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Math Help - Finding the cdf of X = g(Y).

  1. #1
    Nov 2011

    Finding the cdf of X = g(Y).

    Hi All,

    This is my first post here so be gentle.

    I've the following question:
    Suppose you have a parameter X, given by X=g(Y), that could only return
    values in [0,1]. Y is a random variable and therefore X is also a random
    variable. The probability that X=0 is p0, that X=1 is p1. I'd like to know
    what's the cdf of X. In particular I know that F(X<=0)=p(X=0) and F(X>=1)=p
    (X=1), but in between is a continuous cdf. How can I represent the cdf of X?
    If I do it in the classical way for a continuous distribution I get F(X<=0)=0
    and F(X>=1)=0...
    Many thanks for your help!


    Last edited by mr fantastic; November 14th 2011 at 02:42 PM. Reason: Re-titled.
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