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Let be a random variable with probability density function

fx=c1-x2-1<x<10otherwise

(a) What is the value of?

(b) What is the cumulative distribution function of?

Short Answer

Expert verified

(a) The value of c is34

(b) The cumulative distribution function of X is

Fx(x)=0x<-134x-14x3+12-1≤x<11x≥1

Step by step solution

01

Step 1

Given: Density function of a random variable X as f(x)=c(1-x2)-1<x<10otherwise

02

Step 2

We know that any random variable integrates to 1. Therefore, we have

∫-∞∞f(x)dx=1∫{-∞}-10dx+∫{-1}1c(1-x2)dx+∫1∞0dx=1∫{-1}1c(1-x2)dx=1cx-x331-1=1c1-13-(-1)+-13=143c=1c=34

03

Step 3

Thus,the density function isf(x)=34(1-x2)-1<x<10otherwise

04

Step 4

Cummulative distribution function of X is given as FX(x)as

Fxx=PX≤x∫-∞π0dt+∫-1π34(1-t2)dt=34t-t33x-1=34x-x33--1+-13=34x-x33+23=34x-14x3+12

05

Step 5

Thus, CDF of X is

FX(x)=0x≤-134x-14x3+12-1≤x<11x≥1

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