Cumulative distribution transformation

Click For Summary
SUMMARY

The discussion focuses on finding the cumulative distribution function (CDF) of the transformed random variable Y = αX + β, where α > 0. The key equation derived is F(x) = P(X ≤ x) = P((Y - β)/α ≤ x) = P(Y ≤ y) = F(y). The participant expresses confidence in their understanding but acknowledges a potential minor mistake in the transformation process. The correct interpretation of the transformation is crucial for accurately determining the CDF of Y.

PREREQUISITES
  • Understanding of cumulative distribution functions (CDFs)
  • Knowledge of random variable transformations
  • Familiarity with probability notation and concepts
  • Basic algebraic manipulation skills
NEXT STEPS
  • Study the properties of cumulative distribution functions in detail
  • Learn about transformations of random variables in probability theory
  • Explore examples of linear transformations of random variables
  • Review the implications of scaling and shifting on probability distributions
USEFUL FOR

Students in statistics or probability courses, educators teaching random variable transformations, and anyone interested in understanding cumulative distribution functions and their applications in probability theory.

mrkb80
Messages
40
Reaction score
0

Homework Statement



Let [itex]F[/itex] be the cumulative distribution function of a random variable [itex]X[/itex]. Find the cumulative distribution function of [itex]Y= {\alpha}X+\beta, where \, \alpha \gt 0[/itex]

Homework Equations





The Attempt at a Solution


I think this a fairly easy question, I just want to make sure I understand:
[itex]F(x)=P(X \leq x)=P(\dfrac{Y-\beta}\alpha \leq x)=P(\dfrac{Y-\beta}\alpha \leq y)=F(y)[/itex]
 
Physics news on Phys.org
I'm thinking I made one small mistake:
[itex]F(x)=P(X \leq x)=P(\dfrac{Y-\beta}\alpha \leq x)=P(Y\leq y)=F(y)[/itex]
 

Similar threads

Replies
7
Views
1K
  • · Replies 10 ·
Replies
10
Views
2K
Replies
4
Views
2K
Replies
2
Views
1K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 14 ·
Replies
14
Views
2K
Replies
6
Views
2K
  • · Replies 5 ·
Replies
5
Views
1K
  • · Replies 10 ·
Replies
10
Views
3K
  • · Replies 11 ·
Replies
11
Views
2K