Quote (zackill4 @ Sep 30 2013 01:17pm)
I'll try to sorta explain how this stuff works.
The pdf tells you the probability a random variable (RV) take on a particular value (ie P(X = x), where X is a RV, and x is a particular value)
The probability X takes on any value must be 1 (100%). This probability is the sum of all P(X=x) for all possible values of x.
For a continuous pdf, this "sum" must be calculated as an integral, the integral of the pdf from neg infinity to infinity. In your case, the pdf takes on 0 everywhere except [0,3], so you only need to integrate from 0 to 3.
If you want the probability X < c, you must sum all probabilities P(X=x) for all x < c. P(X < c) is the same as F(c), where F is the CDF. With a continuous pdf, this "sum" is again found by integrating, this time integrating the pdf from negative infinity to c. Note that in your case, for a c = 3, the CDF should return 1 to reflect that < 3 covers all possible values RV X can take.
Edit: I suggest you re-read the chapter or your lecture notes on this topic. If you are unsure where integrals come into play here and you need to find the CDF, expected value, and variance, then you are completely lost. All 3 are done with integration.
Thanks, I appreciate it. I understand how they work, it just didn't occur to me to set the integral equal to zero. Thanks though, that's exactly what I was looking for.
/e Equal to one I meant xD
This post was edited by furbyjs on Sep 30 2013 05:14pm