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Let X be a continuous random variable with density and distribution functions f and F, respectively. Assuming that a E R is a point at which P(X < a) < 1, prove chat { _f(x) 1-F(x) x > a h(x) X < a.

Let X be a continuous random variable with density and distribution functions f and F, respectively. Assuming that a E R is a point at which P(X < a) < 1, prove chat { _f(x) 1-F(x) x > a h(x) X < a.

Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Let X be a continuous random variable with density and distribution functions f and F, respectively. Assuming that a E R is a point at which P(X < a) < 1, prove that { f(x) 1-F(x) h(x) = Fa) x > a X < a. is a probability density function.
Transcribed Image Text:Let X be a continuous random variable with density and distribution functions f and F, respectively. Assuming that a E R is a point at which P(X < a) < 1, prove that { f(x) 1-F(x) h(x) = Fa) x > a X < a. is a probability density function.
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