Probability paradox: P(X=x)=1/n >1

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Discussion Overview

The discussion revolves around a perceived paradox in probability theory concerning a random variable X with a uniform distribution over the range (0, n) where n < 1. Participants explore the implications of the probability density function and its relationship to probability values, particularly addressing the claim that P(X=x) can exceed 1.

Discussion Character

  • Debate/contested
  • Technical explanation

Main Points Raised

  • One participant asserts that the probability P(X=x) = 1/n > 1, suggesting a violation of the fundamental law of probability.
  • Another participant questions the assumption that the maximum value of a probability density function is 1, indicating that this is not necessarily true.
  • A different participant clarifies the distinction between probability density and probability, stating that while a probability density function can be large, its integral must be no greater than 1.
  • It is noted that P(X=x) is always zero, and the correct interpretation involves considering intervals around x rather than point probabilities.
  • An analogy is provided comparing the density of a uniform rod to illustrate the difference between density and total mass, reinforcing the idea that probability density is not equivalent to probability.

Areas of Agreement / Disagreement

Participants express disagreement regarding the interpretation of probability density versus probability, with some clarifying and correcting earlier claims. The discussion does not reach a consensus on the initial paradox presented.

Contextual Notes

Participants highlight the importance of understanding the distinction between probability density functions and actual probabilities, indicating that the initial claim may stem from a misunderstanding of these concepts.

Trollfaz
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I have a random variable X in range(0,n) where n<1, with a uniform distribution
Then the probability of sample space S=n x P(X=x) x<=n which must be 1
Manipulating the equation P(X=x)=1/n >1
Then this violates the fundamental law of probability which says that any probability must be at most 1.
How do we resolve this paradox here
 
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Are you assuming that the maximum value a probability density function may take is ##1##?

That's certainly not the case.
 
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Trollfaz said:
Then this violates the fundamental law of probability which says that any probability must be at most 1.
You are confusing a probability density with a probability. The function you are describing is the probability density function and it can be arbitrarily large. The integral of a probability density is a probability. So only its integral must be no greater than 1, which is the case.
 
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Just to say it explicitly, P(X=x) is always zero. ##P(|X-x|<\epsilon)\approx 2\epsilon f(x)## is the right interpretation of the density function
 
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Trollfaz said:
I have a random variable X in range(0,n) where n<1, with a uniform distribution

If you had a uniform rod of mass 1 kg and length 1/2 meter, the density of the rod would be 2 kg per meter, even though the rod only has mass 1 kg. As the others pointed out, probability density is not the the same concept as probability.
 
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An off-topic discussion has been deleted, and since the OP's question has been answered, this thread is now closed. Thanks folks.
 
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