Mathman23
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Hi
I have been given this following problem:
X is a stochastic variable with the distribution Function F_X which is given by:
<br /> P(X \leq x) = F_{X}(x) = \left\{ \begin{array}{ll}<br /> 0 & \textrm{if} \ x>0 \\<br /> \frac{{1- e^{-x}}}{{1 - e^{-1}}}& \textrm{if} \ x \in [0,1]\\<br /> 1 & \textrm{if} \ x \geq 1\\<br /> \end{array} \right.<br />
Now I'm supposed to show that X is absolutely continuous and then next calculate the propability density f_x.
I now then dealing with the propability density is found by
F'_{(X)}(x) = \frac{e^{1-x}}{e-1}
But what is the next step from here which will allow me to find the propability density?
Secondly how do I go about showing that X is absolutly continuous ??
Sincerely and Best Regards
Fred
I have been given this following problem:
X is a stochastic variable with the distribution Function F_X which is given by:
<br /> P(X \leq x) = F_{X}(x) = \left\{ \begin{array}{ll}<br /> 0 & \textrm{if} \ x>0 \\<br /> \frac{{1- e^{-x}}}{{1 - e^{-1}}}& \textrm{if} \ x \in [0,1]\\<br /> 1 & \textrm{if} \ x \geq 1\\<br /> \end{array} \right.<br />
Now I'm supposed to show that X is absolutely continuous and then next calculate the propability density f_x.
I now then dealing with the propability density is found by
F'_{(X)}(x) = \frac{e^{1-x}}{e-1}
But what is the next step from here which will allow me to find the propability density?
Secondly how do I go about showing that X is absolutly continuous ??
Sincerely and Best Regards
Fred
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