P-Introduction to Probability

Chapter 5. Important Distributions and Densities

5.2 Important Densities

Exercise 16

Page 221

Let \(X\) be a random variable with density function \(f_X(x)=\begin{cases} cx(1-x), &if\ 0 < x < 1,\\0, &otherwise.\end{cases}\)

  1. What is the value of \(c\)?
  2. What is the cumulative distribution function \(F_X\) for \(X\)?
  3. What is the probability that \(X < 1/4\)?
Part (a)

Probability density function must be positive and integrate to \(1\).

\(\int_{0}^{1}cx(1-x) dx = \frac{c}{6}=1\), then \(c=6\).

So density function is \(f_X(x)=\begin{cases} 6x(1-x), &if\ 0 < x < 1,\\0, &otherwise.\end{cases}\)

Part (b)

\(F_x = \int_{-\infty}^{x} f(t) dt\)

\(\int f(x) dx = -6 (\frac{x^3}{3}-\frac{x^2}{2}) = -2x^3+3x^2 = x^2(3-2x)\)

Cumulative distribution function \(F_X(x)=\begin{cases} x^2(3-2x), &if\ 0 < x < 1,\\0, &otherwise.\end{cases}\)