Cdf of a discrete random variable and convergence of distributions

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Discussion Overview

The discussion revolves around the cumulative distribution function (CDF) of a discrete random variable and the convergence of distributions, particularly focusing on the behavior of limits of CDFs at continuity points and the implications of these limits in relation to the CDF of the random variable.

Discussion Character

  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant questions the interpretation of the limit of the CDFs, suggesting that if the CDF is zero for points greater than zero, it contradicts the limit being equal to the CDF at those points.
  • Another participant clarifies that F_X(x) refers to the cumulative distribution function, not a density function, indicating a potential misunderstanding.
  • A participant raises a specific case for n=4, arguing that the limits of F_{X_n} at certain points do not match the limits of F_X, suggesting a discrepancy in the behavior of the distributions.
  • Another participant seeks clarification on which limit is being referenced, emphasizing that the limits discussed in the literature pertain to n approaching infinity, not specific values of x.

Areas of Agreement / Disagreement

Participants express differing interpretations regarding the limits of the CDFs and their behavior at specific points, indicating that the discussion remains unresolved with multiple competing views.

Contextual Notes

The discussion highlights potential confusion regarding the definitions and properties of cumulative distribution functions versus density functions, as well as the specific limits being considered in the context of convergence.

Artusartos
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In the page that I attached, it says "...while at the continuity points x of [itex]F_x[/itex] (i.e., [itex]x \not= 0[/itex]), [itex]lim F_{X_n}(x) = F_X(x)[/itex]." But we know that the graph of [itex]F_X(x)[/itex] is a straight line y=0, with only x=0 at y=1, right? But then all the points to the right of zero should not be equal to the limit of [itex]F_{X_n}(x)[/itex], right? Because [itex]F_X(x)[/itex] is always zero at those points, but [itex]F_X(x)[/itex] is 1? So how do I make sense of that?

Thanks in advance
 

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Artusartos said:
But we know that the graph of [itex]F_X(x)[/itex] is a straight line y=0, with only x=0 at y=1, right?

No, I think [itex]F_X(x)[/itex] is the cumulative distribution, not a density function.
 
Stephen Tashi said:
No, I think [itex]F_X(x)[/itex] is the cumulative distribution, not a density function.

Oh, ok...

But it's still confusing. What if n=4 (for example)? Then [tex]F_{X_n} = 1[/tex] if [tex]x \geq 1/4[/tex], and [tex]F_{X_n}=0[/tex], when [tex]x < 1/4[/tex], right? So for any x between 0 and 1/4, the limit at those points is 0, but the limit of [tex]F_X[/tex] at those points is 1...so the limits are not equal, are they?
 
Artusartos said:
So for any x between 0 and 1/4, the limit at those points is 0,

What limit are you talking about? Something like [itex]lim_{x \rightarrow 1/8} F_{X_4}(x)[/itex] ? I see nothing in the discussion in the book that dealt with that sort of limit. The limits under consideration involve [itex]n \rightarrow \infty[/itex].
 

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