Unformatted text preview: realization, or observed value, of RV S, and that we are not limiting the RV S . Several people mistakenly thought that we were letting S in this region, and from that, concluded that , and thus, t / 1 ≥ t X ≤ ) t X ( = > P . Now note that for X > t, S = 0. Since , t / 1 s > ≥ 1 ) t X  s S ( = > ≤ P . 2 2 t s 1 1 ) t X ( ) t X s / 1 ( ) t X ( ) t X , s / 1 X ( ) t X  s X / 1 ( ) t X  s S ( − = ≤ ≤ ≤ = ≤ ≤ ≥ = ≤ ≤ = ≤ ≤ P P P P P P . Thus, 2 2 2 2 2 2 S r s 1 1 r t 1 t s 1 1 r t ) s ( F − = ⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ − + ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ − ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ = ....
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This note was uploaded on 01/16/2010 for the course ECE 3100 at Cornell.
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