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Math Help - Finding CDF

  1. #1
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    Finding CDF

    I'm trying to find the CDF of this function, need some help.

    f(x)=\frac{\lambda}{2}e^{-\lambda|x-\mu|} \mbox{     for }-\infty<x<\infty

    I know I should consider when x\leq\mu and when x\geq\mu But I'm not sure how to integrate to get the CDF. Any help is appreciated! Thanks.
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  2. #2
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    Quote Originally Posted by financial View Post
    I'm trying to find the CDF of this function, need some help.

    f(x)=\frac{\lambda}{2}e^{-\lambda|x-\mu|} \mbox{ for }-\infty<x<\infty

    I know I should consider when x\leq\mu and when x\geq\mu But I'm not sure how to integrate to get the CDF. Any help is appreciated! Thanks.
    Note that:

    1. f(x)=\frac{\lambda}{2}e^{-\lambda(x-\mu)} if x - \mu > 0.

    2. f(x)=\frac{\lambda}{2}e^{\lambda(x-\mu)} if x - \mu < 0.
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  3. #3
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    I got it. Thanks!
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