insaan
April 28th 2005, 05:29 AM
Q:
Let X be a random variable having continuous distribution function F(x) .What is the cumulative distribution function of Y=max(0,-X)?
please somone answer this question ..
i always feel a problem while aswering questions having max or min etc..like the one above stated
can anybody please help me how to solve such questions?
wat
April 28th 2005, 04:29 PM
Q:
Let X be a random variable having continuous distribution function F(x) .What is the cumulative distribution function of Y=max(0,-X)?
please somone answer this question ..
i always feel a problem while aswering questions having max or min etc..like the one above stated
can anybody please help me how to solve such questions?
Essentially what you're doing with finding Y is flipping the graph of f(x) over the y-axis: all the positive x values become negative, and all the negative x values become positive.
For example, let's say X is the standard normal random variable --> N(0,1). So, when looking at Y, you get:
Y = -X , x<0
Y = 0 , x>0
So, F_Y_(y) = 1 - F_X_(-y). In other words, when you're figuring out Y, you draw a graph of X for the y's on the left side of the y-axis (a reflection over the y-axis of the positive x's), and a straight line on the right side of the y-axis. Then, you find the probability of being to the right of y.
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