(y-2)},&y\gt 2\\ 0,&y\le 2\end{cases}\)
  • C.\(f(y) =\) \(\begin{cases}\frac{3}{5}e^{-\frac{3}{5}(y-2)},&y\gt 2\\ 0,&y\le 2\end{cases}\)
  • D.\(f(y) =\) \(\begin{cases}\frac{4}{5}e^{-\frac{4}{5}(y-2)},&y\gt 2\\ 0,&y\le 2\end{cases}\)

Answer: A

The density of \(Y\) is \(\frac{1}{5}e^{-\frac{1}{5}(y-2)}\) for \(y \gt 2\), and 0 otherwise.

\(X\) is exponential with rate \(3/5\). The map \(y = 3x + 2\) is increasing, with inverse \(x = (y - 2)/3\) and \(dx/dy = 1/3\). By the change of variables formula:

\[ \begin{aligned} f_{Y}(y) &= f_{X}\left(\frac{y-2}{3}\right)\cdot\frac{1}{3} \\ &= \frac{3}{5}e^{-\frac{3}{5}\cdot\frac{y-2}{3}}\cdot\frac{1}{3} \\ &= \frac{1}{5}e^{-\frac{1}{5}(y-2)},\quad y \gt 2. \end{aligned} \]

Since \(x \gt 0\) corresponds to \(y \gt 2\), the density is 0 for \(y \le 2\). As a check, scaling an exponential by 3 divides its rate by 3, from \(3/5\) to \(1/5\). The option keeping rate \(3/5\) forgets the Jacobian, and the rates \(2/5\) and \(4/5\) come from no consistent working.

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