How Accurate is the CDF Calculation in This Probability Problem?

  • Thread starter Thread starter mattmns
  • Start date Start date
  • Tags Tags
    Probability
Click For Summary

Homework Help Overview

The discussion revolves around a probability problem involving a cumulative distribution function (cdf) for a random variable X. Participants are analyzing the calculation of the probability P(1 ≤ X ≤ 2) using the provided cdf and comparing their results with a textbook answer.

Discussion Character

  • Exploratory, Assumption checking, Conceptual clarification

Approaches and Questions Raised

  • The original poster attempts to calculate the probability using the cdf but arrives at a different answer than the book. They question the validity of their approach and the book's interpretation of the cdf.
  • Some participants discuss the implications of having a mixed distribution and the significance of delta functions in the probability calculations.
  • Others suggest reconsidering the definitions of the probabilities involving equalities and inequalities in the context of the cdf.

Discussion Status

Participants are actively exploring different interpretations of the cdf and its application to the problem. Some guidance has been provided regarding the mixed nature of the distribution and the importance of discontinuities in the cdf, which may influence the calculations.

Contextual Notes

There is an ongoing discussion about the correct application of the cdf, particularly regarding the treatment of points where the cdf is discontinuous. Participants are also noting potential discrepancies between their calculations and the textbook's approach.

mattmns
Messages
1,129
Reaction score
5
[SOLVED] Probability (cdf question)

Here is the problem from the book
-----------
Let X be a random variable with distribution function (cdf)

<br /> F(x)=\begin{cases}<br /> 0 &amp;\text{for } x\geq 0\\<br /> \frac{x}{8} &amp; \text{for } 0 \leq x &lt; 1\\<br /> \frac{1}{4} + \frac{x}{8} &amp; \text{for } 1 \leq x &lt; 2\\<br /> \frac{3}{4} + \frac{x}{12} &amp; \text{for } 2 \leq x &lt; 3\\<br /> 1 &amp; \text{for } x \geq 3\end{cases}<br />

Calculate P(1 \leq X \leq 2).
----------------

This should be a simple question, but I am getting a different answer than my book is, and I believe the book is wrong (how could I be wrong? :-p).Here is what I did:

<br /> \begin{align*}<br /> P(1 \leq X \leq 2) &amp; = P(1 \leq X &lt; 2) \\<br /> &amp; = P(X &lt; 2) - P(X \leq 1) \\<br /> &amp; = \frac{1}{4} + \frac{2}{8} - \left(\frac{1}{4} + \frac{1}{8}\right) \\<br /> &amp; = \frac{1}{8}<br /> \end{align*}<br />

We could also get the same answer by finding the pdf and then integrating it over the interval (1,2).The book I have gives an answer of \frac{19}{24}.

Here is what they did:

<br /> \begin{align*}<br /> P(1 \leq X \leq 2) &amp; = P(X\leq 2) - P(X &lt; 1) \\<br /> &amp; = F(2) - \lim_{x\to 1^-}F(x) \\<br /> &amp; = \frac{11}{12} - \frac{1}{8} \\<br /> &amp; = \frac{19}{24}\\<br /> \end{align*}<br />

In my opinion this seems doubly wrong. They used the wrong function on both, but at least they were consistent I suppose. Am I being silly here and missing something, or is the book wrong? Thanks!edit... I am looking at my book, and they have P(a &lt; X \leq b) = F(b) - F(a). Now I won't argue with this, but the way it is used in the above example seems completely counterintuitive to me. I will admit my use of the cdf may be dubious for P(X < 2), but it feels right. Maybe the book is right after all. Thoughts?
 
Last edited:
Physics news on Phys.org
There are two delta functions in your pdf as well as the continuous part. And they are both included in [1,2]. So P(1<X<2) is not equal to P(1<=X<=2).
 
So you are saying we have a mixed distribution, and that at least one of P(X = 1), P(X = 2) is non-zero? So from looking at the graph of the cdf, I see that P(X = 1) is 1/4 and P(X = 2) is 5/12.

So if we take what I have, 1/8, and add the points I forgot we get 19/24 which is the book's answer. Thanks, I guess this problem was a little more complicated than I had originally thought.

I guess I should take a closer look at what the cdf actually looks like :redface:
 
Yes, mind the discontinuities.
 

Similar threads

Replies
6
Views
2K
  • · Replies 13 ·
Replies
13
Views
2K
  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 105 ·
4
Replies
105
Views
11K
  • · Replies 11 ·
Replies
11
Views
3K
  • · Replies 13 ·
Replies
13
Views
4K
Replies
8
Views
1K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 27 ·
Replies
27
Views
4K
  • · Replies 10 ·
Replies
10
Views
2K