Probability of continuous random variables

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Homework Help Overview

The discussion revolves around a random variable with a piecewise distribution function, specifically focusing on the probability of continuous random variables and the properties of cumulative distribution functions (CDFs). Participants are examining the implications of the given piecewise function and its characteristics.

Discussion Character

  • Conceptual clarification, Assumption checking, Problem interpretation

Approaches and Questions Raised

  • Participants are attempting to determine P(Y=2) and the conditions for finding values of t such that both P(Y <= t) and P(Y >= t) are greater than or equal to 1/2. There are discussions about integrating the distribution function and concerns about the nature of the probability density function.

Discussion Status

The discussion is ongoing, with participants questioning the original poster's approach and the validity of the piecewise function. Some are exploring the integration of the function to find probabilities, while others are clarifying definitions and properties of continuous random variables.

Contextual Notes

There are concerns about the completeness of the information provided, particularly regarding the nature of the function f(z) and its classification as a probability density function or cumulative distribution function. Participants are also noting the implications of having a probability density function that does not integrate to 1 over its domain.

Gott_ist_tot
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Homework Statement


A random variable has distribution function F(z) = P(y<= z) given by (this is a piecewise function)

f(z) =
0 if z < -1
1/2 if -1 <= z < 1
1/2 + 1/4(z-1 if 1 <= z < 2
1 if 2 <= z

What is P(Y = 2)?

Find all the numbers t with the property that both P(Y <= t) >= 1/2 and P(Y >= t) >= 1/2


Homework Equations





The Attempt at a Solution



For the P(Y=2) I integrated at the point 2 plus and minus epsilon and came up with 1/4z - 0 where z =2. Thus, 1/2. My concern is that this problem has a lot of constants Thus, I would expect P(Y=x) to equal 0 everywhere but in [1,2). Then I have no idea how to find the median of the distribution function. Sorry, if these are easy questions. The class is being taught without a book and I'm afraid I'm not used to that.
 
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Gott_ist_tot said:
For the P(Y=2) I integrated at the point 2 plus and minus epsilon and came up with 1/4z - 0 where z =2. Thus, 1/2.
I don't understand what you're doing -- could you spell it out? The answer is certainly wrong.

My concern is that this problem has a lot of constants Thus, I would expect P(Y=x) to equal 0 everywhere but in [1,2).
Not just a lot of flat-lines in the graph, but it's mostly continuous! P(Y=a) can only be positive if the graph of the cumulative distribution function has a discontinuity. (right?)

Then I have no idea how to find the median of the distribution function.
Do you know how to find P(Y<=t)?
 
well, no expert here, but to find P(Y=2) shouldn't you integrate f(z) over (-infinity,2]?
 
F(z) = P(y<= z)

what exactly is "y" here?

the CDF is supposed to be F(z) = P[Z <= z]
 
loop quantum gravity said:
well, no expert here, but to find P(Y=2) shouldn't you integrate f(z) over (-infinity,2]?
He said that f was the cumulative distribution, not the probability density.
 
Gott_ist_tot said:

Homework Statement


A random variable has distribution function F(z) = P(y<= z) given by (this is a piecewise function)

f(z) =
0 if z < -1
1/2 if -1 <= z < 1
1/2 + 1/4(z-1 if 1 <= z < 2
1 if 2 <= z
This is impossible. The integral of a probability density function over its entire domain must be 1. You obviously can't have "f(z)= 1 if 2<= z". It also cannot be a cumulative probabililty distribution which was my next guess. I have no idea what is intended here.

loop quantum gravity said:
well, no expert here, but to find P(Y=2) shouldn't you integrate f(z) over (-infinity,2]?
No, that would give P(Y[itex]\le 2[/itex]). With a continuous probability density, the probobability that Y is any specific number is 0.
 

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