If Xis uniformly distributed on [a, b], show that Y =
(X - a)/(b - a) is uniformly distributed on [O, l]. Using the
fact that X = a + (b - a)Y and the expectation and variance of
a uniformly distributed variable on [O, l], show that E(X) =
(a + b)/2 and Var(X) = (b - a) 2/12.
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