Find distribution function given p.d.f

In summary, the conversation discusses the task of finding the distribution function of X, given its probability density function. The individual is struggling with understanding the concept of distribution function and how to approach the problem. The solution provided is to first understand what a distribution function is, which is the probability of X being less than or equal to a certain value. This can be found by integrating the probability density function. There is no need for a change of variables or Jacobian. The individual is encouraged to continue working on the problem.
  • #1
mutzy188
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0

Homework Statement



The probability density function of X is f(x) = 2x, 0 < x < 1
Find the distribution function of X.

The Attempt at a Solution



I just don't know what to do here. The book does something with Y and the change of variables and I don't understand why they were doing that. I had origionally thought that to do this problem I would just have to integrate the function??
 
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  • #2
Change of variables?

What is a distribution function? Ask yourself that question first. You will find that a distribution function is...

F(x) = P(X<=x)=Integral(x,-infinity)f(t)dt

That's it. You are integrating the function. Change of variables? No. I'll let you work from here.

Note: I'm like you. If I don't know what I'm doing, I'm just like... change of variables? Jacobian? Screw this!
 
  • #3
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What is a probability density function (p.d.f)?

A probability density function (p.d.f) is a mathematical function that describes the relative likelihood of a continuous random variable taking on a specific value. It is used to find the probability of a random variable falling within a particular range of values.

What is a distribution function?

A distribution function, also known as a cumulative distribution function (c.d.f), is a mathematical function that describes the probability that a random variable is less than or equal to a given value. It is the integral of the p.d.f and gives the cumulative probability distribution of a random variable.

How do I find the distribution function given a p.d.f?

To find the distribution function given a p.d.f, you can use the integral calculus formula for the c.d.f: F(x) = integral from -infinity to x of f(t)dt, where F(x) is the c.d.f and f(x) is the p.d.f. You can also use online calculators or software programs to calculate the c.d.f given a p.d.f.

What is the relationship between a p.d.f and a distribution function?

A p.d.f and a distribution function are related in that the p.d.f describes the probability density of a continuous random variable, while the distribution function gives the cumulative probability distribution of that same random variable. The p.d.f is the derivative of the distribution function, and the c.d.f is the integral of the p.d.f.

Can I find the p.d.f given a distribution function?

Yes, you can find the p.d.f given a distribution function by taking the derivative of the distribution function. This will give you the p.d.f that corresponds to the given distribution function. However, it is important to note that not all distribution functions have a corresponding p.d.f.

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