Math Problem Statement

A continuous random variable X has a probability density function . Determine (i) The value of (ii) cumulative distribution function (iii) P(( A. U. Jan. ’10, Dec. 07, May. ’03)

Solution

To address the problem, we need more information about the probability density function (PDF) of the random variable XX. Let's solve the generic aspects and use placeholders where information is missing.

Assume the probability density function is fX(x)f_X(x), defined over the range axba \leq x \leq b, with fX(x)=0f_X(x) = 0 outside this range. The following steps outline the solution:


(i) Determine the value of the constant cc (if part of fX(x)f_X(x))

The probability density function must satisfy:

fX(x)dx=1\int_{-\infty}^\infty f_X(x) \, dx = 1

If fX(x)f_X(x) is given as cg(x)c \cdot g(x), where g(x)g(x) is a function of xx, then we solve for cc by integrating:

abcg(x)dx=1    c=1abg(x)dx.\int_a^b c \cdot g(x) \, dx = 1 \implies c = \frac{1}{\int_a^b g(x) \, dx}.


(ii) Cumulative Distribution Function (CDF), FX(x)F_X(x)

The cumulative distribution function FX(x)F_X(x) is defined as:

FX(x)=P(Xx)=xfX(t)dtF_X(x) = P(X \leq x) = \int_{-\infty}^x f_X(t) \, dt

For x<ax < a: FX(x)=0F_X(x) = 0 (since fX(x)=0f_X(x) = 0 for x<ax < a).

For x>bx > b: FX(x)=1F_X(x) = 1 (since the total probability up to bb is 1).

For axba \leq x \leq b: Evaluate the integral explicitly:

FX(x)=axfX(t)dt.F_X(x) = \int_a^x f_X(t) \, dt.


(iii) Probability P(X[c,d])P(X \in [c, d]):

Using the CDF or directly integrating the PDF:

P(cXd)=FX(d)FX(c)P(c \leq X \leq d) = F_X(d) - F_X(c)

Or:

P(cXd)=cdfX(x)dxP(c \leq X \leq d) = \int_c^d f_X(x) \, dx


Additional Notes:

If you upload or specify the actual probability density function fX(x)f_X(x), I can compute cc, the CDF, and probabilities for specific intervals as requested.

Would you like to upload the function details or provide more context?


5 Related Questions:

  1. How do you compute the mean and variance of a continuous random variable?
  2. How does the cumulative distribution function (CDF) relate to the PDF?
  3. Can you provide an example of solving a PDF with a specific range?
  4. How can we use the CDF to find probabilities of exceeding certain values?
  5. What are the conditions under which a function qualifies as a valid PDF?

Tip:

Always verify that the integral of your PDF over its domain equals 1; this ensures it represents a valid probability distribution.

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Math Problem Analysis

Mathematical Concepts

Probability Density Function
Cumulative Distribution Function
Probability Calculation

Formulas

∫_{-∞}^{∞} f_X(x) dx = 1
F_X(x) = ∫_{-∞}^x f_X(t) dt
P(c ≤ X ≤ d) = F_X(d) - F_X(c)

Theorems

Properties of Probability Density Functions
Definition of the Cumulative Distribution Function

Suitable Grade Level

Undergraduate (Grades 13-16)