Chapter 4: Problem 1
Let \(Y\) be a random variable with \(p(y)\) given in the table below.
$$\begin{array}{c|cccc}y & 1 & 2 & 3 & 4 \\
\hline p(y) & .4 & .3 & .2 & .1\end{array}$$
a. Give the distribution function, \(F(y) .\) Be sure to specify the value of
\(F(y)\) for all \(y,-\infty
Short Answer
Expert verified
The distribution function is \( F(y) \) at specified values, forming a staircase from 0 to 1.
Step by step solution
01
Understanding the Distribution Function
The distribution function, also known as the cumulative distribution function (CDF), of a discrete random variable \( Y \) provides the probability that \( Y \leq y \). It is defined as: \[ F(y) = P(Y \leq y) \]
02
Calculating F(y) for Given Values of y
We calculate \( F(y) \) at each point using the probabilities given: - For \( y < 1 \), \( F(y) = 0 \).- For \( 1 \leq y < 2 \), \( F(y) = P(Y=1) = 0.4 \).- For \( 2 \leq y < 3 \), \( F(y) = P(Y=1) + P(Y=2) = 0.4 + 0.3 = 0.7 \).- For \( 3 \leq y < 4 \), \( F(y) = P(Y=1) + P(Y=2) + P(Y=3) = 0.4 + 0.3 + 0.2 = 0.9 \).- For \( y \geq 4 \), \( F(y) = 1 \) since \( P(Y=4) \) is the remaining probability leading to 1.
03
Describing F(y) for Negative and Infinite Values
Since \( y \) cannot be negative or less than 1 for discrete values, \( F(y) \) is effectively 0 for values smaller than the smallest point, and 1 for values larger than the largest point. Hence, \( F(y) = 0 \) for \( y < 1 \) and \( F(y) = 1 \) for \( y \geq 4 \).
04
Constructing the General Form of the Distribution Function
The distribution function \( F(y) \) can be summarized as:- \( F(y) = 0 \) for \( y < 1 \)- \( F(y) = 0.4 \) for \( 1 \leq y < 2 \)- \( F(y) = 0.7 \) for \( 2 \leq y < 3 \)- \( F(y) = 0.9 \) for \( 3 \leq y < 4 \)- \( F(y) = 1 \) for \( y \geq 4 \)
05
Sketching the Distribution Function
On the x-axis, mark the points 1, 2, 3, and 4, and on the y-axis, mark the probabilities 0, 0.4, 0.7, 0.9, and 1. Plot horizontal steps at \( y = 0 \) for \( y < 1 \), \( y = 0.4 \) from \( y = 1 \) to just before 2, \( y = 0.7 \) from \( y = 2 \) to just before 3, \( y = 0.9 \) from \( y = 3 \) to just before 4, and finally \( y = 1 \) starting at \( y = 4 \) continuing to infinity. The graph should look like a staircase function.
Unlock Step-by-Step Solutions & Ace Your Exams!
-
Full Textbook Solutions
Get detailed explanations and key concepts
-
Unlimited Al creation
Al flashcards, explanations, exams and more...
-
Ads-free access
To over 500 millions flashcards
-
Money-back guarantee
We refund you if you fail your exam.
Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!
Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Discrete Random Variable
A discrete random variable is a type of random variable that takes on a countable number of distinct values. These values are often whole numbers, and each of these values corresponds to a specific probability. This means that the random variable can only be one of these fixed values at any given time.
Consider a simple example of rolling a six-sided die. The possible outcomes when rolling the die are 1, 2, 3, 4, 5, and 6. Hence, the roll outcome is a discrete random variable. Each roll outcome can be associated with a probability (in this case, typically 1/6 if the die is fair).
Key characteristics of discrete random variables include:
Consider a simple example of rolling a six-sided die. The possible outcomes when rolling the die are 1, 2, 3, 4, 5, and 6. Hence, the roll outcome is a discrete random variable. Each roll outcome can be associated with a probability (in this case, typically 1/6 if the die is fair).
Key characteristics of discrete random variables include:
- The outcomes can be listed, like 1, 2, 3, etc.
- Each outcome has a probability that sums up to 1 when considered for all possible outcomes.
- The variable doesn’t assume any value between those in the listing; no fractional values exist between whole number outcomes.
Probability Distribution
A probability distribution describes how probabilities are distributed over the values of the random variable. For discrete random variables, this is often represented in a probability mass function, where each possible value of the variable is assigned a probability.
Using our exercise, the probability distribution of \( Y \) was given with each value of \( y \) (1 through 4) having specific probabilities: 0.4, 0.3, 0.2, and 0.1 respectively. Summing these probabilities confirms they equal 1, ensuring it's a valid probability distribution.
Essential elements of a probability distribution include:
Using our exercise, the probability distribution of \( Y \) was given with each value of \( y \) (1 through 4) having specific probabilities: 0.4, 0.3, 0.2, and 0.1 respectively. Summing these probabilities confirms they equal 1, ensuring it's a valid probability distribution.
Essential elements of a probability distribution include:
- Each possible outcome of the random variable has a unique probability associated with it.
- The probabilities must be non-negative.
- The total probability across all outcomes must sum to 1.
Step Function
Step functions are essential when discussing cumulative distribution functions of discrete variables. A step function is a piecewise constant function that jumps from one value to another. In our context, the cumulative distribution function \( F(y) \) is a step function.
For a discrete random variable, the cumulative distribution function \( F(y) \) represents the probability that the variable is less than or equal to \( y \). As \( y \) increases, \( F(y) \) jumps to higher values at each possible outcome of the variable. This creates a staircase-like pattern on the graph.
Features of step functions in CDFs include:
For a discrete random variable, the cumulative distribution function \( F(y) \) represents the probability that the variable is less than or equal to \( y \). As \( y \) increases, \( F(y) \) jumps to higher values at each possible outcome of the variable. This creates a staircase-like pattern on the graph.
Features of step functions in CDFs include:
- Horizontal segments between the jumps where \( F(y) \) remains constant.
- A jump occurs at each possible value of the discrete random variable, where a new probability is accumulated.
- The final step reaches a total probability of 1.