Let X be a r.v. with continuous d.f. FX, and define the r.v. Y as follows: Y
Question:
If X ( C, and Y = C if X > C, where C is a constant. Then
(i) Determine the d.f. of the r.v. Y, FY.
(ii) Show that FY = F1 + F2, where F1 is a continuous d.f. and F2 is a step function?
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i In the first place PY C PX C 1 FX C Next F Y y PY y PY yX CPX C PY y X CP X C PX yX C ...View the full answer
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
Question Posted:
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