Asked by Anonymous

For t∈R, define the following two functions:
f1(t)=12π−−√exp(−max(1,t2)2)


and
f2(t)=12π−−√exp(−min(1,t2)2).


In this problem, we explore whether these functions are valid probability density functions.

Determine whether the function f1 is a valid PDF for a continuous random variable that can take any value on the real line. If not, is there a number c>0, such that cf1 is a valid PDF?

Yes, it is a valid PDF.
No, it is not a valid PDF, but there is a constant c making cf1 a valid PDF.
No, it is not a valid PDF, and there is no constant c making cf1 a valid PDF.
None of the above.
unanswered

Determine whether the function f2 is a valid PDF for a continuous random variable that can take any value on the real line. If not, is there a number c>0, such that cf2 is a valid PDF?
Yes, it is a valid PDF.
No, it is not a valid PDF, but there is a constant c making cf a valid PDF.
No, it is not a valid PDF, and there is no constant c making cf2 a valid PDF.
None of the above.

Answers

Answered by oobleck
clearly f2 is not a valid PDF, since for |t|>1, f1(t) = k/√e so the area under the curve outside [-1,1] is unbounded.

similarly, f1 is not a PDF, but since it has a limit, a suitable c can be found to make the ∫[-∞,∞] f2(t) dt = 1
Answered by oobleck
sorry -- typo. I meant
∫[-∞,∞] c*f1(t) dt = 1
Answered by myself
where are you getting your limits of integration from?
Answered by myself
how are the two cases different? in either f1(t) or f2(t), you have to try each case, ie, 1> t^2, t^2> 1 so both results, for f1(t) and f2(t) would be the same, no?
Answered by yare
a) No, it is not a valid PDF, but there is a constant c making cf1 a valid PDF.
b) No, it is not a valid PDF, and there is no constant c making cf2 a valid PDF.

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