Piecewise densities and cumulative probabilities — 9709 S2
Integrate on the correct branch and keep a cumulative distribution continuous.
Notes and key methods
Normalise a piecewise density by adding its separate integrals. The cumulative distribution \(F(x)=P(X\le x)\) must include all area to the left, including completed earlier pieces.
For an absolutely continuous variable, F is continuous, nondecreasing, zero below the support and one above it. At a point where f changes formula, match the two CDF expressions rather than resetting the accumulated probability.
Check the conditions
Integrate separately across every density breakpoint.
A continuous density model has no positive point masses at breakpoints.
Three worked examples
Example 1 · Piecewise densities and cumulative functions
The density is \(f(x)=kx\ (0\le x\le 5),\quad f(x)=k(10-x)\ (5<x\le 10)\), and zero elsewhere.
Use the labelled scales alongside the numerical method.