Probability: Cumulative distribution problem

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SUMMARY

The discussion focuses on calculating the cumulative distribution function (CDF) for a continuous random variable Y defined on the interval (0, 1) with the density function fY(y) = 3y². The correct formulation of the CDF is established as F(a) = ∫(0 to a) 3y² dy for 0 < a < 1. Participants clarify that the problem is not asking for the probability P{Y ∈ (0,1)}, but rather for the CDF itself. The integration leads to the result F(a) = a³, confirming the relationship between the density function and the cumulative distribution function.

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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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