Find distribution function given p.d.f

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SUMMARY

The probability density function (p.d.f) of the random variable X is defined as f(x) = 2x for the interval 0 < x < 1. To find the distribution function F(x), one must integrate the p.d.f from negative infinity to x, resulting in F(x) = P(X ≤ x) = ∫(from -∞ to x) f(t) dt. The integration process is straightforward and does not require a change of variables. Understanding the definition and calculation of the distribution function is essential for solving related problems in probability theory.

PREREQUISITES
  • Understanding of probability density functions (p.d.f)
  • Basic knowledge of integration techniques
  • Familiarity with the concept of cumulative distribution functions (CDF)
  • Knowledge of limits and the behavior of functions over intervals
NEXT STEPS
  • Study the properties of cumulative distribution functions (CDF)
  • Learn about integration techniques in calculus
  • Explore examples of probability density functions and their corresponding distribution functions
  • Investigate the concept of change of variables in integration
USEFUL FOR

Students studying probability theory, mathematicians, and anyone seeking to understand the relationship between probability density functions and cumulative distribution functions.

mutzy188
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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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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!
 
k Thanks
 

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