Solve the problem involving probability density function

Click For Summary

Homework Help Overview

The discussion revolves around a probability density function (PDF) and the calculation of the cumulative distribution function (CDF) based on integration limits. Participants are examining the implications of substituting different limits in the integration process and how it affects the resulting function.

Discussion Character

  • Conceptual clarification, Assumption checking, Mathematical reasoning

Approaches and Questions Raised

  • Participants are exploring whether substituting the upper limit instead of the lower limit in the integration process is valid for defining the CDF. Questions arise about the correctness of the resulting expressions and the implications of changing integration bounds.

Discussion Status

The discussion is active, with participants questioning the validity of their approaches and definitions related to the PDF and CDF. Some guidance has been offered regarding the necessity of integrating from the lower limit to the variable upper limit to correctly define the CDF.

Contextual Notes

There is an ongoing examination of the definitions and properties of probability density functions, particularly in relation to integration limits and the concept of complement probabilities. Participants are also considering the implications of their calculations on the overall understanding of the problem.

chwala
Gold Member
Messages
2,828
Reaction score
425
Homework Statement
see attached
Relevant Equations
Statistics
This is the question:

1663419354750.png
This is the ms solution- from Further Maths paper.

1663419458348.png
My question is referenced to the highlighted part. I can see they substituted for the lower limit i.e ##x=1## to get: ##F(x)=\dfrac{x^3-1}{63}##
supposing our limits were; ##2≤x≤4## would the same approach apply? Anything wrong if we substitute the upper limit i.e ##x=4##? and have our:
##F(x)=\dfrac{64-x^3}{63}?##
 
Last edited:
Physics news on Phys.org
I don't understand your question.

If f is to be a PDF for a random variable X taking values in [a,b] we must have \int_a^b f(x)\,dx = 1. If that is the case, then for a \leq c &lt; d \leq b we have <br /> P(c \leq X \leq d) = \int_c^d f(x)\,dx.
 
pasmith said:
I don't understand your question.

If f is to be a PDF for a random variable X taking values in [a,b] we must have \int_a^b f(x)\,dx = 1. If that is the case, then for a \leq c &lt; d \leq b we have <br /> P(c \leq X \leq d) = \int_c^d f(x)\,dx.
That's clear...my question is suppose we substitute the upper limit ; ##x=4## instead of lower limit; ##x=1## to get ##F(x)##, would that be correct? Note that when we integrate ##f(x)##, we shall get the indefinite integral,##F(x)##= ##\dfrac{x^3}{63}##.
 
Last edited:
By definition, <br /> F(x) = P(X \leq x) = \int_1^x f(x)\,dx. Not integrating from 1 to x will not give you F(x).
 
pasmith said:
By definition, <br /> F(x) = P(X \leq x) = \int_1^x f(x)\,dx. Not integrating from 1 to x will not give you F(x).
Noted thanks @pasmith. Let me look at this again. The concept is clear, was just wondering if we could reverse the order but that does not seem to work going with the general definition of probability density function.
 
What of: $$-\int_x^1 f(x)dx=\int_1^x f(x)dx?$$ in our case
$$-\int_ x^1 \left[\dfrac{x^2}{21}\right] dx=-\int_ 4^x \left[\dfrac{x^2}{21}\right] dx=-\left[\dfrac{x^3-64}{63}\right]?$$
 
Last edited:
You're missing a 1- when you switch the bound from 1 to 4 since you're computing the complement probability.
 
Office_Shredder said:
You're missing a 1- when you switch the bound from 1 to 4 since you're computing the complement probability.
I am not getting you...what I wanted to know is, "will my ##F(x)## in post ##6## be correct?' Having changed the bounds...
 
No. The last line starts by saying ##P(X < x) = P(X> x)##. It's not though, you should use ##P(X < x) =1- P(X> x)##

You can verify you got the wrong answer by seeing that for you, ##F(1)\neq 0##
 
  • Like
Likes   Reactions: chwala

Similar threads

Replies
8
Views
2K
  • · Replies 19 ·
Replies
19
Views
4K
Replies
6
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
Replies
2
Views
2K
  • · Replies 4 ·
Replies
4
Views
4K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
Replies
8
Views
1K