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Functions of Continuous random variables |
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| Nov11-05, 04:25 PM | #1 |
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Functions of Continuous random variables
I have been working on this problem and can't seem to get the answer.
Problem: X is a continuous random variable with a proabaility density function: f(x) = 1/4 if -2<=x<=2 0 other wise Let Y=1/X. Then P(Y<=1/2) = ? This is how I approached the problem: P(Y<=1/2)=P(1/x=1/2) =P(X>=2) Taking the intergral of f(x) with limits of integration -2,2. My answer is 1. However the answer given is 1/2. Any ideas. |
| Mar30-06, 03:11 AM | #2 |
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Hmm.. Since it is given in the question that x runs from -2 to 2 only, how can [tex] P(X\geq2) [/tex] be 1? Shouldn't it be 0?
Well, your working [tex] P(Y\leq \frac{1}{2}) = P(\frac{1}{X}\leq \frac{1}{2}) [/tex] is correct. The error lies in your subsequent statement "which is in turn equal to [tex] P(X\geq2) [/tex]" You see, since x runs from -2 to 2, it can take both positive and negative values. So, should we treat x as positive or negative, knowing that the subsequent working will be affected by our decision? (i.e. If x is negative, then we will need to change the inequality sign when cross-multiplying) To solve this problem, we multiply the inequality by [tex] x^2 [/tex], since we know for sure that this expression is positive (x cannot be equal to zero if y is to be real) The resulting inequality will be quadratic in nature, and some algebraic manipulation should get you the desired probability of 0.5. All the best! |
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