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April 20th, 2018, 01:01 AM  #1 
Member Joined: Jan 2016 From: Blackpool Posts: 97 Thanks: 2  Cumulative function question
A random variable has a cumulative distribution function \[F_{X}(x)=c+de^{\frac{x^2}{2}}\] if x>0 and 0 otherwise, what values must c and d have to make this a valid pdf? 
April 23rd, 2018, 07:08 AM  #2 
Math Team Joined: Jan 2015 From: Alabama Posts: 3,261 Thanks: 894 
The "cumulative probability function", $\displaystyle F_X(x)$, gives the probability that x< X. Now, you are told that the probability that x is negative is 0 so what is the probability that x< 0? What is $\displaystyle F_X(0)$ by this formula? Set those equal. Further, the total cumulative probability is 1. What is the limit of $\displaystyle F_X(x)$ as x goes to infinity? Set that equal to 1. Now you have two equations to solve for p and q.

April 23rd, 2018, 12:20 PM  #3 
Global Moderator Joined: May 2007 Posts: 6,559 Thanks: 604 
$F_X(\infty)=c=1,\ F_X(0)=c+d=0$


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