The PDF for $Y$ is
$$f_Y(y) = \begin{cases}
0 & |y|> 1 \\
1-|y| & |y|\leq 1
\end{cases}$$
How do I find the corresponding CDF $F_Y(y)$? I integrated the above piecewise function to get
$$F_Y(y)=\begin{cases}
1/2 -y/2-y^2/2 & [-1,0] \\
1/2-y/2+y^2/2 & [0,1]
\end{cases}
$$
by using the fact that $F_Y(y)=\int _{-\infty}^{y}{f_Y(y)}\,dy$, however my text claims the answer is
$$F_Y(y)=\begin{cases}
1/2 +y+y^2/2 & [-1,0] \\
1/2+y-y^2/2 & [0,1]
\end{cases}
$$
I am struggling with pdf and cdfs, so I asssume I did something wrong other than the simple integration. Who's correct? Me or the Text!?? $:)$
Best Answer
We have that $F(y) = \displaystyle \int_{-\infty}^y f(x) dx$. In your case, we are given that $$f(x) = \begin{cases} 0 & x <-1\\ 1 + x & x \in[-1,0]\\ 1-x & x \in [0,1]\\ 0 & x > 1\end{cases}$$
Hence, $$F(y) = \begin{cases} 0 & y <-1\\ \frac12 + y + \frac{y^2}{2} & y \in[-1,0]\\ \frac12 + y - \frac{y^2}{2} & y \in[0,1]\\ 1 & y > 1\end{cases}$$