/*! 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 3 Consider a random variable \(X\)... [FREE SOLUTION] | 91影视

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Consider a random variable \(X\) defined by the CDF: $$ F_X(x)= \begin{cases}0, & x<0, \\ \frac{1}{2} \sqrt{x}+\frac{1}{2}\left(1-e^{-\sqrt{x}}\right), & 0 \leq x \leq 1, \\\ \frac{1}{2}+\frac{1}{2}\left(1-e^{-\sqrt{x}}\right), & x>1 .\end{cases} $$ Show that this function satisfies properties (F1)-(F3) and (F4'). Note that \(F_X(x)\) s a continuous function but it does not have a derivative at \(x=1\). (That is, the odf of \(X\) has a discontinuity at \(x=1\).) Plot the CDF and the pdf of \(X\).

Short Answer

Expert verified
Verify right-continuity, bounds at -鈭 and 鈭, monotonicity, and continuity at x=1. Plot CDF and derive PDF.

Step by step solution

01

Property F1 - Right-Continuity

Verify if the CDF function is right-continuous for all x. A CDF is right-continuous by definition.
02

Property F2 - Limits at Infinity

Check the limits of the function as x approaches positive and negative infinity. Evaluate \[ \ \lim_{{x \to -\infty}} F_X(x) = 0 \ \lim_{{x \to \infty}} F_X(x) = 1 \].
03

Property F3 - Monotonicity

Verify that the CDF is a non-decreasing function. Show that for any \(a < b\), \(F_X(a) \leq F_X(b)\).
04

Property F4' - Continuity from the Right at Point 1

Check the continuity at point 1. Note the definition given in the problem implies it is continuous and hence satisfies the continuity requirement at x = 1. Show that: \[F_X(1^-) = F_X(1) = F_X(1^+)\].
05

Plot the CDF

Graph the CDF function in the specified intervals.
06

Find the PDF

Calculate the PDF, which is the derivative of the CDF where it exists. Identify discontinuity at x = 1 and show piecewise PDF.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Right-Continuity
A Cumulative Distribution Function (CDF) must be right-continuous by definition. Right-continuity means that the limit of the CDF as the variable approaches any point from the right equals the value of the CDF at that point. Formally, for a CDF function \(F_X(x)\), right-continuity is expressed as \lim_{{x \to c^+}} F_X(x) = F_X(c)\ for any point \c\. This condition ensures that there are no sudden jumps in the function when looking from the right side of the interval. In our exercise, the CDF \(F_X(x)\) satisfies this property across all intervals. Since \F_X(x)\ is defined piecewise, ensuring that the function aligns at the boundary values confirms right-continuity.
Limits at Infinity
Checking the limits at infinity for a CDF is crucial as it tells us the behavior of the function at extreme values of \x\. For any CDF, the limit as \x\ approaches negative infinity should be 0, and the limit as \x\ approaches positive infinity should be 1. Mathematically, these properties are written as:
1. \lim_{{x \to -\tilde{\float{mathplus}}}} F_X(x) = 0\
2. \lim_{{x \to \tilde{\float{mathplus}}}} F_X(x) = 1\
This is because a CDF represents the probability that a random variable is less than or equal to \(x\). As \(x\) approaches negative infinity, this probability should indeed be zero, because no values can be below negative infinity. Similarly, as \(x\) approaches positive infinity, the probability reaches 1, embracing all possible outcomes.
Monotonicity
Monotonicity in the context of CDFs means that the function is non-decreasing. In simpler terms, the CDF should either stay the same or increase as \(x\) increases鈥攏ever decrease. This property ensures that as we move along the x-axis from left to right, the probability captured by the CDF accumulates and doesn't reduce. Mathematically, for any two points \(a\) and \(b\) such that \(a < b\), it must hold that \(F_X(a) \leq F_X(b)\). In our exercise, the CDF is defined piecewise and we need to ensure that within each interval and at the boundaries, the function does not drop, satisfying this property of monotonicity.
Probability Density Function
The Probability Density Function (PDF) of a continuous random variable is the derivative of its CDF. It shows the rate at which the probability accumulates at each point. Given our CDF \(F_X(x)\), we calculate the PDF by finding the derivative where the CDF is differentiable. In cases where the CDF has discontinuities, the PDF will have corresponding spikes or jumps. Formally, if \(F_X(x)\) is continuous but not differentiable at some point (like at \(x = 1\) in our case), the PDF captures these peculiarities. For our function: \( F_X(x)\), the piecewise definition of CDF ensures that we can compute the corresponding piecewise PDF, noting particularly the behaviors around the discontinuity at \(x = 1\).

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