Is the Inverse Calculation for a Piecewise CDF Correct?

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SUMMARY

The discussion centers on verifying the correctness of the inverse calculation for a piecewise cumulative distribution function (CDF) defined as F_X(x) = e^{x}/4 for x < 0 and 1 - (e^{-x}/4) for x ≥ 0. The inverse function proposed is F_X^{-1}(y) = ln(4y) for 0 < y < 1/4 and -ln(4(1-y)) for 1/4 ≤ y < 1. The user initially questions the validity of this solution, arguing that the correct inverses should yield x = 4ln(y) and x = -4ln(1-y), leading to a misunderstanding of the infimum in the context of the CDF.

PREREQUISITES
  • Understanding of cumulative distribution functions (CDFs)
  • Knowledge of inverse functions in probability theory
  • Familiarity with logarithmic functions and their properties
  • Concept of infimum in mathematical analysis
NEXT STEPS
  • Study the properties of piecewise functions in probability distributions
  • Learn about the derivation and application of inverse CDFs
  • Explore the concept of infimum and supremum in real analysis
  • Review the implications of continuity and monotonicity in CDFs
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Students studying probability theory, mathematicians working with statistical distributions, and anyone involved in statistical analysis or data science requiring a solid understanding of CDFs and their inverses.

Mogarrr
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Homework Statement


Show that the given function is a cdf (cumulative distribution function) and find [itex]F_X^{-1}(y)[/itex]
(c) [itex]F_X(x) = \frac {e^{x}}4[/itex], if [itex]x<0[/itex], and [itex]1-(\frac {e^{-x}}4)[/itex], if [itex]x \geq 0[/itex]

Homework Equations



for a strictly increasing cdf, [itex]F_X^{-1}(y) = x \iff F_X(x) = y[/itex]

and for a non-decreasing (a.k.a. difficult problem) cdf, [itex]F_X^{-1}(y) = inf \{ x: F_X(x) \geq y \}[/itex]

The Attempt at a Solution


It's not so hard to show that F is a cdf. The [itex]lim_{x \to -\infty} F_X(x)= 0[/itex], the [itex]lim_{x \to \infty} F_X(x) = 1[/itex], the function is non-decreasing, and right-continuous.

I have the solution for the inverse, but it doesn't seem right to me. The given solution is

[itex]F_X^{-1}(y) = ln(4y)[/itex] for [itex]0<y< \frac 14[/itex] and [itex]-ln(4(1-y))[/itex] for [itex]\frac 14 \leq y<1[/itex]

But this solution doesn't seem to agree with the definition of inverse F or the inverses I found.

so if [itex]y = e^{\frac {x}4}[/itex], then doesn't this imply [itex]x = 4lny[/itex]? and doesn't [itex]y= 1 - (e^{\frac {-x}4 })[/itex], imply that [itex]x = -4ln(1-y)[/itex]?
For example, using the inverses I have, the set of x's such that [itex]F_X(x) \geq \frac 14[/itex] would include [itex]4ln( \frac 12) \approx -2.772[/itex] and [itex]-4ln(1- \frac 12) \approx 2.772[/itex], and the infimum of the set (greatest number that is less than all other numbers in the set, I think) is -2.772. So I should use the first inverse, [itex]F_X^{-1}(y) = 4lny[/itex], since this function would have the smallest x's.

Am I right here? Please help.
 
Last edited:
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Mogarrr said:
so if [itex]y = e^{\frac {x}4}[/itex], then doesn't this imply [itex]x = 4lny[/itex]? and doesn't [itex]y= 1 - (e^{\frac {-x}4 })[/itex], imply that [itex]x = -4ln(1-y)[/itex]?

I see my mistake now.
 

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