Cumulative distributed function example

In summary, the conversation discusses the concept of cumulative distribution function and its relationship to the probability density function. The speaker uses a simple example to explain why F(x) can be 1 for x greater than or equal to a certain value, even if f(x) is 0 for that value. The conversation also mentions the standard definition of cumulative distribution function and emphasizes that it deals with the probability of x being less than or equal to a certain value, not the probability of x being equal to that value.
  • #1
xeon123
90
0
I was looking to a video about cumulative distribution function () and he show the following function:[itex] \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ | 1/4, 0 \leq x \leq1 \\
f(x) =<(x^3)/5, 1 \leq x \leq 2 \\
\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ |0, otherwise.[/itex]

At minute 8:45, he presents the cumulative distribution as:[itex]
\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ | 0, x \leq 0 \\
F(x) = < \frac{1}{4}x, 0 \leq x \leq 1 \\
\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ | \frac{1}{20}(x^4+4), 1 \leq x \leq 2 \\
\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ | 1, \ x \geq 2
[/itex]

I don't understand why F(x) is 1 for [itex]x \geq 2 [/itex], if f(x) is 0, otherwise. Why?BTW, I hope that that my functions are legibles, because I don't know how to put big curly brackets.
 
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  • #2
xeon123 said:
I don't understand why F(x) is 1 for [itex]x \geq 2 [/itex], if f(x) is 0, otherwise. Why?

Look at a simpler example. Suppose f(x) = 1/2 when x = 1 or x = 2 and f(x) = 0 otherwise. The value of the cumulative distribution F(x) would be 1 at x = 3 because F(3) gives the probability that x is equal or less than 3. The condition that x is equal or less than 3 includes the cases x = 1 and x = 2.
 
  • #3
I understand what you said, but the probability of happening 3 is 0, because it's not defined in f(x). For me, F(3) should never be defined.
 
  • #4
xeon123 said:
F(3) should never be defined.

Do you mean "should" in some moral or religious sense? Mathematics would only care about you opinion if you could show some logical contradiction in the standard definition of cumulative distribution function.

because it's not defined in f(x).

It is defined in the domain of f(x). f(3) = 0. That's part of the "f(x) = 0 otherwise" clause.
 
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  • #5
xeon123 said:
I understand what you said, but the probability of happening 3 is 0, because it's not defined in f(x). For me, F(3) should never be defined.
You seem to be thinking that "F(3)" is the probability that x is equal to 3. That is not the case. F(X) is the probability that x is less than or equal to 3. Since, by the definition of f(x), x must be less than or equal to 2, x therefore must be less than or equal to 3. F(x)= 1 for any number larger than or equal to 2.

If f(x) is the "probability density function" then [itex]F(X)= \int_{-\infty}^X f(x)dx[/itex] is the probability that x is less than or equal to X.
 

1. What is a cumulative distribution function (CDF)?

A cumulative distribution function (CDF) is a mathematical function that describes the probability that a random variable takes on a value less than or equal to a given value. It is often used to determine the likelihood of a particular outcome in a probability distribution.

2. How is the CDF different from a probability density function (PDF)?

The CDF is the integral of the PDF, which means it is the total probability up to a certain value. The PDF, on the other hand, represents the probability density at a specific point in the distribution. In other words, the CDF gives the cumulative probability and the PDF gives the probability density at a specific point.

3. Can you provide an example of a cumulative distribution function?

One example of a cumulative distribution function is the normal distribution, also known as the bell curve. The CDF for a normal distribution can be calculated using the standard normal distribution table or using mathematical formulas. It is a commonly used distribution in statistics and probability.

4. How is the CDF useful in data analysis?

The CDF is useful in data analysis because it allows us to determine the likelihood of a particular outcome in a probability distribution. It can also be used to compare different distributions and make inferences about the data. Additionally, it is often used in hypothesis testing and confidence interval calculations.

5. What are some common applications of the CDF in science?

The CDF has many applications in science, including in the fields of statistics, physics, and biology. It is used to model various natural phenomena, such as the distribution of heights or weights in a population, the strength of materials, and the growth of organisms. It is also used in risk assessment and decision making in fields such as finance and engineering.

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