Non Linear ODE whose solution is can be viewed as a cumulative distribution function
Let X be continuous a random variable who's support is the entire real line and who's cumulative distribution function satisfies the initial value problem
; =1/2)
note that a>0, b>0, s>0 and m is real. m is the median of the distribution,
Is it possible to explicitly solve for the CDF, F(x), the PDF f(x)=F'(x), the moment or probability generating functions for X, and/or the inverse function of the CDF?
Re: Non Linear ODE whose solution is can be viewed as a cumulative distribution funct
Quote:
Originally Posted by
JeffN12345
Let X be continuous a random variable who's support is the entire real line and who's cumulative distribution function satisfies the initial value problem
=s \cdot F(x)^a\cdot(1-F(x))^b)
;
note that a>0, b>0, s>0 and m is real. m is the median of the distribution,
Is it possible to explicitly solve for the CDF, F(x), the PDF f(x)=F'(x), the moment or probability generating functions for X, and/or the inverse function of the CDF?
Your ODE is of variables seperable type, so putting
:
^b}\; dy = \int s\;dx)
with the condition
determining the arbitary constant.
CB