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Subject:
Density Function Question
Category: Science > Math Asked by: roadapples-ga List Price: $4.00 |
Posted:
11 Feb 2003 22:36 PST
Expires: 13 Mar 2003 22:36 PST Question ID: 160330 |
Let Y possess a density function where f(y) = c(2-y) when y is between 0 and 2. and f(y) = 0 elsewhere. a) Find c - I believe its 1/2 but i just want to double check b) Find F(y) and use it to find P(1<=y<=2) Thanks in advance! |
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Subject:
Re: Density Function Question
Answered By: livioflores-ga on 12 Feb 2003 00:26 PST Rated: |
Hi roadapples!! First of all I will clarify the symbols that I will use: int(a to b)[f(x)] means the integral from a to b of f(x). [f(x)](b;a) means f(b)-f(a) +oo = positive infinite -oo = negative infinite Now I can start: f(y) is a density function if and only if it satisfies the following requirements: 1) f(y) >= 0 2) int(-oo to +oo)[f(y)] = 1 The condition 1) is obviously accomplished for y out of the interval (0,2). For 0 < y < 2, f(y) = c*(2-y) and (2-y)>= 0 then c must be c >= 0 . To satisfy the contition 2): 1 = int(-oo to +oo)[f(y)] = int(0 to 2)[c*(2-y)] = c*int(0 to 2)[(2-y)] = = c*(int(0 to 2)[(2)] - int(0 to 2)[(y)]) = = c*([2*y](2;0) - 1/2[(y^2)](2;0)) = = c*((4-0) - 1/2*(4-0)) = = c*(4-2) = 2*c Then c = 1/2 This complete the part a) of your question. By definition F(y) = P(Y =< y) F(y) = int(-oo to y)[f(x)] ; In this case: If y =< 0 then F(y)=0 ; If 0 < y < 2 then F(y) = int(0 to y)[1/2*(2-x)] = = 1/2*([2*x](y;0) - [1/2*x^2](y;0)) = = 1/2*((2*y) - (1/2*y^2))= = y - 1/4*y^2 ; F(y) = y - 1/4*y^2 if 0 < y < 2. If y >= 2 then F(y) = int(0 to y)[1/2*(2-x)] = = int(0 to 2)[1/2*(2-x)] + int(2 to y)[0] = = 2 - 1/4*2^2 = 2 - 1 = 1 ; F(y) = 1 if y>= 2 . P(1<=Y<=2) = P(Y<=2) - P(Y<=1) = = F(2) - F(1) = = 1 - (1 - 1/4*1^2) = = 1 - (1- 1/4) = 1 - 3/4 = = 1/4 ; P(1<=Y<=2) = 1/4 . This complete the answer. I hope this helps. I did it based in my own knowledge, if you need a clarification, post a request for it. Best Regards. livioflores-ga |
roadapples-ga
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Thats great stuff! Thanks! |
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