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Show that there does not exist any numbercsuch that the following function would be a p.f.:

\(f\left( x \right) = \left\{ \begin{array}{l}\frac{c}{x}\;\;\;\;for\;x = 1,2,...\\0\;\;\;\;otherwise\end{array} \right.\)

Short Answer

Expert verified

There does not exist any number c such that \(f\left( x \right) = \left\{ \begin{array}{l}\frac{c}{x}\;\;for\;x = 1,2,...\\0\;\;\;\;otherwise\end{array} \right.\) is a probability function.

Step by step solution

01

Given information

The function is given as,

\(f\left( x \right) = \left\{ \begin{array}{l}\frac{c}{x}\;\;for\;x = 1,2,...\\0\;\;\;\;otherwise\end{array} \right.\)

02

Calculate the value for c

For a function to be a probability function, the sum of the probabilities in the distribution (over the support ) should be equal to 1.

From the provided function, the sum of the probabilities is computed as,

\(\begin{aligned}{c}\sum\limits_i {f\left( x \right)} &= \sum\limits_{x = 1}^\infty {\frac{c}{x}} \\ &= \left( {c + \frac{c}{2} + \frac{c}{3} + \frac{c}{4} + ...} \right)\\ &= c\left( {1 + \frac{1}{2} + \frac{1}{3} + ...} \right)\\ &= c\left( {\sum\limits_{n = 1}^\infty {\frac{1}{n}} } \right)\end{aligned}\)

It is known that the series diverges.

Hence, there does not exist any number c such that the provided function is a probability function.

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Most popular questions from this chapter

Let Xbe a random variable for which the p.d.f. is as in Exercise 5. After the value ofXhas been observed, letYbe the integer closest toX. Find the p.f. of the random variableY.

Suppose that a box contains seven red balls and three blue balls. If five balls are selected at random, without replacement, determine the p.f. of the number of red balls that will be obtained.

Question:Suppose thatXandYhave a continuous joint distribution for which the joint p.d.f. is

\({\bf{f}}\left( {{\bf{x,y}}} \right){\bf{ = }}\left\{ \begin{array}{l}{\bf{k}}\;{\bf{for}}\;{\bf{a}} \le {\bf{x}} \le {\bf{b}}\;{\bf{and}}\;{\bf{c}} \le {\bf{y}} \le {\bf{d}}\\{\bf{0}}\;{\bf{otherwise}}\end{array} \right.\)

wherea <b,c < d, andk >0.

Find the marginal distributions ofXandY.

Suppose that the p.d.f. of X is as follows:

\(\begin{aligned}f\left( x \right) &= e{}^{ - x},x > 0\\ &= 0,x \le 0\end{aligned}\)

Determine the p.d.f. of \({\bf{Y = }}{{\bf{X}}^{\frac{{\bf{1}}}{{\bf{2}}}}}\)

Suppose that either of two instruments might be used for making a certain measurement. Instrument 1 yields a measurement whose p.d.f.\({{\bf{h}}_{\bf{1}}}\)is

\({{\bf{h}}_{\bf{1}}}\left( {\bf{x}} \right){\bf{ = }}\left\{ {\begin{align}{}{{\bf{2x}}}&{{\bf{for}}\,{\bf{0 < x < 1}}}\\{\bf{0}}&{{\bf{otherwise}}}\end{align}} \right.\)

Instrument 2 yields a measurement whose p.d.f.\({{\bf{h}}_2}\)is

\({{\bf{h}}_{\bf{2}}}\left( {\bf{x}} \right){\bf{ = }}\left\{ {\begin{align}{}{{\bf{3}}{{\bf{x}}^{\bf{2}}}}&{{\bf{for}}\,{\bf{0 < x < 1}}}\\{\bf{0}}&{{\bf{otherwise}}}\end{align}} \right.\)

Suppose that one of the two instruments is chosen randomly, and a measurement X is made with it.

  1. Determine the marginal p.d.f. of X.
  2. If the measurement value is\({\bf{X = }}{\raise0.7ex\hbox{\({\bf{1}}\)} \!\mathord{\left/ {\vphantom {{\bf{1}} {\bf{4}}}}\right.\ } \!\lower0.7ex\hbox{\({\bf{4}}\)}}\), what is the probability that instrument 1 was used?
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