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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 \mathbb{E}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.
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