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Thread: Distribution Function Probability

  1. #1

    Thread Starter
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    Jun 2008
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    Distribution Function Probability

    Hi Guy's
    I was wondering if anyone can check my work to see if I'm on the right track.

    I was given the question

    The random variable X has density f(x)= 1/2 e^(-x/2) for x>0


    Find a number x0 such that P(X > x0) = 1/2


    What I did was find the integral of f(x)= 1/2 e^(-x/2)
    which equals

    -e^(-x/2)

    and solved for x

    -e^(-x/2) = 1/2

    x = 1.386

    so I integrate

    1/2 e^(-x/2) between [1.386, infinity] which gives 1/2

    Is this right?

    regards
    Brendan

  2. #2
    Only Slightly Obsessive jemidiah's Avatar
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    Re: Distribution Function Probability

    Yeah, that works, though you either omitted a step or got lucky when solving your integral for x. Notice that your integral is negative everywhere--plugging ~1.386 in you get -1/2, not 1/2.

    We know P(X > x0) = Integral of f from x0 to infinity, basically by definition of the probability density. This integral is -e^(-x/2) *evaluated between x0 and infinity*. Then P(X > x0) = [-e^(-inf/2) + e^(-x0/2)] = e^(-x0/2)=1/2. You had -e^(-x0/2)=1/2. The exact solution happens to be 2ln2.
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