If fx and Fx are the values of the probability density and t
If f(x) and F(x) are the values of the probability density and the distribution function of X at x, then
P(a<=X<=b)=F(b)- F(a) for any real constants a and b with a<=b, and f(x)=dF(x)/dx where the derivative exists.
Using this theorem, solve the following problem:
The distribution function of the random variable X is given by
Find P(-1/2<X<1/2) and P(2<X<3).
Find the pdf of X
Solution
1) P(-1/2<X<1/2) = F(1/2) - F(-1/2) = (1/2 + 1)/2 - (-1/2 + 1)/2 = 1/2 = 0.5
P(2<X<3) = F(3) - F(2) = 1 - 1 = 0
2) pdf is
f(x) = 1/2 , -1 < x < 1
0 , otherwise
