Let Z be a N(0, 1) random variable, and let F(x) be thecumulative distribution function for Z. Show that on S (∞, 0], F(x) is an increasing convex function, and on S [0, ∞), F(x) is an increasing concave function.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter9: Multivariable Calculus
Section9.3: Maxima And Minima
Problem 32E
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Let Z be a N(0, 1) random variable, and let F(x) be the
cumulative distribution function for Z. Show that on S
(∞, 0], F(x) is an increasing convex function, and on S
[0, ∞), F(x) is an increasing concave function.

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