Proving if a function is a valid probability distribution

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Discussion Overview

The discussion revolves around the criteria for determining whether a given function qualifies as a valid probability distribution. Participants explore the necessary conditions, including bounds on the function and the requirement for the sum of probabilities to equal one.

Discussion Character

  • Technical explanation, Conceptual clarification, Debate/contested

Main Points Raised

  • One participant suggests that to prove a function is a probability distribution, it must be shown that it is bounded between 0 and 1, specifically that \(0 \leq \Sigma P_{k} \geq 1\).
  • Another participant emphasizes the necessity of demonstrating that \(\sum_{k=2}^\infty\frac{20}{5^k}=1\) as a condition for validity.
  • A different participant outlines that a function can be proven not to be a valid probability distribution by showing that at least one of the conditions fails, such as \(P_k < 0\) for some \(k\), \(P_k > 1\) for some \(k\), or \(\sum_{k=2}^\infty\frac{20}{5^k}\ne 1\).

Areas of Agreement / Disagreement

Participants generally agree on the conditions that must be satisfied for a function to be a valid probability distribution, but there is no consensus on the specific function in question or its validity.

Contextual Notes

Limitations include the lack of detailed calculations or proofs regarding the sum of the series and the specific values of \(P_k\) for \(k \geq 2\).

Who May Find This Useful

Readers interested in probability theory, mathematical proofs, and the properties of probability distributions may find this discussion relevant.

kioria
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Hi,

Given the function:

[tex]P_{k} = \frac{20}{5^{k}}[/tex] for [tex]k \geq 2[/tex]

How would you prove that P is a probability distribution? I would think that you prove that P is bounded by 0 and 1 (i.e., [tex]0 \leq \Sigma P_{k} \geq 1[/tex])

And I guess the leading question is how you would prove that a function is not a probability distribution?
 
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You also need that
[tex]\sum_{k=2}^\infty\frac{20}{5^k}=1[/tex]
 
You would prove that a function is NOT a valid probability distribution by showing that at least one of those conditions is not true. That is, that
1) Pk < 0 for some k or
2) Pk > 1 for some k or
3) [tex]\sum_{k=2}^\infty\frac{20}{5^k}\ne 1[/tex]
 
Cheers
 

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