Probability: Cumulative distribution problem

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Homework Help Overview

The discussion revolves around finding the cumulative distribution function (CDF) for a continuous random variable Y defined on the interval (0, 1) with a specified density function. Participants are exploring the relationship between the density function and the CDF, as well as the implications of the limits of integration.

Discussion Character

  • Conceptual clarification, Mathematical reasoning, Assumption checking

Approaches and Questions Raised

  • Participants are questioning the limits of integration for the CDF and whether it can be adjusted when the variable is greater than 0. There is also a discussion about the interpretation of the problem, specifically whether it is asking for a probability or the CDF itself.

Discussion Status

Some participants have provided clarifications regarding the definition of the CDF and its relationship to the density function. There is ongoing exploration of the correct limits for integration and the implications of the density function outside the defined interval.

Contextual Notes

Participants are navigating the constraints of the problem, including the specific interval for the random variable and the behavior of the density function outside that interval.

tsamocki
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Homework Statement



Example 5.1.4: Y is a continuous random variable on the interval (0; 1) with
density function
fY (y) =
{3y2 0 < y < 1
{0 elsewhere
what is the cumulative distribution function of Y ?

Homework Equations



The relationship between a continuous random variable and the cumulative distribution function can be defined as: F(a) = P{X ∈ (-∞,α)} = ∫(-∞,α) f(x)dx

The Attempt at a Solution



Is the problem just asking for this: P{Y ∈ (0,1)} ?

In terms of the integration, the indefinite integral is y^3 + C.

Alas i am stuck!
 
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tsamocki said:

Homework Statement



Example 5.1.4: Y is a continuous random variable on the interval (0; 1) with
density function
fY (y) =
{3y2 0 < y < 1
{0 elsewhere
what is the cumulative distribution function of Y ?

Homework Equations



The relationship between a continuous random variable and the cumulative distribution function can be defined as: F(a) = P{X ∈ (-∞,α)} = ∫(-∞,α) f(x)dx

The Attempt at a Solution



Is the problem just asking for this: P{Y ∈ (0,1)} ?

In terms of the integration, the indefinite integral is y^3 + C.

Alas i am stuck!

You wrote F(a) = ∫(-∞,α) f(x)dx. So, what is f(x) for x < 0? Can you replace the lower limit (-∞) by something else when a > 0? In other words, can you say
F(a) = \int_{\text{something}}^a f(x) \, dx, with 'something' ≠ -∞?

And NO: the problem is not asking you for P{Y ∈ (0,1)}; it is asking you for the cumulative distribution function (which you have already defined!).

RGV
 
Last edited:
Ray Vickson said:
You wrote F(a) = ∫(-∞,α) f(x)dx. So, what is f(x) for x < 0? Can you replace the lower limit (-∞) by something else when a > 0? In other words, can you say
F(a) = \int_{\text{something}}^a f(x) \, dx, with 'something' ≠ -∞?

And NO: the problem is not asking you for P{Y ∈ (0,1)}; it is asking you for the cumulative distribution function (which you have already defined!).

RGV

You mean this:

F(a) = \int_{\text{0}}^1 y^3 \, dx,
 
Edit:

F(a) = \int_{\text{0}}^1 3y^2 \, dy,

Sorry, i previously responded via phone.
 
tsamocki said:
Edit:
F(a) = \int_{\text{0}}^1 3y^2 \, dy,
The RHS is not a function of a.
 

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