Chapter 8: Problem 7
If you choose \(x\) completely at random between 0 and \(\pi\) what is the density \(p(x)\) and the cumulative density \(F(x)\) ?
Short Answer
Expert verified
\( p(x) = \frac{1}{\pi} \), \( F(x) = \frac{x}{\pi} \) for \( x \) in \( [0, \pi] \).
Step by step solution
01
Understanding Uniform Distribution
If a variable is chosen randomly within a certain interval, it is uniformly distributed over that interval. Here, we are choosing \( x \) completely random between \( 0 \) and \( \pi \), indicating a uniform distribution over \( [0, \pi] \).
02
Calculating the Probability Density Function (PDF)
For a uniform distribution from \( a \) to \( b \), the probability density function \( p(x) \) is given by \( \frac{1}{b-a} \) for \( x \) in \( [a,b] \). Here, \( a = 0 \) and \( b = \pi \), so we have \( p(x) = \frac{1}{\pi-0} = \frac{1}{\pi} \).
03
Deriving the Cumulative Distribution Function (CDF)
The cumulative distribution function \( F(x) \) for a uniform distribution is calculated by integrating the PDF from the lower bound up to \( x \). Therefore, \( F(x) = \int_0^x \frac{1}{\pi} \, dt = \frac{x}{\pi} \), where \( t \) is a dummy variable of integration.
04
Final Results Compilation
The density function is \( p(x) = \frac{1}{\pi} \) and the cumulative density function is \( F(x) = \frac{x}{\pi} \) for \( x \) in \([0, \pi]\).
Unlock Step-by-Step Solutions & Ace Your Exams!
-
Full Textbook Solutions
Get detailed explanations and key concepts
-
Unlimited Al creation
Al flashcards, explanations, exams and more...
-
Ads-free access
To over 500 millions flashcards
-
Money-back guarantee
We refund you if you fail your exam.
Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!
Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Probability Density Function
The probability density function (PDF) is a fundamental concept in statistics, particularly when dealing with continuous random variables like the uniform distribution in our example. The PDF describes the likelihood of a random variable to take on a particular value. For a uniform distribution between two points, the PDF is constant because each outcome within the interval is equally likely.
In our exercise, since the variable is uniform between 0 and \( \pi \), the PDF is defined as:
In our exercise, since the variable is uniform between 0 and \( \pi \), the PDF is defined as:
- \( p(x) = \frac{1}{b-a} \) for \( x \) in \([a,b]\)
- Here, \( a = 0 \) and \( b = \pi \).
- So, the PDF simplifies to \( p(x) = \frac{1}{\pi} \).
Cumulative Distribution Function
The cumulative distribution function (CDF) is an essential tool for determining the probability that a continuous random variable takes on a value less than or equal to a specific point. It accumulates the probabilities, starting from the lower limit of the interval to the value of interest.
For a uniform distribution, the CDF is a linear function of \( x \). It is computed by integrating the PDF from the lower boundary up to \( x \). The process involves:
For a uniform distribution, the CDF is a linear function of \( x \). It is computed by integrating the PDF from the lower boundary up to \( x \). The process involves:
- Integrating the constant PDF, \( \frac{1}{\pi} \), from 0 to \( x \).
- The CDF formula becomes \( F(x) = \int_0^x \frac{1}{\pi} \, dt = \frac{x}{\pi} \).
Random Variable
A random variable is a numerical outcome of a random phenomenon. In the context of the exercise, the random variable is the value \( x \) that is selected randomly between 0 and \( \pi \). The uniform distribution implies that \( x \) can take any value in this interval with equal probability.
Some important aspects of random variables include:
Some important aspects of random variables include:
- They quantify uncertainty by assigning numbers to outcomes of random processes.
- Random variables can be discrete (specific, separated values) or continuous (any value within a range).
- In our example, \( x \) is a continuous random variable, since it can assume any real number from 0 to \( \pi \).
Integration in Calculus
Integration in calculus plays a vital role in finding cumulative properties from given rates of change, such as deriving the CDF from the PDF. It involves calculating the integral of a function over a specific interval, which essentially accumulates values of the function along that interval.
In our exercise:
In our exercise:
- We begin with the PDF, \( \frac{1}{\pi} \), a constant function over the interval \([0, \pi]\).
- The integral of the PDF from 0 to \( x \) provides the CDF, \( F(x) = \frac{x}{\pi} \).