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Math Help - CDF?

  1. #1
    Junior Member NoFace's Avatar
    Joined
    Sep 2008
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    CDF?

    I'm not even sure what this problem is asking. If someone could maybe re-phrase it, that might help clarify.

    Problem:

    Let X be a random variable having cumulative distribution function F(x). What is the cdf Y = max(0,-X)?

    What does max(0,-X) mean?

    Thanks!
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  2. #2
    MHF Contributor

    Joined
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    Paris, France
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    Quote Originally Posted by NoFace View Post
    I'm not even sure what this problem is asking. If someone could maybe re-phrase it, that might help clarify.

    Problem:

    Let X be a random variable having cumulative distribution function F(x). What is the cdf of Y = max(0,-X)?

    What does max(0,-X) mean?

    Thanks!
    \max(0,-X) is just the maximum of 0 and -X. In other words, if X<0 then Y=-X, and if X\geq 0 then Y=0. Notice that Y\geq 0 in any case.

    Hence,
    - if t<0, P(Y\leq t)=0;
    - P(Y\leq 0)=P(Y=0)=\cdots;
    - if t> 0, P(Y\leq t)=P(Y=0)+P(0<Y\leq t)=\cdots
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