Determine the probability density function for the following cumulative distribution function. F(x) = 0 0.25x +0.5 0.5x +0.25 1 x < -2 -2 ≤ x < 1 1

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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### Determining the Probability Density Function from a Given Cumulative Distribution Function

Given the following cumulative distribution function \( F(x) \):

\[
F(x) = 
\begin{cases} 
0 & \text{if } x < -2 \\
0.25x + 0.5 & \text{if } -2 \leq x < 1 \\
0.5x + 0.25 & \text{if } 1 \leq x < 1.5 \\
1 & \text{if } 1.5 \leq x
\end{cases}
\]

We aim to determine the probability density function (PDF) and find the value of the PDF at \( x = 0.1 \). 

### Steps to Find the Probability Density Function

1. **Identify the Cumulative Distribution Function (CDF) Intervals**: 
   - \( x < -2 \): \( F(x) = 0 \)
   - \(-2 \leq x < 1 \): \( F(x) = 0.25x + 0.5 \)
   - \( 1 \leq x < 1.5 \): \( F(x) = 0.5x + 0.25 \)
   - \( x \geq 1.5 \): \( F(x) = 1 \)

2. **Determine the PDF by Differentiating the CDF**:
   - \( f(x) = \frac{d}{dx} F(x) \)

   The derivations for each interval are as follows:
   - For \( x < -2 \):
     \[
     \frac{d}{dx} F(x) = \frac{d}{dx} 0 = 0
     \]
   - For \( -2 \leq x < 1 \):
     \[
     \frac{d}{dx} (0.25x + 0.5) = 0.25
     \]
   - For \( 1 \leq x < 1.5 \):
     \[
     \frac{d}{dx} (0.5x + 0.25) = 0.5
     \]
   - For \( x \geq 1.5 \):
     \[
     \frac{d}{dx} 1 = 0
Transcribed Image Text:### Determining the Probability Density Function from a Given Cumulative Distribution Function Given the following cumulative distribution function \( F(x) \): \[ F(x) = \begin{cases} 0 & \text{if } x < -2 \\ 0.25x + 0.5 & \text{if } -2 \leq x < 1 \\ 0.5x + 0.25 & \text{if } 1 \leq x < 1.5 \\ 1 & \text{if } 1.5 \leq x \end{cases} \] We aim to determine the probability density function (PDF) and find the value of the PDF at \( x = 0.1 \). ### Steps to Find the Probability Density Function 1. **Identify the Cumulative Distribution Function (CDF) Intervals**: - \( x < -2 \): \( F(x) = 0 \) - \(-2 \leq x < 1 \): \( F(x) = 0.25x + 0.5 \) - \( 1 \leq x < 1.5 \): \( F(x) = 0.5x + 0.25 \) - \( x \geq 1.5 \): \( F(x) = 1 \) 2. **Determine the PDF by Differentiating the CDF**: - \( f(x) = \frac{d}{dx} F(x) \) The derivations for each interval are as follows: - For \( x < -2 \): \[ \frac{d}{dx} F(x) = \frac{d}{dx} 0 = 0 \] - For \( -2 \leq x < 1 \): \[ \frac{d}{dx} (0.25x + 0.5) = 0.25 \] - For \( 1 \leq x < 1.5 \): \[ \frac{d}{dx} (0.5x + 0.25) = 0.5 \] - For \( x \geq 1.5 \): \[ \frac{d}{dx} 1 = 0
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