Find the cumulative distribution function, Civil Engineering

Find the Cumulative Distribution Function:

Find the cdf of Y = Z2 where Z -N (0,l)

Solution:

F(y)= P(Y ≤ y) = p(z2≤y) = P(-√y≤ √z≤√y)

= ?(√y)- ?(-√y) = ?(√y) - (1 - ?√y)

Hence

F(Y) = [2 ?(√y)-l]

where ? ( z ) is the cdf of Z.

Posted Date: 1/30/2013 6:58:33 AM | Location : United States







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