Any proper CDF [tex]F(x)[/tex] has the properties
• [tex]\displaystyle \lim_{x\to-\infty} F(x) = 0[/tex]
• [tex]\displaystyle \lim_{x\to+\infty} F(x) = 1[/tex]
so we have to have a = 0 and b = 1.
This follows from the definitions of PDFs and CDFs. The PDF must satisfy
[tex]\displaystyle \int_{-\infty}^\infty f(x) \, dx = 1[/tex]
and so
[tex]\displaystyle \lim_{x\to-\infty} F(x) = \int_{-\infty}^{-\infty} f(t) \, dt = 0 \implies a = 0[/tex]
[tex]\displaystyle \lim_{x\to+\infty} F(x) = \int_{-\infty}^\infty f(t) \, dt = 1 \implies b = 1[/tex]
