Answers: PMFs, PDFs, and CDFs

Author

Sophie Chowgule

Summary
Answers to questions relating to the guide on PMFs, PDFs, and CDFs.

These are the answers to Questions: PMFs, PDFs, and CDFs.

Please attempt the questions before reading these answers!

Q1

1.1.

The given PMF is valid because:

Non-negativity: All \(P(X = x) \geq 0\)

Honesty: The sum of all probabilities equals 1: \[ \sum_{x=1}^{4} p(x) = \sum_{x=1}^{4} P(X = x) = \dfrac{1}{10} + \dfrac{1}{5} + \dfrac{1}{2} + \dfrac{1}{5} = 1 \]

\(P(X = 4) = \dfrac{1}{5}\).

1.2.

The given PMF is valid because:

Non-negativity: All \(P(X = x) \geq 0\)

Honesty: The sum of all probabilities equals 1: \[ \sum_{x=1}^{4} p(x) = \sum_{x=1}^{4} P(X = x) = 0.25 + 0.35 + 0.05 + 0.2 + 0.1 = 1 \]

\(P(X = 3 \textsf{ or } X = 4) = 0.05 + 0.2 = 0.25\)

1.3.

The completed PMF table for the biased coin toss is:

\(x\) Heads Tails
\(P(X=x)\) 0.3 0.7

This is a valid PMF because:

Non-negativity: Both \(P(X = x) \geq 0\)

Honesty: The sum of both probabilities equal 1: \[ \sum_{x}p(x) = \sum_{x}P(X = x) = 0.3 + 0.7 = 1 \] #### 1.4. {-}

This is not a valid PMF since it fails the honesty condition:

Honesty: The sum of the given probabilities does not equal 1: \[ \sum_{x=1}^{7} p(x) = \sum_{x=1}^{7} P(X = x) = 0.1 + 0.05 + 0.05 + 0.3 + 0.25 + 0.75 + 0.35 = 1.85 \neq 1 \]

1.5.

  1. \(\displaystyle P(\textsf{Blue}) = \dfrac{3}{10} = 0.3\)

  2. The PMF for the given scenario is:

\(x\) Red Blue Green
\(P(X=x)\) 0.5 0.3 0.2

This is a valid PMF because:

Non-negativity: All \(P(X = x) \geq 0\)

Honesty: The sum of all three probabilities equals to 1: \[ \sum_{x}p(x) = \sum_{x}P(X = x) = 0.5 + 0.3 + 0.2 = 1 \]

1.6.

  1. For the given PMF to be valid, you must have \(p = \dfrac{1}{10}\).

  2. For \(p = \dfrac{1}{10}\), then \(P(X = 3) = \dfrac{3}{10}\).

Q2

2.1.

This is a valid PDF because:

Non-negativity: \(\displaystyle f(x) \geq 0\) for all values of \(x\).

Honesty: \(\displaystyle \int_{-\infty}^{\infty} f(x) \, \textrm{d}x = \int_{0}^{2} \dfrac{1}{2} \, \textrm{d}x = \left[\, \dfrac{x}{2} \,\right]_{0}^{2} = 1\)

\(\displaystyle P(1 \leq x \leq 2) = \int_{1}^{2} \dfrac{1}{2} \, \textrm{d}x = \left[\, \dfrac{x}{2} \,\right]_{1}^{2} = \dfrac{1}{2}\)

2.2.

This is a valid PDF because:

Non-negativity: \(\displaystyle f(x) \geq 0\) for all values of \(x\)

Honesty: \(\displaystyle \int_{-\infty}^{\infty} f(x) \, \textrm{d}x = \int_{0}^{1} \dfrac{x}{2} \, \textrm{d}x = \left[\, x^2 \,\right]_{0}^{1} = 1\)

  1. \(\displaystyle P(0.5 \leq X \leq 1) = \int_{0.5}^{1} 2x \, \textrm{d}x = \left[ x^2 \right]_{0.5}^{1} = 1^2 - (0.5)^2 = 1 - 0.25 = 0.75\)

  2. \(\displaystyle P(0.25 \leq X \leq 0.75) = \int_{0.25}^{0.75} 2x \, \textrm{d}x = \left[ x^2 \right]_{0.25}^{0.75} = (0.75)^2 - (0.25)^2 = 0.5625 - 0.0625 = 0.5\)

2.3.

This is a valid PDF because:

Non-negativity: \(\displaystyle f(x) \geq 0\) for all values of \(x\)

Honesty: \(\displaystyle \int_{-\infty}^{\infty} f(x) \, \textrm{d}x = \int_{3}^{7} \dfrac{1}{4} \, \textrm{d}x = \left[ \dfrac{x}{4} \right]_{3}^{7} = 1\)

\(\displaystyle P(3 \leq X \leq 6) = \int_{3}^{6} \dfrac{1}{4} \, \textrm{d}x = \left[ \dfrac{x}{4} \right]_{3}^{6} = \dfrac{6}{4} - \dfrac{3}{4} = \dfrac{3}{4}\)

2.4.

This is not a valid PDF since it does not meet the honesty condition:

Honesty: \(\displaystyle \int_{-\infty}^{\infty} f(x) \, \textrm{d}x = \int_{1}^{4} \dfrac{1}{9} \, \textrm{d}x + \int_{5}^{7} \dfrac{1}{4} \, \textrm{d}x \neq 1\)

Calculating the individual integrals:

  • \(\displaystyle \int_{1}^{4} \dfrac{1}{9} \, \textrm{d}x = \dfrac{1}{9} \left[ x \right]_{1}^{4} = \dfrac{1}{3}\)

  • \(\displaystyle \int_{5}^{7} \dfrac{1}{4} \, \textrm{d}x = \dfrac{1}{4} \left[ x \right]_{5}^{7} = \dfrac{1}{2}\)

And adding them together:

\(\displaystyle \int_{-\infty}^{\infty} f(x) \, \textrm{d}x = \dfrac{1}{3} + \dfrac{1}{2} = \dfrac{5}{6} \neq 1\)

2.5.

  1. For the given PDF to be valid, you must have \(k = 3\).

  2. \(\displaystyle P(0.2 \leq X \leq 0.3) = \int_{0.2}^{0.3} 3 x^2 \, \textrm{d}x = 3 \left[ \dfrac{x^3}{3} \right]_{0.2}^{0.3} = \left[ x^3 \right]_{0.2}^{0.3} = 0.019\)

2.6.

This is a valid PDF because:

Non-negativity: \(f(x) \geq 0\) for all values of \(x\)

Honesty: \(\displaystyle \int_{-\infty}^{\infty} f(x) \, \textrm{d}x = \int_{0}^{0.5} 4x \, \textrm{d}x + \int_{0.5}^{0.75} (4 - 4x) \, \textrm{d}x + \int_{0.75}^{1} 0.5 \, \textrm{d}x\)

Calculating the individual integrals:

  • \(\displaystyle \int_{0}^{0.5} 4x \, \textrm{d}x = \left[ 2x^2 \right]_{0}^{0.5} = 0.5\)

  • \(\displaystyle \int_{0.5}^{0.75} (4 - 4x) \, \textrm{d}x = \left[ 4x - 2x^2 \right]_{0.5}^{0.75} = 0.375\)

  • \(\displaystyle \int_{0.75}^{1} 0.5 \, \textrm{d}x = \left[ 0.5x \right]_{0.75}^{1} = 0.125\)

and adding them together gives \(0.5 + 0.375 + 0.125 = 1\).

Q3

3.1.

  1. \(F(3) = P(X \leq 3) = 0.1 + 0.3 + 0.5 = 0.9\)

  2. \(P(X > 2) = 1 - P(X \leq 2) = 1 - (0.1 + 0.3 + 0.5) = 1 - 0.9 = 0.1\)

3.2.

  1. The CDF for values \(0.5\), \(1\), and \(2\):

    • \(\displaystyle F(0.5) = \int_0^{0.5} \dfrac{1}{2} \, \textrm{d}x = \left[ \dfrac{x}{2} \right]_0^{0.5} = \dfrac{0.5}{2} = 0.25\)

    • \(\displaystyle F(1) = \int_0^{1} \dfrac{1}{2} \, \textrm{d}x = \left[ \dfrac{x}{2} \right]_0^{1} = \dfrac{1}{2} = 0.5\)

    • \(\displaystyle F(2) = \int_0^{2} \dfrac{1}{2} \, \textrm{d}x = \left[ \dfrac{x}{2} \right]_0^{2} = \dfrac{2}{2} = 1\)

  2. \(\displaystyle F(3) = 1\) (since the CDF for any \(x \geq 2\) is \(1\).)

3.3.

  1. The CDF at points \(4\), \(5\), and \(6\):

    • \(\displaystyle F(4) = \int_3^4 \dfrac{1}{4} \, \textrm{d}x = \left[ \dfrac{x}{4} \right]_3^4 = \dfrac{4}{4} - \dfrac{3}{4} = \dfrac{1}{4}\)

    • \(\displaystyle F(5) = \int_3^5 \dfrac{1}{4} \, \textrm{d}x = \left[ \dfrac{x}{4} \right]_3^5 = \dfrac{5}{4} - \dfrac{3}{4} = \dfrac{2}{4} = \dfrac{1}{2}\)

    • \(\displaystyle F(6) = \int_3^6 \dfrac{1}{4} \, \textrm{d}x = \left[ \dfrac{x}{4} \right]_3^6 = \dfrac{6}{4} - \dfrac{3}{4} = \dfrac{3}{4}\)

  2. \(P(X > 5) = 1 - F(5) = 1 - \dfrac{1}{2} = \dfrac{1}{2}\).

3.4.

This is not a valid CDF because the CDF should be non-decreasing as \(x\) increases.


Version history and licensing

v1.0: initial version created 12/24 by Sophie Chowgule as part of a University of St Andrews VIP project.

This work is licensed under CC BY-NC-SA 4.0.

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