Continuous random variable: Zero probablity

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Discussion Overview

The discussion revolves around the concept of zero probability in continuous random variables, particularly focusing on the implications of having a probability density function (PDF) and cumulative distribution function (CDF) that are continuous. Participants explore the nature of probabilities assigned to specific values versus ranges and the interpretation of continuous distributions.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • Some participants question how a continuous cumulative probability distribution can assign zero probability to specific values while still having a non-zero area under the curve for intervals.
  • Others argue that the probability of obtaining any exact value in a continuous distribution is zero, and only ranges or intervals can have positive probabilities.
  • A participant suggests that if every point has a different value, it creates a contradiction in interpreting the curve and the nature of probabilities.
  • Some participants clarify that the PDF is not a probability itself but rather the slope of the CDF, and that having a zero probability for a specific value does not imply the PDF is zero at that point.
  • There is a discussion about the implications of continuity in the CDF and how it relates to the probability of exact values being zero.
  • One participant raises the idea of interpreting a continuous CDF as a sum of points, questioning how this aligns with the concept of zero probability for each value.

Areas of Agreement / Disagreement

Participants express differing views on the interpretation of zero probability in continuous distributions, with no consensus reached on how to reconcile the continuous nature of the CDF with the zero probability assigned to specific values.

Contextual Notes

There are limitations in the discussion regarding the assumptions made about the nature of points in continuous distributions and the interpretation of the PDF and CDF. The relationship between the slope of the CDF and the probabilities assigned to specific values remains unresolved.

  • #61
StoneTemplePython said:
I trust you mean PDF, not CDF.
Good point. Thanks. I worded my statement badly. I meant that the CDF is continuous, implying that the probability of any single exact resulting value is zero. -- Not that the cumulative probability is zero.
 
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  • #62
Stephen Tashi said:
We can suppose such a thing can happen, but If we suppose that you (or Nature) can pick an exact mathematical point from a continuous distribution then we have made an assumption about physics.
Good point. In fact, I may have seen somewhere that in quantum theory time is in fact quantized, so location on an X-axis may also be quantized. I don't know enough to comment more than that. Even if that is true, I think that I would accept the approximation of the discrete physics with a continuous model for the purpose of ignoring any quantization of time-space.
I agree that the following physical situations are different:

1) Nature cannot select an exact result from a continuous probability distribution.

2) Nature can select an exact result from a continuous probability distribution, but we cannot measure what nature has done exactly.

So the fact we cannot measure an exact result from an experiment doesn't tell us whether 1) or 2) is the case.

My point about the mathematical theory of probability is that it does not assert we can do such an experiment with a dart. - i.e. it does not assert that 2) is the case.
I have to agree. At the finest level of detail, we may never know the answer. I will have to resign myself to the realization that, at the quantum level, the continuous CDF may not be possible. It may be an approximation.
 
  • #63
Consider a block of wood whose linear density you know, say 100 g per cm. You acquire mass by spanning a distance. As that distance gets smaller so does the mass acquired, a span the thickness of a thin paper would be very small. In the limit as the span approaches zero you would of course have zero mass. The same effect is seen in spectrum analysis. As the bandwidth gets narrower the energy measured gets less, if you had a bandwidth of zero - a single frequency - you would have zero energy.
 
  • #64
Calling it zero probability is linguistically misleading -- only the impossible has zero probability -- calling something possible is the same as saying it has more than zero probability. The probability that 1 = 2 is 0. The probability that a number to be chosen from all real numbers will be 1.2 is > 0.
 

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