设随机变量X的概率密度为f(X)=ae*-|X|,-无穷<X <+无穷,求X的分布函数 详细点谢谢
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f(x) =ae^(-|x|) (-∞<x<+ ∞)
∫(-∞->+∞) f(x) dx =1
∫(-∞->0) ae^x dx +∫(0->+∞) ae^(-x) dx =1
a[e^x]|(-∞->0) -a[e^(-x)]|(0->+∞) =1
2a=1
a=1/2
case 1 : x≤0
F(x)
= ∫(-∞->x) (1/2)e^t dt
=(1/2)[ e^t] |(-∞->x)
=(1/2)e^x
case 2 : x>0
F(x)
=∫(-∞->x) f(x) dt
= ∫(-∞->0) (1/2)e^t dt + ∫(0->x) (1/2)e^(-t) dt
=1/2 - (1/2)[e^(-t)]|(0->x)
=1/2 - (1/2)(e^(-x) -1 )
=1 -(1/2).e^(-x)
∫(-∞->+∞) f(x) dx =1
∫(-∞->0) ae^x dx +∫(0->+∞) ae^(-x) dx =1
a[e^x]|(-∞->0) -a[e^(-x)]|(0->+∞) =1
2a=1
a=1/2
case 1 : x≤0
F(x)
= ∫(-∞->x) (1/2)e^t dt
=(1/2)[ e^t] |(-∞->x)
=(1/2)e^x
case 2 : x>0
F(x)
=∫(-∞->x) f(x) dt
= ∫(-∞->0) (1/2)e^t dt + ∫(0->x) (1/2)e^(-t) dt
=1/2 - (1/2)[e^(-t)]|(0->x)
=1/2 - (1/2)(e^(-x) -1 )
=1 -(1/2).e^(-x)
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