Question

e. A continuous random variable X has cdf



e. A continuous random variable X has cdf 

$$ F(x)=\left\{\begin{array}{cc} a & x \leq 0 \\ x^{2} & 0< x \leq 1 \\ b & x>1 \end{array}\right. $$


a. Determine the constants a and b.

b. Find the pdf of X. Be sure to give a formula for fx(X) that is valid for all x. 

c. Calculate the expected value of X. 

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Answer #1

a)

F(-infinity) = 0

hence a = 0 ,

F(infinity) = 1

hence

b = 1

b)

f(x) = d/dx F(x) = 2x

hence

f(x) = 0    x < 0

= 2x   0< x< 1

= 0    x> 1

c)

E(X) = int x f(x) dx

E(X) = / x . 2.rdz = 2(Decimal: 0 .66667 . . . )

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