Find value of a and b such that F(x) is a valid cumulative distribution function

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SUMMARY

The discussion focuses on determining the values of constants a and b to ensure that the function F(x) is a valid cumulative distribution function (CDF). The function is defined as F(x) = 1 - a * exp(-x/b) for x ≥ 0 and F(x) = a * exp(x/b) for x < 0. Key conditions for F(x) include that it approaches 1 as x approaches infinity and 0 as x approaches negative infinity, while also being right continuous and non-negative. The participants highlight the need for continuity at x=0 to derive restrictions on a and b.

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  • Familiarity with limits and continuity in mathematical functions
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chessmath
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Hi
I have a question , the question asks find value of a and b such that F(x) is a valid cumulative distribution function?

1-a*exp(-x/b) x≥0
F(x)=
a*exp(x/b) x<0

My attempt to solve the problem:

I know F(x) when x goes to ∞ in 1 and when x goes to -∞ is 0. also I know F(x) should be right continuous and it is non-negative. However, non of them help me to find even one of the constants, any help will be appreciated ?
 
Last edited by a moderator:
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chessmath said:
Hi
I have a question , the question asks find value of a and b such that F(x) is a valid cumulative distribution function?

1-a*exp(-x/b) x≥0
F(x)=
a*exp(x/b) x<0

My attempt to solve the problem:

I know F(x) when x goes to ∞ in 1 and when x goes to -∞ is 0. also I know F(x) should be right continuous and it is non-negative. However, non of them help me to find even one of the constants, any help will be appreciated ?

If you want it to be continuous at x=0 what are the limits of both forms of F as x->0? Though actually if you only have right continuous, I don't think you have that restriction. Hmm. Not sure. I can see some restrictions on the values of a and b, but not how to calculate them.
 
Last edited:

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