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A continuous random variable X has cdf F(x)=x² b (a) Determine the constants a and b. for a < 0, for 0 < x < 1, for x > 1.​

A Continuous Random Variable X Has Cdf Fxx B A Determine The Constants A And B For A Lt 0 For 0 Lt X Lt 1 For X Gt 1 class=

Sagot :

Any proper CDF [tex]F(x)[/tex] has the properties

• [tex]\displaystyle \lim_{x\to-\infty} F(x) = 0[/tex]

• [tex]\displaystyle \lim_{x\to+\infty} F(x) = 1[/tex]

so we have to have a = 0 and b = 1.

This follows from the definitions of PDFs and CDFs. The PDF must satisfy

[tex]\displaystyle \int_{-\infty}^\infty f(x) \, dx = 1[/tex]

and so

[tex]\displaystyle \lim_{x\to-\infty} F(x) = \int_{-\infty}^{-\infty} f(t) \, dt = 0 \implies a = 0[/tex]

[tex]\displaystyle \lim_{x\to+\infty} F(x) = \int_{-\infty}^\infty f(t) \, dt = 1 \implies b = 1[/tex]