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Unit-I 4. Cumulative Distribution Function (CDF)

The document defines the cumulative distribution function (CDF) as the probability that a random variable X is less than or equal to some value x. It then lists 5 key properties of the CDF. It provides an example of drawing the probability function and CDF for the outcomes of throwing a die. It asks questions about identifying random variable types and calculating probabilities based on given distribution tables. Finally, it asks to draw the CDF for the maximum value obtained from throwing 2 dice.
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0% found this document useful (0 votes)
264 views10 pages

Unit-I 4. Cumulative Distribution Function (CDF)

The document defines the cumulative distribution function (CDF) as the probability that a random variable X is less than or equal to some value x. It then lists 5 key properties of the CDF. It provides an example of drawing the probability function and CDF for the outcomes of throwing a die. It asks questions about identifying random variable types and calculating probabilities based on given distribution tables. Finally, it asks to draw the CDF for the maximum value obtained from throwing 2 dice.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Cumulative Distribution function (CDF):

consecutive probabilities
addition x
F ( x) = P( X ≤ x) = ∑ P( x)
i = −∞

Properties of CDF:
1. F (−∞) = P ( X ≤ −∞) = 0
2. F (+∞) = P ( X ≤ +∞) = 1
3. 0 ≤ F ( x ) ≤ 1
4. If x1 < x2 , then F ( x1 ) ≤ F ( x2 )
5. P( x1 < x < x 2 ) = F ( x2 ) − F ( x1 )

64
A die is thrown and the outcomes are stored in a random
variable. Draw the prob. function and Cumulative
distribution function.
X Number on a die Sample space
X= 1, 2, 3, 4, 5, 6 {1, 2, 3, 4, 5, 6}

65
Identify the following types of random variable:

66
Given a distribution table below for a random variable. Find
the value of:
X 0 1 2 3 4 5 6
P(x) k 2k 3k 4k 5k 6k 7k
a. “k”

b. P(X<3)

c. P(X≥3)

67
Given a distribution table below for a random variable. Find
the value of:
X 0 1 2 3 4 5 6
P(x) k 2k 3k 4k 5k 6k 7k
k=1/28
d. Smallest value of x such that P(X ≤ x)=5/14

e. Smallest value of x such that P(X ≤ x)>0.5

68
A die is thrown 2 times. A random variable represents the
maximum of the two numbers. Draw the graph of CDF.
X Max. of two numbers
X =1, 2, 3, 4, 5, 6 (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
(2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
(3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
(4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
(5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
(6,1) (6,2) (6,3) (6,4) (6,5) (6,6)

69
70
The prob. function of a discrete random variable is given as
1
P ( X = j ) = j ; j = 1,2,3.....
2
Verify that the total prob. is one.

71
The prob. function of a discrete random variable is given
as 1
P( X = j ) = j
; j = 1,2,3.....
2
a. P(even numbers)

b. P(odd numbers)

72
The prob. function of a discrete random variable is given
as 1
P ( X = j ) = ; j = 1,2,3.....
2j
c. P(X divisible by 5)

73

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