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