Probability Density Function, prove it

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SUMMARY

The discussion centers on proving that the function \( f(x) = \frac{1}{x^2} \) for \( x > 0 \) is a probability density function (PDF). To establish this, two conditions must be satisfied: the integral of \( f(x) \) over its domain must equal 1, and \( f(x) \) must be non-negative for all \( x \). Participants noted that integrating \( f(x) \) from 1 to infinity yields a result of 1, confirming that it meets the criteria for a PDF.

PREREQUISITES
  • Understanding of probability density functions (PDFs)
  • Knowledge of improper integrals
  • Familiarity with calculus concepts, specifically integration
  • Basic understanding of limits and convergence
NEXT STEPS
  • Study the properties of probability density functions in detail
  • Learn how to evaluate improper integrals
  • Explore examples of other probability density functions
  • Investigate the concept of convergence in integrals
USEFUL FOR

Students studying probability and statistics, mathematicians interested in calculus, and anyone seeking to understand the fundamentals of probability density functions.

randy27
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Homework Statement


This is my 1st post here, so I will do my best. The following question is part of a number of probability density functions that I have to prove. Once I have the hang of this I should be good for the rest, here is the question:

Prove that the following functions are probability density functions:

1/x^2 , x>0

Homework Equations





The Attempt at a Solution



As I understand to prove a probability density function it must satisfy

1. integral of f(x)dx=1
and
2. must not be negative f(x) for all x


I integrate the function of 1/x^2 which is -1/x but I find it tricky to explain myself on how f(x)dx=1


I would be greatfull on pointers on how to prove that the functions is a PDF in a clear manner.
 
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You probably would have gotten a response quicker, but you posted this in the pre-calculus forum...

As I understand it, the integral needs to be = 1. (And, all values of f(x) > 0 which is your point 2.) However, I'm having trouble getting one when I integrate the function. Are you sure it's supposed to be x>0, and not x>1? Evaluating the improper integral from 1 to infinity =1 (unless I blundered somewhere; I did it really quick)
 

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