This one, although elementary, was tricky; hope it's not too inappropriate
to post a solution here: One such density is:
f(x) = C if |x| < 1 and
f(x) = C*(x^2)*exp(-abs(x^3)) if |x| > 1.
where C = 3e/(6e+2). (Yes, it was a rather strange question!)
Andrey Feuerverger, Toronto.
andrey@utstat.toronto.edu
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