88 Chapter 3 Probability Distributions and. Probability Densities
FIGURE 3.7: Probability density of Example 3.11,
Solution Since the given density function is differentiable everywhere except at
x =O and x = 1, we differentiate for x < 0,0 < x <1, and x > 1, getting 0, 1, and
0. Thus, according to the second part of Theorem 3.6, we can write
0 forx <0
fay= fi ford1
To Gil the gaps at x = O and x = 1, we let f(0) and f(1) both equal zero. Actually, it
does not matter how the probability density is defined at these two points, but there
are certain advantages (which are explained on page 240) for choosing the values iz
such a way that the probability density is nonzero over an open interval. Thus, we
can write the probability density of the original random variable as
1 ford