$F$ is the cumulative distribution function for a continuous random variable. What is the meaning of $F(b)−F(a)=0.20$?

476 Views Asked by At

$F$ is the cumulative distribution function for a continuous random variable. What is the meaning of $F(b)−F(a)=0.20$?

Does it mean that $[a,b]$ is a length of $0.2$, or that $P(X=b)−P(X=a)=20$% or $P(X∈(a,b])=20$%.

All of these options look plausible to me but I failed to find an explanation to this question online.

2

There are 2 best solutions below

4
On BEST ANSWER

$$F(b)-F(a)=\int_a^bf(x)\,\mathrm{d}x=P(a\lt X\le b)$$ Also we have that $$F(b)-F(a)=P(X\le b)-P(X\le a)=P(a\lt X\le b)$$

0
On

Let $X$ be a random variable that has $F$ as CDF.

If $a\leq b$ then:$$\{X\leq b\}=\{X\leq a\}\cup\{a<X\leq b\}$$ and both sets are disjoint.

So this leads to:$$F(b)=P(X\leq b)=P(X\leq a)+P(a<X\leq b)=F(a)+P(a<X\leq b)$$or equivalently:$$F(b)-F(a)=P(a<X\leq b)$$