Probability distribution and cumulative distribution function q's

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Discussion Overview

The discussion revolves around the determination of the normalization constant A for a given probability distribution function (pdf) and the subsequent calculation of the cumulative distribution function (CDF). Participants explore the integration limits and the implications of the absolute value in the context of the pdf and CDF, addressing both theoretical and practical aspects of probability distributions.

Discussion Character

  • Homework-related
  • Mathematical reasoning
  • Technical explanation

Main Points Raised

  • One participant proposes that the pdf is given by $$P_x(x)=A(1- \frac{|x|}{2})$$ for |x|≤2 and 0 otherwise, and attempts to find A through integration.
  • Another participant points out that the limits of integration do not align with the specified domain of the pdf, suggesting integration from -2 to 2 instead.
  • A different participant suggests that integrating from -2 to 2 leads to the conclusion that A should equal $$\frac{1}{4}$$.
  • One participant later corrects their previous assertion, stating that A should actually be $$\frac{1}{2}$$ after reconsidering the absolute value in the integration process.
  • Participants discuss the relationship between the pdf and CDF, with one participant asserting that the CDF can be derived from the pdf through integration, questioning if their previous work suffices for finding the CDF.
  • Another participant provides a detailed derivation of the CDF, presenting it in piecewise form and expressing confusion regarding the probability values for x greater than 2.

Areas of Agreement / Disagreement

Participants exhibit some agreement on the need to correctly set integration limits and the relationship between the pdf and CDF. However, there is disagreement regarding the correct value of A, with different participants proposing different values based on their calculations. The discussion on the CDF also reveals uncertainty about the behavior of the probability for values of x greater than 2.

Contextual Notes

Participants note the importance of correctly interpreting the absolute value in the context of the pdf and the implications for integration limits. There are unresolved aspects regarding the calculations leading to the normalization constant A and the interpretation of the CDF for values outside the defined range.

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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