Math Problem Statement

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Find the CDF F(x) associated with each of the following probability density functions. Sketch the graphs of f(x) and F(x). (a) f(x) = 3(1 - x)^2 for 0 < x < 1, zero elsewhere. (b) f(x) = 1/x^2 for 1 < x < ∞, zero elsewhere. (c) f(x) = 1/3 for 0 < x < 1 or 2 < x < 4, zero elsewhere.

Solution

Let's solve the given problems step by step.

Problem Statement:

We are given three probability density functions (PDFs) f(x)f(x) and asked to find the cumulative distribution function (CDF) F(x)F(x) associated with each, and sketch their graphs.

The CDF F(x)F(x) is defined as: F(x)=xf(t)dtF(x) = \int_{-\infty}^{x} f(t) \, dt

We will find the CDF for each part.


(a) f(x)=3(1x)2f(x) = 3(1 - x)^2, for 0<x<10 < x < 1, zero elsewhere.

  1. CDF: F(x)=0x3(1t)2dtF(x) = \int_{0}^{x} 3(1 - t)^2 \, dt Let's compute the integral.

    3(1t)2dt=3(12t+t2)dt=3(tt2+t33)\int 3(1 - t)^2 \, dt = 3 \int (1 - 2t + t^2) \, dt = 3 \left( t - t^2 + \frac{t^3}{3} \right) Now, evaluate from 0 to xx: F(x)=3(xx2+x33)3(0)=3x3x2+x3F(x) = 3 \left( x - x^2 + \frac{x^3}{3} \right) - 3(0) = 3x - 3x^2 + x^3 Therefore, the CDF is: F(x)=3x3x2+x3for0<x<1F(x) = 3x - 3x^2 + x^3 \quad \text{for} \, 0 < x < 1 For x0x \leq 0, F(x)=0F(x) = 0 (since f(x)=0f(x) = 0). For x1x \geq 1, F(x)=1F(x) = 1 (since it's the total probability).


(b) f(x)=1x2f(x) = \frac{1}{x^2}, for 1<x<1 < x < \infty, zero elsewhere.

  1. CDF: F(x)=1x1t2dtF(x) = \int_{1}^{x} \frac{1}{t^2} \, dt Let's compute the integral.

    1t2dt=1t\int \frac{1}{t^2} \, dt = -\frac{1}{t} Now, evaluate from 1 to xx: F(x)=1x+1F(x) = -\frac{1}{x} + 1 Therefore, the CDF is: F(x)=11xforx>1F(x) = 1 - \frac{1}{x} \quad \text{for} \, x > 1 For x1x \leq 1, F(x)=0F(x) = 0 (since f(x)=0f(x) = 0).


(c) f(x)=13f(x) = \frac{1}{3}, for 0<x<10 < x < 1 or 2<x<42 < x < 4, zero elsewhere.

  1. CDF:

    We need to handle this in two intervals:

    • For 0<x<10 < x < 1: F(x)=0x13dt=x3F(x) = \int_0^x \frac{1}{3} \, dt = \frac{x}{3}
    • For 1x<21 \leq x < 2, f(x)=0f(x) = 0, so F(x)=13F(x) = \frac{1}{3} (since no probability is added).
    • For 2<x<42 < x < 4: F(x)=13+2x13dt=13+x23F(x) = \frac{1}{3} + \int_2^x \frac{1}{3} \, dt = \frac{1}{3} + \frac{x - 2}{3} Simplifying this: F(x)=x+13F(x) = \frac{x + 1}{3}

Therefore, the CDF for this case is:

\begin{cases} 0 & \text{if} \, x \leq 0 \\ \frac{x}{3} & \text{if} \, 0 < x < 1 \\ \frac{1}{3} & \text{if} \, 1 \leq x \leq 2 \\ \frac{x + 1}{3} & \text{if} \, 2 < x < 4 \\ 1 & \text{if} \, x \geq 4 \end{cases}$$ --- ### Summary: - (a) $$F(x) = 3x - 3x^2 + x^3$$, for $$0 < x < 1$$. - (b) $$F(x) = 1 - \frac{1}{x}$$, for \( x

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Math Problem Analysis

Mathematical Concepts

Probability Density Function
Cumulative Distribution Function
Integration
Piecewise Functions

Formulas

CDF: F(x) = ∫ f(t) dt
For (a) f(x) = 3(1 - x)^2, F(x) = 3x - 3x^2 + x^3 for 0 < x < 1
For (b) f(x) = 1/x^2, F(x) = 1 - 1/x for x > 1
For (c) f(x) = 1/3, F(x) = x/3 for 0 < x < 1 and F(x) = (x + 1)/3 for 2 < x < 4

Theorems

Fundamental Theorem of Calculus

Suitable Grade Level

Undergraduate Level (Probability Theory or Mathematical Statistics)