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Cdf to pdf and vise versa

  1. Nov 7, 2009 #1
    hi
    i'm looking for help when going from a cdf function:
    F(x) = { 1- e^-αx^β x ≥ 0, α>0, β>0
    { 0 x < 0

    to getting the corresponding pdf

    also i am looking to do the opposite(pdf to cdf)
    for:
    f(x) = { (1 + α)/2 for -1 ≤ x ≤ 1, -1 ≤ α ≤ 1
    { 0 otherwise

    i'm unsure as to how to integrate and differentiate these parts.
    can you help please

    thanks
    michael
     
  2. jcsd
  3. Nov 7, 2009 #2

    HallsofIvy

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    Staff Emeritus
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    Is that [itex]1- e^{-\alpha x^\beta}[/itex] rather than [itex]1- e^{-\alpha}x^\beta[/itex]? If so, let [itex]u= \alpha x^\beta[/itex] and use the chain rule: df/dx= (df/du)(du/dx).

    Then integrate: [itex]F(x)= \int_{1}^x (1+\alpha)/2 dt[/itex] for [itex]-1\le x\le 1[/itex]. That should be easy. Of course, F(1) must be 1. That will require that [itex]\alpha[/itex] have a specific value. In fact, since f(x) is a constant, this is a uniform probability and you should be able to do it without integrating.

     
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