Question: ( 2 0 % ) Let x denote a continuous random variable with the support ( - , ) . Define a hazard function (

(20%) Let x denote a continuous random variable with the support (-,). Define a
hazard function
(x)=lim0P(xx=x)
(a) Show that
(x)=fx(x)1-Fx(x)
where fx(x) and Fx(x) are the pdf and CDF of x, respectively.
(b) Use (a) to show that -x(t)dt=-ln{1-Fx(x)}.
(c) Here we particularly specify (x)=x-1 for x>0, where and are parameters.
Use (b) to determine the CDFFx(x).
(d) Continue on (c), explain how to use the uniform distribution to generate the random
variable x.
 (20%) Let x denote a continuous random variable with the support

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