Math Problem Statement

The cumulative distribution function of a random variable X is given by 2 2 ( ) (1 ), >0 x F x e x    . Find (a) P( 0 <X < 3) (b) P(X >1) (c) P(X=5).

Solution

Given the cumulative distribution function (CDF) of a random variable XX as:

F(x)=1ex2,x>0F(x) = 1 - e^{-x^2}, \quad x > 0

We need to find the following probabilities:

(a) P(0<X<3)P(0 < X < 3)

Using the CDF, the probability P(0<X<3)P(0 < X < 3) can be calculated as:

P(0<X<3)=F(3)F(0)P(0 < X < 3) = F(3) - F(0)

First, let's compute F(3)F(3) and F(0)F(0):

F(3)=1e32=1e9F(3) = 1 - e^{-3^2} = 1 - e^{-9} F(0)=1e02=1e0=0F(0) = 1 - e^{-0^2} = 1 - e^0 = 0

Thus: P(0<X<3)=(1e9)0=1e9P(0 < X < 3) = (1 - e^{-9}) - 0 = 1 - e^{-9}

(b) P(X>1)P(X > 1)

To find P(X>1)P(X > 1), we use the complement rule:

P(X>1)=1P(X1)=1F(1)P(X > 1) = 1 - P(X \leq 1) = 1 - F(1)

Compute F(1)F(1):

F(1)=1e12=1e1F(1) = 1 - e^{-1^2} = 1 - e^{-1}

Thus: P(X>1)=1(1e1)=e1P(X > 1) = 1 - (1 - e^{-1}) = e^{-1}

(c) P(X=5)P(X = 5)

For continuous random variables, the probability at a single point is always 0:

P(X=5)=0P(X = 5) = 0

Final answers:

  • (a) P(0<X<3)=1e9P(0 < X < 3) = 1 - e^{-9}
  • (b) P(X>1)=e1P(X > 1) = e^{-1}
  • (c) P(X=5)=0P(X = 5) = 0

Do you have any questions or need further details?

Here are 5 related questions to explore:

  1. How does the probability density function (PDF) relate to the CDF?
  2. What is the expected value of the random variable XX?
  3. How would you compute the variance of XX?
  4. How does the CDF change if we shift the random variable XX?
  5. What is the median of XX based on its CDF?

Tip: When working with CDFs, remember that probabilities are computed as differences in CDF values over intervals.

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Math Problem Analysis

Mathematical Concepts

Probability
Cumulative Distribution Function (CDF)
Continuous Random Variables

Formulas

P(a < X < b) = F(b) - F(a)
P(X > a) = 1 - F(a)
P(X = x) = 0 for continuous random variables

Theorems

Properties of Cumulative Distribution Functions
Probability Rules for Continuous Random Variables

Suitable Grade Level

Undergraduate