In the first part I define an interesting distribution. Let

a bernoulli iid sequence with parameter
, and let
We called it
.
We also showed some interesting properties of his probability distribution (cumulated) function, and we give some clues about the behavior of the distribution when p=1/2.
I claim when p=1/2,

has the uniform distribution (which is in fact, the lebesgue measure in [0,1]). Also we give this property of cdf:
Then we can compute any value of this distribution using dyadic aproximations of any number

in [0,1]. Is pretty clear the sequence of aproximations has the form
. this implies that for any number of the form
, with

natural, F(r) has a "closed" form, because we are dealing with a finite number of bernoulli variables in that case.
we know every number

in [0,1] has a unique (in the sense of unique sequence of 0's and 1's without getting finite 0's) binary representation, with this, we can compute

if
, which using the recurssion formula leads to:
Another aproach to the formula is thinking in the secuence of 0 and 1 for the finite dyadic representation.
So for every aproximation

we can compute using this recurssion:
¿What happens when
?
the formula for dyadic numbers just reduces to:
, hence, any dyadic number

has the propierty
, then, the recursion for any dyadic approximation gives
, So in the limit, by density arguments that i will justificate soon, we have

for any
, so, for p=1/2, the distribution is in fact, the uniform distribution and hence has a pdf.
But... what about the image of X? are [0,1]?... in fact, because the representation, the uniform distribution does not go trough the whole interval, just, a select set of numbers in [0,1] with the property:
.
So we define:
and hence
.
if

then the image of X is
.
its clear that

and

are disjoint if
. We will use this property using the fact if p=1/2,
, and hence the probability measure is in fact, the Lebesgue measure in [0,1], so, exists a pdf by radon-nykodym theorem. Let

the Lebesgue measure in [0,1], write:
![$[0,1]=A_{1/2} \cup \bigcup_{p \neq 1/2} A_p$](//latex.artofproblemsolving.com/7/f/a/7fad08e83f703c2fae17b0ddb370835fe45b9521.png)
Clearly

and the rest of the union are disjoint.
so:
![$\lambda([0,1])=1=\lambda (A_{1/2})+\lambda (\bigcup_{p \neq 1/2} A_p)$](//latex.artofproblemsolving.com/3/c/f/3cf39ce31b9c0e07431d77a95e127e35eb9a9faa.png)