1. ## Finding CDF

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

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

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

2. Originally Posted by financial
I'm trying to find the CDF of this function, need some help.

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

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

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

2. $\displaystyle f(x)=\frac{\lambda}{2}e^{\lambda(x-\mu)}$ if $\displaystyle x - \mu < 0$.

3. I got it. Thanks!