Question: Assume that X is a continuous random variable with density function f and distribution function F. Suppose that a is a real number for which

Assume that X is a continuous random variable with density function f and distribution function F. Suppose that a is a real number for which P(X ≤

a)

Show that the function h defined byf(x) x a, h(x)= 1- F(a)' 0, x

is also a density function.

f(x) x a, h(x)= 1- F(a)' 0, x

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