Probability related to cumulative distribution function

In summary, the cumulative distribution function (CDF) is a fundamental concept in probability that describes the probability that a random variable takes on a value less than or equal to a specific point. The CDF provides a complete picture of the distribution of the variable, allowing for the calculation of probabilities over intervals. It is a non-decreasing function that ranges from 0 to 1 and is used to derive important properties such as percentiles and expected values. Understanding the CDF is essential for statistical analysis and interpreting random processes.
  • #1
songoku
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Homework Statement
Please see below
Relevant Equations
F(X) = P(X ≤ x)
1697385605593.png


I have tried to answer all the questions but I am not that sure with my answer.

1697386871082.png

That's the graph of ##F_X (x)## (I think)

(i) P (X ≤ i) = ##\frac{i^2}{N^2}## and P(X < i) = 0
All of these are based on the graph

(ii) P(X = i) = P(X ≤ i) - P(X < i) = ##\frac{i^2}{N^2}##

Are my answers correct? Thanks
 
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  • #2
songoku said:
Homework Statement: Please see below
Relevant Equations: F(X) = P(X ≤ x)

View attachment 333620

I have tried to answer all the questions but I am not that sure with my answer.

View attachment 333621
That's the graph of ##F_X (x)## (I think)

(i) P (X ≤ i) = ##\frac{i^2}{N^2}## and P(X < i) = 0
All of these are based on the graph
If there are several integers between 0 and i, they have positive probability values. so P(X<i) > 0.
songoku said:
(ii) P(X = i) = P(X ≤ i) - P(X < i) = ##\frac{i^2}{N^2}##

Are my answers correct? Thanks
No. Notice that your diagram only has one i < N, but there might be several others. Also, the sum of the probabilities must equal 1, so your diagram is missing a lot of probability.
 
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  • #3
FactChecker said:
If there are several integers between 0 and i, they have positive probability values. so P(X<i) > 0.

No. Notice that your diagram only has one i < N, but there might be several others. Also, the sum of the probabilities must equal 1, so your diagram is missing a lot of probability.
Ah, I see. Now I understand the question

Revised attempt:
(i)
$$P (X ≤ i) = \frac{i^2}{N^2}$$

$$P(X < i) =
\begin{cases}
0 & \text{if } i= 0 \\
\frac{(i-1)^2}{N^2} & \text{if } i>0
\end{cases}
$$

(ii)
$$P(X = i) =
\begin{cases}
0 & \text{if } i= 0 \\
\frac{2i-1}{N^2} & \text{if } i>0
\end{cases}
$$

For P(X < i) and P(X = i), is there an answer not involving piecewise function? Thanks
 
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  • #4
just resuming your effort : using Heaviside step function H
[tex]F_X(x)=\frac{1}{N^2}\sum_{i=1}^N (i^2-(i-1)^2)H_1(x-i)[/tex]
Probability density is by differentiation
[tex]p(x)=\frac{1}{N^2}\sum_{i=1}^N (i^2-(i-1)^2)\delta(x-i)[/tex]
Probability for digits are by integrating p(x) around x=i
[tex]P(i)=\frac{i^2-(i-1)^2}{N^2}=\frac{2i-1}{N^2}[/tex]
for ##1 \leq i \leq N##. Otherwise p(x)=0, P(i)=0.
 
Last edited:
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  • #5
Thank you very much for the help and explanation FactChecker and anuttarasammyak
 

FAQ: Probability related to cumulative distribution function

What is a cumulative distribution function (CDF)?

A cumulative distribution function (CDF) is a function that describes the probability that a random variable takes on a value less than or equal to a specific value. It is a fundamental concept in probability theory and statistics, providing a complete description of the distribution of a random variable.

How is the CDF related to the probability density function (PDF)?

The CDF is the integral of the probability density function (PDF) for continuous random variables. Specifically, if \( F(x) \) is the CDF and \( f(x) \) is the PDF, then \( F(x) = \int_{-\infty}^{x} f(t) \, dt \). For discrete random variables, the CDF is the sum of the probabilities of the individual outcomes up to a certain value.

What properties does a cumulative distribution function have?

A CDF has several important properties: it is non-decreasing, right-continuous, and ranges from 0 to 1. Mathematically, for any two values \( x_1 \) and \( x_2 \) where \( x_1 \leq x_2 \), \( F(x_1) \leq F(x_2) \). Additionally, \( \lim_{x \to -\infty} F(x) = 0 \) and \( \lim_{x \to \infty} F(x) = 1 \).

How can you use the CDF to find the probability of a range of values?

To find the probability that a random variable \( X \) falls within a specific range \([a, b]\), you can use the CDF as follows: \( P(a \leq X \leq b) = F(b) - F(a) \). This utilizes the property that the CDF provides the cumulative probability up to any point.

What is the inverse of the cumulative distribution function?

The inverse of the cumulative distribution function, also known as the quantile function, is a function that provides the value below which a given percentage of observations fall. If \( F \) is the CDF, then the inverse CDF \( F^{-1}(p) \) gives the value \( x \) such that \( F(x) = p \). This is useful in various applications, including statistical sampling and hypothesis testing.

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