Cumulative distribution function problem question?

In summary, for part a), the joint cumulative distribution function is F(A,B,C)=abc. For part b), in order for all roots to be real, b^2-4ac must be greater than or equal to 0. This can be represented by a triple integral with limits that are a little messy, but the overall probability can be found by integrating (1-2sqrt(ac)) with respect to both a and c.
  • #1
DavidGuimont
2
0
Hi, so this is the example I have:

Suppose that A, B, C are independent random variables, each being uniformly distributed over (0,1).

(a) What is the joint cumulative distribution function of A, B, C?

(b) What is the probability that all of the roots of the equation Ax^2 + Bx +C=0 are real?

Okay so for a), I think I get this since they are independent and are all uniformly distributed, their probability density function is still just 1. Then to get get the cumulative distribution function I just integrate this from 0 to a, 0 to b, 0 to c, which gives me just F(A,B,C)=abc which makes sense to me (I think).

I'm just lost as to what to do with b), I guess the point to have the roots be real, is it just that I have to have b^2 - 4ac be positive? So that the square roots of this can be found? This is a question in a textbook and so I still tried something which I'm sure is very wrong. I tried a triple integral having my borders be integrating from (-2sqrt(ac) to 2sqrt(ac))db (because you want b^2-4ac to be greater than or equal to 0). Then just integrating from 0 to 1 according to a and 0 to 1 according to b. If anyone has tips, solutions to help me out it would be greatly appreciated as I get a probability that is greater than 1 -_- . Thank you very much! :)
 
Physics news on Phys.org
  • #2
[itex] \int\int(\int_{\sqrt{4ac}}^1 db)dadc=\int\int(1-2\ sqrt(ac))dadc[/itex]. The limits for a and c are a little messy. You need both non negative while ac < 1/4.
 

Related to Cumulative distribution function problem question?

1. What is a Cumulative Distribution Function (CDF)?

A Cumulative Distribution Function (CDF) is a mathematical function that describes the probability of a random variable taking on a certain value or less. It is used to determine the probability of a specific outcome occurring in a probability distribution.

2. How is a CDF different from a Probability Density Function (PDF)?

A CDF shows the cumulative probability of a random variable taking on a certain value or less, while a PDF shows the probability of a specific value occurring. In other words, a CDF is the integral of the PDF and represents the area under the curve.

3. What is the purpose of using a CDF in statistical analysis?

The CDF allows us to calculate the probability of a random variable taking on a certain value or less. This is useful in hypothesis testing, as it allows us to determine the likelihood of obtaining a certain result by chance.

4. How do you calculate a CDF?

To calculate a CDF, you must first determine the probability of each possible outcome in a probability distribution. Then, add up these probabilities for each possible outcome and plot them on a graph. The resulting curve is the CDF.

5. What is an example of a real-world application of CDF?

CDFs are commonly used in finance to determine the probability of certain returns on investments. They are also used in quality control to determine the probability of a product falling within a certain range of measurements. In general, CDFs are used in any situation where we want to understand the likelihood of a specific outcome occurring.

Similar threads

  • Set Theory, Logic, Probability, Statistics
Replies
2
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
2
Views
690
Replies
4
Views
2K
  • Set Theory, Logic, Probability, Statistics
Replies
2
Views
901
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
4
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
6
Views
4K
Replies
0
Views
684
  • Set Theory, Logic, Probability, Statistics
Replies
2
Views
1K
Replies
3
Views
622
Back
Top