let X be a continuous random variable with density f (x) and CDF F(x).
(1) state two properties of f.
(2)state three properties of F.
(3) what is the relationship between F and f?
(4) write an expression for X
(5) write an expression for P(a < X < b);
(1.)
The two properties of f are:
- The probability density function is always greater than 0.
- The area under the probability density function is 1.