TITLE: How to get CDF from PDF
QUESTION [0 upvotes]: How can I get CDF from this PDF:

Mine solution is: , but I'm not sure if that's correct.

REPLY [1 votes]: Yes, indeed: $$\int_{x_m}^x \alpha x_m^\alpha s^{-1-\alpha}\mathbf 1_{s>x_m}\operatorname d s = (1- x_m^\alpha x^{-\alpha})\mathbf 1_{x>x_m}$$
Your answer was mostly okay, but missed noting the support for the random variable.
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