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Find distribution function given p.d.f

  1. Oct 18, 2007 #1
    1. The problem statement, all variables and given/known data

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

    3. 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??
     
  2. jcsd
  3. Oct 18, 2007 #2

    JasonRox

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    Homework Helper
    Gold Member

    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!
     
  4. Oct 18, 2007 #3
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