Problem 2
Question
Show that
$$
f(x)=\left\\{\begin{array}{ll}
\frac{1}{2} & \text { for } 0
Step-by-Step Solution
Verified Answer
The function is a valid density function and the distribution function is \( F(x) = \begin{cases} 0 & \text{if } x < 0, \\ \frac{1}{2}x & \text{if } 0 \leq x < 2, \\ 1 & \text{if } x \geq 2. \end{cases} \)
1Step 1: Verify Non-Negativity
For a function to be a density function, it must be non-negative for all real numbers. Here, \( f(x) = \frac{1}{2} \) for \( 0 < x < 2 \) and \( f(x) = 0 \) otherwise. Since both these values are non-negative, the function fulfills this criterion.
2Step 2: Check that Total Area Integrates to 1
The integral of the density function over its entire range should equal 1. Therefore, we need to evaluate \[ \int_{-\infty}^{\infty} f(x) \, dx = \int_{0}^{2} \frac{1}{2} \, dx. \] Evaluate the integral: \( \int_{0}^{2} \frac{1}{2} \, dx = \left[ \frac{1}{2}x \right]_0^2 = \frac{1}{2} \times 2 - \frac{1}{2} \times 0 = 1. \) Thus, the total area under the curve \( f(x) \) equals 1, confirming it as a density function.
3Step 3: Define the Distribution Function
The distribution function \( F(x) \) is defined as the integral of \( f(x) \) from \(-\infty\) to \( x \). We calculate \( F(x) \) in parts: 1. **For** \( x < 0 \), \( F(x) = 0 \).2. **For** \( 0 \leq x < 2 \), evaluate \( F(x) = \int_{0}^{x} \frac{1}{2} \, dt = \frac{1}{2}x. \)3. **For** \( x \geq 2 \), \( F(x) = 1 \). Hence, \( F(x) \) is given by: \[ F(x) = \begin{cases} 0 & \text{if } x < 0, \ \frac{1}{2}x & \text{if } 0 \leq x < 2, \ 1 & \text{if } x \geq 2. \end{cases} \]
Key Concepts
Distribution FunctionNon-NegativityIntegration over RangeCalculus
Distribution Function
In the realm of probability, the distribution function is crucial for understanding how probabilities distribute over outcomes. For a density function like our example, the distribution function, denoted as \( F(x) \), is established by integrating the density from \(-\infty\) to \( x \). This process accumulates the probabilities up to \( x \).
To articulate \( F(x) \) in different scenarios, we express it in a piecewise function:
To articulate \( F(x) \) in different scenarios, we express it in a piecewise function:
- \( F(x) = 0 \) when \( x < 0 \). Before reaching the starting point (0), there's no accumulated probability.
- For \( 0 \leq x < 2 \), the integral calculates as \( F(x) = \frac{1}{2}x \), representing a linear increase in probability as \( x \) grows from 0 to just below 2.
- When \( x \geq 2 \), \( F(x) = 1 \), showing that the entire probability is accumulated beyond 2, as our density does not extend past this bound.
Non-Negativity
A fundamental property of a probability density function (pdf) is its non-negativity over all possible values. This ensures that probabilities are never less than zero. After all, a probability can't be negative. For the given function, \( f(x) = \frac{1}{2} \) when \( 0 < x < 2 \) and \( f(x) = 0 \) otherwise. Both values conform to non-negativity as they are either zero or positive.
When verifying non-negativity:
When verifying non-negativity:
- Check that for any \( x \), \( f(x) \ge 0 \).
- Within the defined range, maintain positivity or zero values.
Integration over Range
Integration over the function's range is pivotal to ensure it sums to 1. This condition signifies that all probability is accounted for, indicating no missing or excess probability.
We compute
We compute
- \( \int_{-\infty}^{\infty} f(x) \, dx = \int_{0}^{2} \frac{1}{2} \, dx \).
- This integral evaluates to \( \left[ \frac{1}{2}x \right]_0^2 = 1 \), confirming the total probability is complete and equals 1.
Calculus
Calculus plays a vital role in understanding and working with probability functions, particularly through the use of integration and differentiation. The integral helps in accumulating probabilities as seen in distribution functions, while derivatives might be used in more advanced topics like finding expectations or other statistical measures.
In our context,
In our context,
- Integration converts the density function into a distribution function, \( F(x) \), showing probabilities accrued up to \( x \).
- Calculus assures that transformations between density and distribution conserve properties like total area (or probability).
Other exercises in this chapter
Problem 1
Let \(X\) be exponentially distributed with parameter \(\lambda=1 / 2\). Use Markov's inequality to estimate \(P(X \geq 3)\), and compare your estimate with the
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Toss a fair coin four times. Let \(X\) be the random variable that counts the number of heads. Find the probability mass function describing the distribution of
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In Problems \(1-4\), determine the sample space for each random experiment. The random experiment consisting of rolling a six-sided die twice.
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Suppose you draw 2 cards from a standard deck of 52 cards. Find the probability that the second card is a spade given that the first card is a spade.
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