Question
Download Solution PDFIf f(x) is a probability density on the real line, then which of the following is NOT a valid probability density?
Answer (Detailed Solution Below)
Detailed Solution
Download Solution PDFConcept:
Probability density function f(x) satisfy \(\int_{-\infty}^{\infty}f(x)dx\) = 1
Explanation:
Given f(x) is a probability density function so
\(\int_{-\infty}^{\infty}f(x)dx\) = 1.....(i)
(1): \(\int_{-\infty}^{\infty}f(x+1)dx\)
= \(\int_{-\infty}^{\infty}f(y)dy\) (let x + 1 = y ⇒ dx = dy)
= 1 (Using (i))
So f(x + 1) is a probability density function
Option (1) is false
(2): \(\int_{-\infty}^{\infty}f(2x)dx\)
= \(\frac12\)\(\int_{-\infty}^{\infty}f(y)dy\) (let 2x= y ⇒ dx = \(\frac12\)dy)
= \(\frac12\) (Using (i))
So f(2x) is not a valis probability density function
Option (2) is correct
(3): \(\int_{-\infty}^{\infty}2f(2x-1)dx\)
= \(\int_{-\infty}^{\infty}f(y)dy\) (let 2x - 1 = y ⇒ 2dx = dy)
= 1 (Using (i))
So 2f(2x - 1) is a probability density function
Option (3) is false
(4): \(\int_{-\infty}^{\infty}3x^2f(x^3)dx\)
= \(\int_{-\infty}^{\infty}f(y)dy\) (let x3 = y ⇒ 3x2dx = dy)
= 1 (Using (i))
So 3x2f(x3) is a probability density function
Option (4) is false
Last updated on Jun 5, 2025
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