Probability distribution and cumulative distribution function q's

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The discussion focuses on finding the normalization constant A for the probability distribution function defined as P_x(x)=A(1- |x|/2) for |x|≤2 and 0 otherwise. Participants clarify that the integral should be evaluated from -2 to 2, leading to the correct normalization constant A=1/2. The conversation then shifts to deriving the cumulative distribution function (CDF), where the relationship between the probability density function (PDF) and CDF is confirmed. The final CDF is expressed in piecewise form, with specific values for x less than -2, between -2 and 2, and greater than 2. The discussion concludes with some confusion about the CDF values for x greater than 2, where the probability is expected to be 1.
Evo8
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Homework Statement


$$P_x(x)=A(1- \frac{|x|}{2}) \ \ \ |x|≤2$$
$$P_x(x)=0 \ \ |x|>2$$

Find A

Homework Equations


The Attempt at a Solution



This one shouldn't be too bad but I wanted to verify that I am on the right track.

I basically have ##P_x(x)=A(1- \frac{x}{2})## when x≤2. 0 otherwise.

So I write the integral ##\int_{-\infty}^{2} A(1-\frac{|x|}{2})dx##

I end up with ##A (x(\frac{-x^2}{4})dx## evaluated from 2 to ##-\infty## which will equate to ##\infty##

The section in my text that talks about probability distribution function mentions this
$$\int_{-\infty}^{\infty} p_x(x)dx=1$$

So I could do ##A\int_{-\infty}^{\infty} 1-\frac{|x|}{2} dx=1##? Solving this would yield A=##\infty## which is not what I am looking for I don't think. Its something to do with the absolute value of x i think...

The form that the question writes the equation in always screws me up.

Thanks for any help
 
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Your limits of integration do not match the domain specified for P(x). Look carefully. The ABSOLUTE VALUE of x is less than or equal to 2.
 
SteamKing said:
Your limits of integration do not match the domain specified for P(x). Look carefully. The ABSOLUTE VALUE of x is less than or equal to 2.

How about something like this ##\int_{-2}^{2}A(1-\frac{|x|}{2}=1##

##\frac{1}{A}=\int_{-2}{2}(1-\frac{|x|}{2}=4##

so ##A=\frac{1}{4}##?
 
That looks much better.
 
Thanks again for your help!

I think i actually made a mistake with the absolute value. A would equal ##A=\frac{1}{2}## not ##\frac{1}{4}##

I have another question about this problem.

The second part is to find the CDF (cumulative distribution function) for x.

From what I understand the pdf is ##p_x(x)## as the problem states. The CDF is ##P_x(x)##, and ##P_x(x)= \int p_x(x)##?

Isnt that what I've already done to find the constant A?

So ##P_x(x)=\frac{1}{2}\int_{-2}^2(1-\frac{|x|}{2})dx##

Isnt this what I've already done?
 
Evo8 said:
Thanks again for your help!

I think i actually made a mistake with the absolute value. A would equal ##A=\frac{1}{2}## not ##\frac{1}{4}##

I have another question about this problem.

The second part is to find the CDF (cumulative distribution function) for x.

From what I understand the pdf is ##p_x(x)## as the problem states. The CDF is ##P_x(x)##, and ##P_x(x)= \int p_x(x)##?

Isnt that what I've already done to find the constant A?

So ##P_x(x)=\frac{1}{2}\int_{-2}^2(1-\frac{|x|}{2})dx##

Isnt this what I've already done?

Ok so I did a little more digging/reading and found a few video examples too. I found this one to quite helpful Cumulative Distribution Functions : Introduction

So to find ##P_x(x)## I did the following

$$P_x(x)=\frac{1}{2}\int_{-2}^{x}(1-\frac{|x|}{2}) \\
=\frac{1}{2}|_{-2}^{x} \ x-\frac{x-|x|}{4} \\
=\frac{1}{2}[x-\frac{x^2}{2}-1]\\
=\frac{-(x^2-4x+4)}{8}
$$
So my CDF is

$$\begin{cases}0 \ \ \ \ x<-2\\ \\
\frac{-(x^2-4x+4)}{8} \ \ \ \ -2≤x≤2\\ \\
1 \ \ \ \ x>2 \end{cases}$$

Does this look somewhat correct? I got a little confused when it came to values of x greater then 2 and the probability being 1. I guess I would have expected the probability to be 0 as the value is o above that upper limit...
 

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