Cumulative function of exponential bilateral function
I'm trying to calculate the cumulative function of a Laplace distribution whose PDF is
$f_X(x)=frac{lambda}{2}e^{-lambda|x|},forall x in mathbb{R}$
I proved that, if $x<0$:
$int_{-infty}^{x}frac{lambda}{2}e^{-lambda|x|}dx=[frac{lambda}{2}e^{lambda x}]_{-infty}^{x} =frac{lambda}{2}e^{lambda x}$
But I have difficulties in the other case. I obtained, if $xgeq0$:
$mathbb{P}(Xgeq 0)=mathbb{P}(X=0 bigcup X>0)=mathbb{P}(X=0)+mathbb{P}(X>0)=frac{lambda}{2}+int_{0}^{x}frac{lambda}{2}e^{-lambda|x|}dx=frac{lambda}{2}+[frac{lambda}{2}e^{-lambda x}]_{0}^{x}=frac{lambda}{2}e^{-lambda x}$
but I should have gotten $1-frac{lambda}{2}e^{-lambda x}$.
Where i wrong?
Thanks for any help!
probability integration probability-distributions density-function
add a comment |
I'm trying to calculate the cumulative function of a Laplace distribution whose PDF is
$f_X(x)=frac{lambda}{2}e^{-lambda|x|},forall x in mathbb{R}$
I proved that, if $x<0$:
$int_{-infty}^{x}frac{lambda}{2}e^{-lambda|x|}dx=[frac{lambda}{2}e^{lambda x}]_{-infty}^{x} =frac{lambda}{2}e^{lambda x}$
But I have difficulties in the other case. I obtained, if $xgeq0$:
$mathbb{P}(Xgeq 0)=mathbb{P}(X=0 bigcup X>0)=mathbb{P}(X=0)+mathbb{P}(X>0)=frac{lambda}{2}+int_{0}^{x}frac{lambda}{2}e^{-lambda|x|}dx=frac{lambda}{2}+[frac{lambda}{2}e^{-lambda x}]_{0}^{x}=frac{lambda}{2}e^{-lambda x}$
but I should have gotten $1-frac{lambda}{2}e^{-lambda x}$.
Where i wrong?
Thanks for any help!
probability integration probability-distributions density-function
How are you integrating the $frac{lambda}{2}mathrm{e}^{lambda x}$?
– Chinny84
Dec 4 '18 at 15:36
@Chinny84 Sorry, i didn't understand the question.
– Marco Pittella
Dec 4 '18 at 15:40
For a continuous distribution, $mathbb{P}left(X = 0right) neq f_{X}left(xright)$. You should treat $mathbb{P}left(X = 0right) = 0$.
– rzch
Dec 4 '18 at 15:40
@MarcoPittella the integral should be divided by $lambda$. But you should see below.
– Chinny84
Dec 4 '18 at 16:06
I don't understand why. Maybe because, from the exponential distribution, $int_{0}^{+infty}lambda e^{-lambda x}dx=1Rightarrow int_{0}^{+infty} e^{-lambda x}dx=frac{1}{lambda}$ ?
– Marco Pittella
Dec 4 '18 at 16:43
add a comment |
I'm trying to calculate the cumulative function of a Laplace distribution whose PDF is
$f_X(x)=frac{lambda}{2}e^{-lambda|x|},forall x in mathbb{R}$
I proved that, if $x<0$:
$int_{-infty}^{x}frac{lambda}{2}e^{-lambda|x|}dx=[frac{lambda}{2}e^{lambda x}]_{-infty}^{x} =frac{lambda}{2}e^{lambda x}$
But I have difficulties in the other case. I obtained, if $xgeq0$:
$mathbb{P}(Xgeq 0)=mathbb{P}(X=0 bigcup X>0)=mathbb{P}(X=0)+mathbb{P}(X>0)=frac{lambda}{2}+int_{0}^{x}frac{lambda}{2}e^{-lambda|x|}dx=frac{lambda}{2}+[frac{lambda}{2}e^{-lambda x}]_{0}^{x}=frac{lambda}{2}e^{-lambda x}$
but I should have gotten $1-frac{lambda}{2}e^{-lambda x}$.
Where i wrong?
Thanks for any help!
probability integration probability-distributions density-function
I'm trying to calculate the cumulative function of a Laplace distribution whose PDF is
$f_X(x)=frac{lambda}{2}e^{-lambda|x|},forall x in mathbb{R}$
I proved that, if $x<0$:
$int_{-infty}^{x}frac{lambda}{2}e^{-lambda|x|}dx=[frac{lambda}{2}e^{lambda x}]_{-infty}^{x} =frac{lambda}{2}e^{lambda x}$
But I have difficulties in the other case. I obtained, if $xgeq0$:
$mathbb{P}(Xgeq 0)=mathbb{P}(X=0 bigcup X>0)=mathbb{P}(X=0)+mathbb{P}(X>0)=frac{lambda}{2}+int_{0}^{x}frac{lambda}{2}e^{-lambda|x|}dx=frac{lambda}{2}+[frac{lambda}{2}e^{-lambda x}]_{0}^{x}=frac{lambda}{2}e^{-lambda x}$
but I should have gotten $1-frac{lambda}{2}e^{-lambda x}$.
Where i wrong?
Thanks for any help!
probability integration probability-distributions density-function
probability integration probability-distributions density-function
asked Dec 4 '18 at 15:30
Marco Pittella
1258
1258
How are you integrating the $frac{lambda}{2}mathrm{e}^{lambda x}$?
– Chinny84
Dec 4 '18 at 15:36
@Chinny84 Sorry, i didn't understand the question.
– Marco Pittella
Dec 4 '18 at 15:40
For a continuous distribution, $mathbb{P}left(X = 0right) neq f_{X}left(xright)$. You should treat $mathbb{P}left(X = 0right) = 0$.
– rzch
Dec 4 '18 at 15:40
@MarcoPittella the integral should be divided by $lambda$. But you should see below.
– Chinny84
Dec 4 '18 at 16:06
I don't understand why. Maybe because, from the exponential distribution, $int_{0}^{+infty}lambda e^{-lambda x}dx=1Rightarrow int_{0}^{+infty} e^{-lambda x}dx=frac{1}{lambda}$ ?
– Marco Pittella
Dec 4 '18 at 16:43
add a comment |
How are you integrating the $frac{lambda}{2}mathrm{e}^{lambda x}$?
– Chinny84
Dec 4 '18 at 15:36
@Chinny84 Sorry, i didn't understand the question.
– Marco Pittella
Dec 4 '18 at 15:40
For a continuous distribution, $mathbb{P}left(X = 0right) neq f_{X}left(xright)$. You should treat $mathbb{P}left(X = 0right) = 0$.
– rzch
Dec 4 '18 at 15:40
@MarcoPittella the integral should be divided by $lambda$. But you should see below.
– Chinny84
Dec 4 '18 at 16:06
I don't understand why. Maybe because, from the exponential distribution, $int_{0}^{+infty}lambda e^{-lambda x}dx=1Rightarrow int_{0}^{+infty} e^{-lambda x}dx=frac{1}{lambda}$ ?
– Marco Pittella
Dec 4 '18 at 16:43
How are you integrating the $frac{lambda}{2}mathrm{e}^{lambda x}$?
– Chinny84
Dec 4 '18 at 15:36
How are you integrating the $frac{lambda}{2}mathrm{e}^{lambda x}$?
– Chinny84
Dec 4 '18 at 15:36
@Chinny84 Sorry, i didn't understand the question.
– Marco Pittella
Dec 4 '18 at 15:40
@Chinny84 Sorry, i didn't understand the question.
– Marco Pittella
Dec 4 '18 at 15:40
For a continuous distribution, $mathbb{P}left(X = 0right) neq f_{X}left(xright)$. You should treat $mathbb{P}left(X = 0right) = 0$.
– rzch
Dec 4 '18 at 15:40
For a continuous distribution, $mathbb{P}left(X = 0right) neq f_{X}left(xright)$. You should treat $mathbb{P}left(X = 0right) = 0$.
– rzch
Dec 4 '18 at 15:40
@MarcoPittella the integral should be divided by $lambda$. But you should see below.
– Chinny84
Dec 4 '18 at 16:06
@MarcoPittella the integral should be divided by $lambda$. But you should see below.
– Chinny84
Dec 4 '18 at 16:06
I don't understand why. Maybe because, from the exponential distribution, $int_{0}^{+infty}lambda e^{-lambda x}dx=1Rightarrow int_{0}^{+infty} e^{-lambda x}dx=frac{1}{lambda}$ ?
– Marco Pittella
Dec 4 '18 at 16:43
I don't understand why. Maybe because, from the exponential distribution, $int_{0}^{+infty}lambda e^{-lambda x}dx=1Rightarrow int_{0}^{+infty} e^{-lambda x}dx=frac{1}{lambda}$ ?
– Marco Pittella
Dec 4 '18 at 16:43
add a comment |
1 Answer
1
active
oldest
votes
For $x < 0$,
$$
int_{-infty}^{x}{rm d}t~ frac{lambda}{2}e^{-lambda |t|} = frac{e^{lambda x}}{2} tag{1}
$$
For $x ge 0$
begin{eqnarray}
int_{-infty}^{x}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|} &=& color{blue}{int_{-infty}^{0}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|}} + color{red}{int_{0}^{x}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|}} \
&=& color{blue}{frac{1}{2}e^{lambdacdot 0}} + color{red}{frac{1}{2} - frac{1}{2}e^{-lambda x}} \
&=& 1 - frac{1}{2}e^{-lambda x} tag{2}
end{eqnarray}
Thanks for your answer, but i don't understand all passages. Could you made them more clear?
– Marco Pittella
Dec 4 '18 at 16:45
@MarcoPittella Sure, which part is unclear?
– caverac
Dec 4 '18 at 16:46
Above it was said of dividing by $lambda$. In fact i don't understand why you eliminate, for $x<0$, the parameter from the numerator (not for nothing i wrote $frac{lambda}{2}e^{lambda x}$). Then, i don't understand why for $xgeq0$ you start from $-infty$. The half-line of negative reals should not be excluded for hypothesis?
– Marco Pittella
Dec 4 '18 at 16:54
@MarcoPittella I see, you are confused with the integral $$ int e^{color{red}{a} x}{rm d}x = frac{1}{color{red}{a}} e^{ax} $$
– caverac
Dec 4 '18 at 17:01
Right, now I understood. Could you also explain me why, for $xgeq0$, you add the integral in blue? Aren't we trying to calculate for which probability the $x$ is positive?
– Marco Pittella
Dec 4 '18 at 17:38
|
show 3 more comments
Your Answer
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1 Answer
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oldest
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1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
For $x < 0$,
$$
int_{-infty}^{x}{rm d}t~ frac{lambda}{2}e^{-lambda |t|} = frac{e^{lambda x}}{2} tag{1}
$$
For $x ge 0$
begin{eqnarray}
int_{-infty}^{x}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|} &=& color{blue}{int_{-infty}^{0}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|}} + color{red}{int_{0}^{x}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|}} \
&=& color{blue}{frac{1}{2}e^{lambdacdot 0}} + color{red}{frac{1}{2} - frac{1}{2}e^{-lambda x}} \
&=& 1 - frac{1}{2}e^{-lambda x} tag{2}
end{eqnarray}
Thanks for your answer, but i don't understand all passages. Could you made them more clear?
– Marco Pittella
Dec 4 '18 at 16:45
@MarcoPittella Sure, which part is unclear?
– caverac
Dec 4 '18 at 16:46
Above it was said of dividing by $lambda$. In fact i don't understand why you eliminate, for $x<0$, the parameter from the numerator (not for nothing i wrote $frac{lambda}{2}e^{lambda x}$). Then, i don't understand why for $xgeq0$ you start from $-infty$. The half-line of negative reals should not be excluded for hypothesis?
– Marco Pittella
Dec 4 '18 at 16:54
@MarcoPittella I see, you are confused with the integral $$ int e^{color{red}{a} x}{rm d}x = frac{1}{color{red}{a}} e^{ax} $$
– caverac
Dec 4 '18 at 17:01
Right, now I understood. Could you also explain me why, for $xgeq0$, you add the integral in blue? Aren't we trying to calculate for which probability the $x$ is positive?
– Marco Pittella
Dec 4 '18 at 17:38
|
show 3 more comments
For $x < 0$,
$$
int_{-infty}^{x}{rm d}t~ frac{lambda}{2}e^{-lambda |t|} = frac{e^{lambda x}}{2} tag{1}
$$
For $x ge 0$
begin{eqnarray}
int_{-infty}^{x}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|} &=& color{blue}{int_{-infty}^{0}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|}} + color{red}{int_{0}^{x}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|}} \
&=& color{blue}{frac{1}{2}e^{lambdacdot 0}} + color{red}{frac{1}{2} - frac{1}{2}e^{-lambda x}} \
&=& 1 - frac{1}{2}e^{-lambda x} tag{2}
end{eqnarray}
Thanks for your answer, but i don't understand all passages. Could you made them more clear?
– Marco Pittella
Dec 4 '18 at 16:45
@MarcoPittella Sure, which part is unclear?
– caverac
Dec 4 '18 at 16:46
Above it was said of dividing by $lambda$. In fact i don't understand why you eliminate, for $x<0$, the parameter from the numerator (not for nothing i wrote $frac{lambda}{2}e^{lambda x}$). Then, i don't understand why for $xgeq0$ you start from $-infty$. The half-line of negative reals should not be excluded for hypothesis?
– Marco Pittella
Dec 4 '18 at 16:54
@MarcoPittella I see, you are confused with the integral $$ int e^{color{red}{a} x}{rm d}x = frac{1}{color{red}{a}} e^{ax} $$
– caverac
Dec 4 '18 at 17:01
Right, now I understood. Could you also explain me why, for $xgeq0$, you add the integral in blue? Aren't we trying to calculate for which probability the $x$ is positive?
– Marco Pittella
Dec 4 '18 at 17:38
|
show 3 more comments
For $x < 0$,
$$
int_{-infty}^{x}{rm d}t~ frac{lambda}{2}e^{-lambda |t|} = frac{e^{lambda x}}{2} tag{1}
$$
For $x ge 0$
begin{eqnarray}
int_{-infty}^{x}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|} &=& color{blue}{int_{-infty}^{0}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|}} + color{red}{int_{0}^{x}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|}} \
&=& color{blue}{frac{1}{2}e^{lambdacdot 0}} + color{red}{frac{1}{2} - frac{1}{2}e^{-lambda x}} \
&=& 1 - frac{1}{2}e^{-lambda x} tag{2}
end{eqnarray}
For $x < 0$,
$$
int_{-infty}^{x}{rm d}t~ frac{lambda}{2}e^{-lambda |t|} = frac{e^{lambda x}}{2} tag{1}
$$
For $x ge 0$
begin{eqnarray}
int_{-infty}^{x}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|} &=& color{blue}{int_{-infty}^{0}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|}} + color{red}{int_{0}^{x}{rm d}t ~ frac{lambda}{2}e^{-lambda |t|}} \
&=& color{blue}{frac{1}{2}e^{lambdacdot 0}} + color{red}{frac{1}{2} - frac{1}{2}e^{-lambda x}} \
&=& 1 - frac{1}{2}e^{-lambda x} tag{2}
end{eqnarray}
answered Dec 4 '18 at 15:45
caverac
13.9k21130
13.9k21130
Thanks for your answer, but i don't understand all passages. Could you made them more clear?
– Marco Pittella
Dec 4 '18 at 16:45
@MarcoPittella Sure, which part is unclear?
– caverac
Dec 4 '18 at 16:46
Above it was said of dividing by $lambda$. In fact i don't understand why you eliminate, for $x<0$, the parameter from the numerator (not for nothing i wrote $frac{lambda}{2}e^{lambda x}$). Then, i don't understand why for $xgeq0$ you start from $-infty$. The half-line of negative reals should not be excluded for hypothesis?
– Marco Pittella
Dec 4 '18 at 16:54
@MarcoPittella I see, you are confused with the integral $$ int e^{color{red}{a} x}{rm d}x = frac{1}{color{red}{a}} e^{ax} $$
– caverac
Dec 4 '18 at 17:01
Right, now I understood. Could you also explain me why, for $xgeq0$, you add the integral in blue? Aren't we trying to calculate for which probability the $x$ is positive?
– Marco Pittella
Dec 4 '18 at 17:38
|
show 3 more comments
Thanks for your answer, but i don't understand all passages. Could you made them more clear?
– Marco Pittella
Dec 4 '18 at 16:45
@MarcoPittella Sure, which part is unclear?
– caverac
Dec 4 '18 at 16:46
Above it was said of dividing by $lambda$. In fact i don't understand why you eliminate, for $x<0$, the parameter from the numerator (not for nothing i wrote $frac{lambda}{2}e^{lambda x}$). Then, i don't understand why for $xgeq0$ you start from $-infty$. The half-line of negative reals should not be excluded for hypothesis?
– Marco Pittella
Dec 4 '18 at 16:54
@MarcoPittella I see, you are confused with the integral $$ int e^{color{red}{a} x}{rm d}x = frac{1}{color{red}{a}} e^{ax} $$
– caverac
Dec 4 '18 at 17:01
Right, now I understood. Could you also explain me why, for $xgeq0$, you add the integral in blue? Aren't we trying to calculate for which probability the $x$ is positive?
– Marco Pittella
Dec 4 '18 at 17:38
Thanks for your answer, but i don't understand all passages. Could you made them more clear?
– Marco Pittella
Dec 4 '18 at 16:45
Thanks for your answer, but i don't understand all passages. Could you made them more clear?
– Marco Pittella
Dec 4 '18 at 16:45
@MarcoPittella Sure, which part is unclear?
– caverac
Dec 4 '18 at 16:46
@MarcoPittella Sure, which part is unclear?
– caverac
Dec 4 '18 at 16:46
Above it was said of dividing by $lambda$. In fact i don't understand why you eliminate, for $x<0$, the parameter from the numerator (not for nothing i wrote $frac{lambda}{2}e^{lambda x}$). Then, i don't understand why for $xgeq0$ you start from $-infty$. The half-line of negative reals should not be excluded for hypothesis?
– Marco Pittella
Dec 4 '18 at 16:54
Above it was said of dividing by $lambda$. In fact i don't understand why you eliminate, for $x<0$, the parameter from the numerator (not for nothing i wrote $frac{lambda}{2}e^{lambda x}$). Then, i don't understand why for $xgeq0$ you start from $-infty$. The half-line of negative reals should not be excluded for hypothesis?
– Marco Pittella
Dec 4 '18 at 16:54
@MarcoPittella I see, you are confused with the integral $$ int e^{color{red}{a} x}{rm d}x = frac{1}{color{red}{a}} e^{ax} $$
– caverac
Dec 4 '18 at 17:01
@MarcoPittella I see, you are confused with the integral $$ int e^{color{red}{a} x}{rm d}x = frac{1}{color{red}{a}} e^{ax} $$
– caverac
Dec 4 '18 at 17:01
Right, now I understood. Could you also explain me why, for $xgeq0$, you add the integral in blue? Aren't we trying to calculate for which probability the $x$ is positive?
– Marco Pittella
Dec 4 '18 at 17:38
Right, now I understood. Could you also explain me why, for $xgeq0$, you add the integral in blue? Aren't we trying to calculate for which probability the $x$ is positive?
– Marco Pittella
Dec 4 '18 at 17:38
|
show 3 more comments
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How are you integrating the $frac{lambda}{2}mathrm{e}^{lambda x}$?
– Chinny84
Dec 4 '18 at 15:36
@Chinny84 Sorry, i didn't understand the question.
– Marco Pittella
Dec 4 '18 at 15:40
For a continuous distribution, $mathbb{P}left(X = 0right) neq f_{X}left(xright)$. You should treat $mathbb{P}left(X = 0right) = 0$.
– rzch
Dec 4 '18 at 15:40
@MarcoPittella the integral should be divided by $lambda$. But you should see below.
– Chinny84
Dec 4 '18 at 16:06
I don't understand why. Maybe because, from the exponential distribution, $int_{0}^{+infty}lambda e^{-lambda x}dx=1Rightarrow int_{0}^{+infty} e^{-lambda x}dx=frac{1}{lambda}$ ?
– Marco Pittella
Dec 4 '18 at 16:43