In this transformation question, I managed to show the g(w) as given, yet I do not quite understand why the domain of the w is within plus and minus infinity. Shouldn't it be -1< w <1 as we are given that |u|< pi/2 ?
2026-04-03 23:17:11.1775258231
Transformation of a random variable.
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$\tan$ gets arbitrarily large near $\pi/2$ and arbitrarily small near $-\pi/2$. See the graph.