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Suppose that \(Y\) is a random variable that takes on only integer values \(1,2 \ldots\) and has distribution function \(F(y) .\) Show that the probability function \(p(y)=p(Y=y)\) is given by $$p(y)=\left\\{\begin{array}{ll} F(1), & y=1 \\\F(y)-F(y-1), & y=2,3, \dots\end{array}\right.$$

Short Answer

Expert verified
The probability function is piecewise: \( p(y)=\{F(1), \text{ if } y=1; F(y)-F(y-1), \text{ if } y=2,3,\dots \} \).

Step by step solution

01

Understanding the CDF

The cumulative distribution function (CDF) \( F(y) \), for a random variable \( Y \), is the probability that \( Y \) takes on a value less than or equal to \( y \). Hence, \( F(y) = P(Y \leq y) \). This function is non-decreasing and right continuous.
02

Defining Probability for \( y = 1 \)

The probability that \( Y = 1 \) is simply the probability that \( Y \leq 1 \) because for integer values, this is the only value less than or equal to 1. Hence, \( p(1) = F(1) \).
03

Probability for \( y = 2, 3, \ldots \)

For \( y = 2, 3, \, \ldots \), the probability of \( Y = y \) is the difference between the probability that \( Y \leq y \) and the probability that \( Y \leq y-1 \). This is because \( Y \leq y \) includes \( Y \leq y-1 \) plus the probability of \( Y = y \). Hence, \( p(y) = F(y) - F(y-1) \).
04

Piecewise Function for \( p(y) \)

By assembling the cases for \( y = 1 \) and for \( y = 2, 3, \ldots \), we get a piecewise function: \[p(y)=\begin{cases} F(1), & y=1 \ F(y)-F(y-1), & y=2,3,\dots \end{cases}\]This function correctly describes the probability for each integer value of \( Y \).

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Cumulative Distribution Function
The Cumulative Distribution Function (CDF) is a fundamental concept in probability theory that describes the probability that a random variable takes on a value less than or equal to a certain amount. When you have a random variable, say \( Y \), the CDF, represented as \( F(y) \), provides the probability that \( Y \) is less than or equal to \( y \), i.e., \( F(y) = P(Y \leq y) \).

This function comes handy for both discrete and continuous variables. It has several important properties:
  • It is non-decreasing, which means it never decreases as \( y \) increases.
  • It is right continuous, meaning it does not have jumps if approached from the right.
  • It ranges between 0 and 1 inclusive.

In the context of our exercise, the CDF \( F(y) \) helps determine the discrete probability \( p(y) \) for different integer values.
Discrete Random Variable
A Discrete Random Variable is a type of random variable that takes on countable values, typically integers. In other words, the possible outcomes can be listed out individually, such as 1, 2, 3, and so on.

Discrete random variables are distinct from continuous random variables, which take on any value within a range. Here are some key points about discrete random variables:
  • Each value of a discrete random variable can be associated with a specific probability.
  • The sum of all probabilities of a discrete random variable is 1.
  • These random variables are often used to model scenarios where the outcomes are finite and countable.

The exercise illustrates this concept using a random variable \( Y \) with possible integer values. By utilizing the cumulative distribution function (CDF), we compute probability values for each of these integer outcomes.
Piecewise Functions
Piecewise Functions are mathematical expressions that are defined by different formulas or rules over different intervals of their domain. Such functions are important for modeling situations where a relationship or pattern changes at certain points.

In the context of probability, a piecewise function can describe probabilities that depend on different cases or scenarios, like the probabilities based on the discrete random variable and its CDF.

For example, in our task, the probability function \( p(y) \) is defined as a piecewise function given by:
  • \( F(1) \) for \( y = 1 \)
  • \( F(y) - F(y-1) \) for \( y = 2, 3, \ldots \)

This piecewise function is key to accurately representing the probability distribution of the random variable \( Y \), depending on whether \( y \) is 1 or some other integer value.

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Most popular questions from this chapter

Historical evidence indicates that times between fatal accidents on scheduled American domestic passenger flights have an approximately exponential distribution. Assume that the mean time between accidents is 44 days. a. If one of the accidents occurred on July 1 of a randomly selected year in the study period, what is the probability that another accident occurred that same month? b. What is the variance of the times between accidents?

One-hour carbon monoxide concentrations in air samples from a large city have an approximately exponential distribution with mean 3.6 ppm (parts per million). a. Find the probability that the carbon monoxide concentration exceeds 9 ppm during a randomly selected one-hour period. b. A traffic-control strategy reduced the mean to \(2.5 \mathrm{ppm}\). Now find the probability that the concentration exceeds 9 ppm.

Scores on an examination are assumed to be normally distributed with mean 78 and variance 36 a. What is the probability that a person taking the examination scores higher than \(72 ?\) b. Suppose that students scoring in the top \(10 \%\) of this distribution are to receive an A grade. What is the minimum score a student must achieve to earn an A grade? c. What must be the cutoff point for passing the examination if the examiner wants only the top \(28.1 \%\) of all scores to be passing? d. Approximately what proportion of students have scores 5 or more points above the score that cuts off the lowest \(25 \% ?\) e. Answer parts \((\mathrm{a}),(\mathrm{b}),(\mathrm{c}),\) and \((\mathrm{d}),\) using the applet Normal Tail Areas and Quantiles. f. If it is known that a student's score exceeds \(72,\) what is the probability that his or her score exceeds 84?

Let \(Y\) have the density function given by $$f(y)=\left\\{\begin{array}{ll}.2, & -1.5 | Y>.1)\).

A retail grocer has a daily demand \(Y\) for a certain food sold by the pound, where \(Y\) (measured in hundreds of pounds) has a probability density function given by $$ f(y)=\left\\{\begin{array}{ll} 3 y^{2}, & 0 \leq y \leq 1 \\ 0, & \text { elsewhere } \end{array}\right. $$ (She cannot stock over 100 pounds.) The grocer wants to order \(100 k\) pounds of food. She buys the food at \(6 \mathrm{c}\) per pound and sells it at \(10 \mathrm{c}\) per pound. What value of \(k\) will maximize her expected daily profit?

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