0% found this document useful (0 votes)
17 views

Examples of Mass Functions

Section 3.2 introduces probability mass functions (PMFs) and cumulative distribution functions (CDFs) for discrete random variables. It provides examples of PMFs for situations like a customer purchasing a laptop or desktop. It also gives the CDF for a PMF and examples of using a CDF to calculate probabilities for a random variable falling within a range of values.

Uploaded by

Roumen Guha
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
17 views

Examples of Mass Functions

Section 3.2 introduces probability mass functions (PMFs) and cumulative distribution functions (CDFs) for discrete random variables. It provides examples of PMFs for situations like a customer purchasing a laptop or desktop. It also gives the CDF for a PMF and examples of using a CDF to calculate probabilities for a random variable falling within a range of values.

Uploaded by

Roumen Guha
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 7

Section 3.

2: Probability Distributions for


Discrete Random Variables

Section 3.2 introduces the following concepts for


a discrete random variable X
Probability mass function (PMF)
p(a) = P (X = a)
for a possible value a.
Parameters: if the PMF contains unknown
members, then we call those unknown members as parameters.
Cumulative Distribution Function (CDF),
F (a) = P (X a)
for any real number a.
A CDF is nondecreasing, right-continuous,
lim F (a) = 0

and
lim F (a) = 1.

If the PMF is given, the CDF can be computed by


F (a) =

p(t).

ta

If the CDF is given, the PMF can be computed by


p(a) = F (a) lim F (t) = F (a) F (a).
ta

If X are integer-valued, then we have


p(a) = F (a) F (a 1).

First example of Section 3.2: example 3.9.


Assume 80% customer purchase a laptop and
20% purchase a desktop
Suppose X = 1 if a customer purchases a laptop and 0 if the customer purchases a desktop.
Then, the PMF is given as
p(1) = P (X = 1) = 0.8
p(0) = P (X = 0) = 0.2
and
P (X = other value) = 0.
It can also expressed as a table
a
p(a)

0
0.2

1
0.8

Second example of Section 3.2: example 3.10.


Consider the following PMF table

a
p(a)

1
0.4

2
0.3

3
0.2

4
0.1

The CDF is

0.4

F (a) =

0.7

0.9

if
if
if
if
if

a<1
1a<2
2a<3
3a<4
a4

Third example of Section 3.2: example 3.12.


Suppose P (S) = p and P (F ) = 1 p.
Independently repeat the experiment until S
appears.
Let X be the number of runs of experiment.
Then, the PMF is given by

p(a) =

(1 p)a1p,
0

if a = 1, 2,
otherwise.

Fourth example of Section 3.2: examples 3.15.


Suppose the CDF is given as

F (a) =

0.58

0.72

0.76

0.81

0.88

0.94

...

a<0
0a<1
1a<2
2a<3
3a<4
4a<5
5a<6

Then, we have
P (2 X 5) = F (5) F (1) = 0.94 0.72 = 0.22
P (2 < X 5) = F (5) F (2) = 0.94 0.76 = 0.18
P (2 X < 5) = F (4) F (1) = 0.88 0.72 = 0.16
and
P (2 < X < 5) = F (4)F (2) = 0.880.76 = 0.12.

You might also like