Q:

given the following function: f(x)={( a e^(-a(x-b) ) a>0,x≥b 0 otherwise)┤ Prove that the function f(x) is a probability density function.

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given the following function:
f(x)={(          a  e^(-a(x-b) )        a>0,x≥b    0                  otherwise)┤
Prove that the function f(x)  is a probability density function.

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It’s clear that:   f(x)≥0  ∀x
∫_(-∞)^∞〖f(x)dx=∫_(-∞)^∞〖a e^(-a(x-b) )  dx 〗〗  
∫_(-∞)^a〖f(x)dx+∫_a^b〖f(x)dx 〗〗+∫_b^∞f(x)dx
=0+0+∫_b^∞〖a e^(-a(x-b) )  dx 〗
=a[e^(-a(x-b) )/(-a)]_b^∞=1
Thus the given function is probability density function.

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