Wednesday, 9 March 2016

Continuous probability - calculate probability of r.v and distribution function

This is the question:




$X$ is a continuous random variable whose probability density function

is given by
$$f(x)=\begin{cases}
\frac{1}{9}x^2 & \text{if $0\leq x \leq 3$}.\\
0 & \text{otherwise}. \end{cases}$$



(a) what is the probability that $X$ is less than $1$?
(b) Write down the distribution function $F_{X}(x)$ for $X$ (remember to
include the values for $F_{X}$ for all real $x$).




So for (a), I am looking for

$P\{X < 1\} = \frac{1}{9}\int_{-\infty}^{1}x^2\,dx$
however how do I compute the definite integral with negative infinity? Am I allowed to replace the negative infinity with $0$ since the function ranges from $0$ to $3$?



For (b), I am not sure how do this exactly, well my book says "derive and then differentiate the distribution function".

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