/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 22 The cumulative distribution func... [FREE SOLUTION] | 91Ó°ÊÓ

91Ó°ÊÓ

The cumulative distribution function for a random variable \(X\) on the interval \(1 \leq x \leq 2\) is \(F(x)=\frac{4}{3}-4 /\left(3 x^{2}\right)\). Find the corresponding density function.

Short Answer

Expert verified
The PDF is \( f(x) = \frac{8}{3x^3} \).

Step by step solution

01

Understand the Cumulative Distribution Function (CDF)

The given CDF of the random variable X is defined as: \[ F(x) = \frac{4}{3} - \frac{4}{3x^2} \ \text{for } 1 \leq x \leq 2. \] A CDF represents the probability that the random variable X is less than or equal to a certain value x.
02

Definition of Probability Density Function (PDF)

The probability density function (PDF) is the derivative of the cumulative distribution function (CDF). Therefore, to find the PDF, we need to differentiate the given CDF with respect to x.
03

Differentiate the CDF

To find the PDF, differentiate the given CDF, \[ F(x) = \frac{4}{3} - \frac{4}{3x^2} \,\] with respect to x: \[ f(x) = \frac{d}{dx}\bigg(\frac{4}{3} - \frac{4}{3x^2} \bigg) \]
04

Apply the Chain Rule

Next, differentiate using the chain rule: \[ f(x) = - \frac{4}{3} \frac{d}{dx}(x^{-2}) \] The derivative of \( x^{-2} \) is \( -2x^{-3} \). So we have: \[ f(x) = - \frac{4}{3} \times (-2x^{-3}) = \frac{8}{3x^3}. \]
05

Write the Final PDF

So the PDF for the random variable X on the interval \( 1 \leq x \leq 2 \) is: \[ f(x) = \frac{8}{3x^3} \]

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.

Cumulative Distribution Function
The cumulative distribution function (CDF) is an essential concept in probability and statistics. The CDF of a random variable X, denoted as F(x), provides the probability that X takes on a value less than or equal to x. It is a non-decreasing function that ranges from 0 to 1. For example, given the CDF for a random variable X as \(F(x)=\frac{4}{3}-\frac{4}{3x^2}\) for 1 \leq x \leq 2, you can determine how likely it is that X will be less than or equal to any value within this interval.
Understanding CDFs helps in comprehending the underlying distribution of the data. The function F(x) accumulates probabilities up to the point x. Key properties of a CDF include:
  • It is right-continuous.
  • It starts at 0 and approaches 1 as x increases.
  • It can be derived from the probability density function (PDF).
This specific CDF helps us study the behavior of the random variable within the given range.
Random Variable
A random variable represents a numerical outcome of a random phenomenon or experiment. It can be either discrete (taking on specific values) or continuous (taking on any value within a range). In this exercise, X is a continuous random variable defined on the interval 1 ≤ x ≤ 2. This means X can take any value between 1 and 2 with certain probabilities.
Random variables help in modeling real-world situations where outcomes are uncertain. For instance, the height of individuals in a city can be considered a continuous random variable. Key points to remember about random variables:
  • They can be described using PDF (for continuous) or probability mass function (PMF for discrete).
  • It is possible to summarize their behavior using measures like mean and variance.
  • They serve as the foundation for more complex statistical methods and analyses.
Understanding random variables is crucial for analyzing and interpreting data.
Calculus Differentiation
Calculus differentiation plays a vital role in finding the probability density function (PDF) from the cumulative distribution function (CDF). Differentiation is a process that involves finding the derivative of a function. The PDF is found by differentiating the CDF with respect to the random variable. Given the CDF \( F(x) = \frac{4}{3} - \frac{4}{3x^2} \,\), we aim to find the PDF by calculating its derivative.
Here’s a step-by-step process to differentiate using the chain rule:
  • First, take note of the CDF function.
  • Apply the differentiation operator to the CDF.
  • Use the chain rule where necessary, especially when dealing with compound functions.
In our example, differentiating \( F(x) = \frac{4}{3} - \frac{4}{3x^2} \) gives us the PDF: \( f(x) = \frac{8}{3x^3} \). This derivative indicates the rate at which probabilities accumulate, which becomes the PDF. Recognizing how differentiation links the CDF and PDF is pivotal for anyone studying probability distributions.

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

In a study of the vacancies occurring in the U.S. Supreme Court, it has been determined that the time elapsed between successive resignations is an exponential random variable with expected value 2 years. Exponential Distribution and the Supreme Court A new president takes office at the same time that a justice retires. Find the probability that the next vacancy on the court will take place during the president's 4-year term.

Amount of Milk in a Container If the amount of milk in a gallon container is a normal random variable, with \(\mu=\) \(128.2\) ounces and \(\sigma=.2\) ounce, find the probability that a random container of milk contains less than 128 ounces.

Maximum Likelihood Exercises 19 and 20 illustrate a technique from statistics (called the method of maximum likelihood) that estimates a parameter for a probability distribution. A person shooting at a target has five successive hits and then a miss. If \(x\) is the probability of success on each shot, the probability of having five successive hits followed by a miss is \(x^{5}(1-x)\). Take first and second derivatives to determine the value of \(x\) for which the probability has its maximum value.

Number of Cars at a Tollgate During a certain part of the day, an average of five automobiles arrives every minute at the tollgate on a turnpike. Let \(X\) be the number of automobiles that arrive in any 1 -minute interval selected at random. Let \(Y\) be the interarrival time between any two successive arrivals. (The average interarrival time is \(\frac{1}{5}\) minute.) Assume that \(X\) is a Poisson random variable and that \(Y\) is an exponential random variable. (a) Find the probability that at least five cars arrive during a given 1-minute interval. (b) Find the probability that the time between any two successive cars is less than \(\frac{1}{5}\) minute.

The density function of a continuous random variable \(X\) is \(f(x)=3 x^{2}, 0 \leq x \leq 1\). Sketch the graph of \(f(x)\) and shade in the areas corresponding to (a) \(\operatorname{Pr}(X \leq .3)\); (b) \(\operatorname{Pr}(.5 \leq X \leq .7) ;\) (c) \(\operatorname{Pr}(.8 \leq X)\).

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.