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Section 3.4 Probability Density Functions 87 TuoreM 3.6. If f(x) and F(x) are the values of the probability density and the distribution function of X at x, then Pla SX $b) =F) ~ F(a) for any real constants a and b with a < b, and dF) dx f@)= where the derivative exists. EXAMPLE 3.10 Find the distribution function of the random variable X of Example 3.9, and use it to reevaluate P(0.5 < X $1). Solution For x > 0, / [0 F@= f * fede = i "3 Mat = = 20 0 and since F(x) = 0 for x £0, we can write FQ)= {? To determine the probability P(0.5 S X S 1), we use the first part of Theo- rem 3.6, getting POS SX $1) =FQ)- FOS) This agrees with the result obtained by using the probability density directly in Example 3.9. . EXAMPLE 3,11 Find a probability density function for the random variable whose distribution function is given by 0 forx SO F@)=4x ford

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