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Thread: Finding CDF

  1. #1
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    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.
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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.

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

    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 $\displaystyle x - \mu < 0$.
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  3. #3
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    I got it. Thanks!
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