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study/textbooks/001_introduction-to-probability-statistics-and-random-processes/ch4/example-problems.ipynb
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2026-06-04 19:49:16 -07:00

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"import os\n",
"import sys\n",
"\n",
"import matplotlib.pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"import seaborn as sns\n",
"\n",
"sns.set_theme(style=\"whitegrid\", context=\"notebook\")"
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"# Chapter 4 Example Problems"
]
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"4.2 \n",
"\n",
"a. \n",
"\n",
"$\\int_{-\\infty}^{\\infty}f_X(u)du = 1$\n",
"\n",
"ie\n",
"\n",
"\\begin{align*}\n",
"\\int_{-\\infty}^{0^+}f_X(u)du + \\int_{0}^{\\infty}f_X(x)dx = 1 \\\\\n",
"0 + \\int_{0}^{\\infty}ce^{-x}dx = 1 \\\\\n",
"c\\cdot\\lim_{t \\to \\infty }\\int_{0}^{t}e^{-x}dx = 1 \\\\\n",
"c\\cdot\\lim_{t \\to \\infty } [-e^{-x}]_0^t = 1 \\\\\n",
"c\\cdot\\lim_{t \\to \\infty } ((-e^{-t}) - (-e^{-0})) = 1 \\\\\n",
"c\\cdot\\lim_{t \\to \\infty } (-e^{-t} + 1) = 1 \\\\\n",
"c\\cdot 1 = 1 \\\\\n",
"c = 1\n",
"\\end{align*}\n",
"\n",
"b.\n",
"\n",
"Note that\n",
"\n",
"$$F_X(x) = \\int_{-\\infty}^x f_X(u)du$$\n",
"\n",
"and $c=1$\n",
"\n",
"so\n",
"\n",
"\\begin{align*}\n",
"F_X(x) = \\begin{cases} \n",
"1-e^{-x} & \\text{for } x \\geq 0 \\\\ \n",
"0 & \\text{otherwise} \n",
"\\end{cases}\n",
"\\end{align*}\n",
"\n",
"c. $F_X(3) - F_X(1) = $"
]
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