Probability density function Definition and 128 Threads

  1. O

    Cumulative distribution function to probability density function how

    Hello! I'm taking a mathematics course in probability and stochastic processes and we started covering the CDF (cumulative distribution function) which i understand perfectly and then the PDF (probability density function). The PDF was defined to be the derivative of the CDF. Now, the CDF is...
  2. B

    Joint probability density function problem

    Suppose that h is the probability density function of a continuous random variable. Let the joint probability density function of X, Y, and Z be f(x,y,z) = h(x)h(y)h(z) , x,y,zER Prove that P(X<Y<Z)=1/6 I don't know how to do this at all. This is suppose to be review since this is a...
  3. K

    Expected value and joint probability density function

    Assume that two random variables (X,Y) are uniformly distributed on a circle with radius a. Then the joint probability density function is f(x,y) = \frac{1}{\pi a^2}, x^2 + y^2 <= a^2 f(x,y) = 0, otherwise Find the expected value of X. E(X) = \int^{\infty}_{- \infty}\int^{\infty}_{-...
  4. K

    Joint probability density function

    Let X, Y, and Z have the joint probability density function f(x, y, z) = kx(y^2)z, for x>0, y<1, 0<z<2 find k \int_{0}^{2}\int_{- \infty}^{1}\int_{0}^{\infty}kxy^2z dx dy dz This integral should equal 1. Is my procedure correct so far? I don't manage to solve the integral...
  5. P

    'Triangular Distributions' Probability Density Function

    (\Triangular" distributions.) Let X be a continuous random variable with prob- ability density function f(x). Suppose that all we know about f is that a </= X </= b, f(a) = f(b) = 0, and that there exists a value c between a and b where f is at a maxi- mum. A natural density function to...
  6. M

    Normal probability density function

    Homework Statement A production line is producing cans of soda where the volume of soda in each can produced can be thought of as (approximately) obeying a normal distribution with mean 500ml and standard deviation 0.5ml. What percentage of the cans will have more than 499ml in them...
  7. Z

    Probability Density Function of a Quadratic Equation

    HI Can anybody tell me how to calculate a PDF of y, where y is a function of x, such that y = a X*X + bX + C (i.e. a quadratic equation), and X follows the Normal Distribution X ~N(0, sigma) Help anybody? Thanks
  8. T

    How Can I Quickly Calculate This Integral Without Integration by Parts?

    I feel embarassed for asking, but is there a fast way to calculate this without using integration by parts? \int 2e^(-2x)x^-1dx, 0 <= x < infinity There's supposed to be some kind of trick, right?
  9. L

    Probability Density Function with an exponential random variable

    The question is: if X is an exponential random variable with parameter \lambda = 1, compute the probability density function of the random variable Y defined by Y = \log X. I did F_Y(y) = P \{ Y \leq y \} = P \{\log X \leq y \} = P \{ X \leq e^y \} = \int_{0}^{e^y} \lambda e^{- \lambda x} dx =...
  10. R

    Bounded Probability Density Function

    Let the random variable X have the probability density function f(x). Suppose f(x) is continuous over its domain and Var[X] is bounded away from zero: 0 < c < Var[X]. Claim: f(x) is bounded over its domain. Is this claim true? I don't think a counterexample like X ~ ChiSq_1 applies...
  11. P

    Probability density function of digital filter

    given that x has an exponential density function ie p(x) = exp (-x) and x(n) & x(m) are statistically independent. Now y(n) = x(n-1)+x(n) what is the pdf (probability density function) of y(n)
  12. V

    Probability density function of a pendulum displacement

    Hi, I need a verification for this question. Can some one help me? Question: A man enters the pendulum clock shop with large number of clocks and takes a photograph. He finds that most of the pendulums were at the turning points and only a few were captured crossing the mid point. Why is it...
  13. S

    Finding the Probability Density Function

    Homework Statement A dial indicator has a needle that is equally likely to come to rest at an angle between 0 and Pi. Consider the y-coordinate of the needle point (projection on the vertical axis). What is the probability density function (PDF) p(y)? Homework Equations I know the...
  14. K

    Probability density function homework

    Find a constant c such that f(x,y)=cx2 + e-y, -1<x<1, y>0, is a proper probability density function. My idea: f(y) 1 =∫ f(x,y) dx -1 So I have found f(y), now I set the following integral equal to 1 in order to solve for c: ∞ ∫ f(y) dy = 1 0 Integrating, I get something like...
  15. C

    Probability density function help

    ok iv have been stuck on this problem for like 30 mins it says "suppose x is a continuous random variable taking values between 0 and 2 and having the probability density function below." the graph below shows a triangle with the coordinates (0,1) (2,0) then it ask what is the Probably...
  16. K

    Why Is Only One Solution for c Valid in This Probability Density Function?

    Q: Given f(x) = cx + (c^2)(x^2), 0<x<1. What is c such that the above is a proper probability density function? Solution: 1 ∫ f(x) dx = 1 0 => 2(c^2) + 3c - 6 =0 => c= (-3 + sqrt57) / 4 or c= (-3 - sqrt57) / 4 => Answer: c= (-3 + sqrt57) / 4 (the second one rejected)...
  17. 1

    Uniform probability density function question

    [b]1. Homework Statement A vendor at a market buys mushrooms from a wholesaler for $3 a pound, and sells them for $4 a pound. The daily demand (in pounds) from custumers for the vendor;s mushrooms is a random variable X with pdf f(x) = 1/40 if 0 (greater than) x (less than) 40 and 0...
  18. S

    How Do You Determine the Constant in a Piecewise Probability Density Function?

    if x is a continuous random variable from -1 to 1...how do you find c: f(x) = c + x , -1 < x < 0 c - x, 0 < x < 1 Do I integrate each one? Where do I go from there? Thanks!
  19. R

    Probability Density Function, prove it

    Homework Statement This is my 1st post here, so I will do my best. The following question is part of a number of probability density functions that I have to prove. Once I have the hang of this I should be good for the rest, here is the question: Prove that the following functions are...
  20. M

    Probability Density Function Help

    Probability Density Function...Help The probabiltiy density function of the time to failure of an electric component in hours is f(x)=e^{(-x/3000)/3000} for x > 0 and f(x) = 0 for x \leq 0 determine the probability that a) A component last more than 1000 hours before failure I know how...
  21. R

    How Many Fragments Are Found Within 10 Kilometers of a Volcanic Eruption?

    Not really a homework question, but a problem I don't get nonetheless. The density of fragments lying x kilometers from the center of a volcanic eruption is given by: D(r) = 1/[sqrt(x) +2] fragments per square kilometer. To 3 decimal places, how many fragments will be found within 10...
  22. K

    Calculating Earnings PDF with Job-Based Payment: Mean and Variance

    How do I calculate the PDF of someone's earning followed by their mean and variance? This is the question: Given density function f(x) = 2.5 if 0.1 < x < 0.5 0 otherwise The person is paid by the # of jobs they finish rather than by the hour. They get 10$/job. Calculate...
  23. V

    Probability Density Function - Need Help

    Probability Density Function -- Need Help! Hi, Can someone please check my work if i did the problem correctly? thanks in advance. Here is the problem: Find the PDF of W = X + Y when X and Y have the joint PDF fx,y (x,y) = 2 for 0<=x<=y<=1, and 0 otherwise. here is my solution...
  24. D

    Probability Density Function of two Resistors in Parallel

    I have a problem where there are two resistors in parallel and I need to find the equivalent resistance. R1 = X and R2 = Y, and X and Y are independent random variables, uniform over the range of 100-120. If R equivalent = Z = XY/X+Y, what is probability density function of Z?
  25. D

    Probability Density Function of two Resistors in Parallel

    I have a problem where there are two resistors in parallel and I need to find the equivalent resistance. R1 = X and R2 = Y, and X and Y are independent random variables, uniform over the range of 100-120. If R equivalent = Z = XY/X+Y, what is probability density function of Z?
  26. S

    What is the conditional probability of P(X > 0.2 | X < 0.6)?

    Hi Guys, I am having some trouble trying to solve a probability density function question. ...If the density function is: f(x) = 9x^3, 0 < x 1. What is the conditional probability of P(X > 0.2 | X <0.6) ?? Any help would be greatly appreciated :)
  27. A

    Math Help: P(40 ≤ X ≤ 50, 20 ≤ Y ≤ 25) & P(4(X-45)^2+100(Y-20)^2 ≤ 2)

    Suppose that X and Y are independent random variables, where X is normally distributed with mean 45 and standard deviation 0.5 and Y is normally distributed with mean 20 and standard deviation 0.1. (a) Find \ P(40 \leq X \leq 50, \ 20 \leq Y \leq 25). Ans. ~0.5 (b) Find \...
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