I have one maths challenge which I could not resolve. The question is the following. Let f(x) denotes the probability density of a continuous RV., X. I want to know the limit f(x) as x approaches to either -∞ or +∞. It might seem silly, but I have do idea how to do that.
the limit of a probability density function
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probability
statistics
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0You don't you know how to prove it or don't even have idea of the answer? – 2012-07-06
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0@leonbloy I have no idea of the answer. I am less technical guy. There maybe a proof for a specific type of density, but I have no idea how it can be done for a generalized PDF. – 2012-07-06
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0It may have no limit, for example $f(x)=\sum_{j\geq 1} 2^{-j}\chi_{(2n,2n+1)}$. – 2012-07-06
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0The limit depends on the $f(x)$. Write down it, please. – 2012-07-06
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0@Riccardo.Alestra; you may suggest me a few examples of some known f(x). – 2012-07-06
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0Here: http://en.wikipedia.org/wiki/List_of_probability_distributions, you can find a list of pdf and choose one of them. – 2012-07-06
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0@Riccardo.Alestra: I would like to know the case of a generalised distribution. But if that isn't possible, I will go for the normal, exponential and log-normal distributions – 2012-07-06