Propability Density (I'm stuck need assistance)

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SUMMARY

The discussion centers on the stochastic variable X with the distribution function F_X defined piecewise. The user, Fred, seeks assistance in demonstrating that X is absolutely continuous and calculating its probability density function (PDF). The derived PDF is expressed as f_X(x) = F'_{(X)}(x) = \frac{e^{1-x}}{e-1} for x in [0,1]. Fred's approach is correct, as differentiability of F_X confirms absolute continuity.

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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:
[tex] 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.[/tex]
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
[tex]F'_{(X)}(x) = \frac{e^{1-x}}{e-1}[/tex]
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
 
Last edited:
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Hello again,

My own solution:

Since [tex]F_{X} (x)[/tex] is differentiable, thereby according to the differention its also continious (but how is it absolutely continious??))

The density is therefore

[tex]p(x) = \frac{e^{1-|x|}}{e-1}[/tex]

Could anyone please inform me if I'm on the right course?

Best Regards,

Fred

Mathman23 said:
Hi
I have been given this following problem:
X is a stochastic variable with the distribution Function F_X which is given by:
[tex] 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.[/tex]
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
[tex]F'_{(X)}(x) = \frac{e^{1-x}}{e-1}[/tex]
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
 
Last edited:

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