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Cumulative Probabilities

The document discusses cumulative probabilities and provides two examples. Cumulative probabilities give the probability of a random variable being less than or equal to a given value. The first example calculates the cumulative probabilities for a discrete random variable. The second example shows how to calculate individual probabilities from cumulative probabilities and solves practice problems finding various probabilities for the number of flaws on automobiles.

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Tiarma Vinadelfia Pane
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128 views4 pages

Cumulative Probabilities

The document discusses cumulative probabilities and provides two examples. Cumulative probabilities give the probability of a random variable being less than or equal to a given value. The first example calculates the cumulative probabilities for a discrete random variable. The second example shows how to calculate individual probabilities from cumulative probabilities and solves practice problems finding various probabilities for the number of flaws on automobiles.

Uploaded by

Tiarma Vinadelfia Pane
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Cumulative Probabilities Example

Assume we have a random variable X. Cumulative probabilities provide, for each


value x, the probability of a result less than or equal to X, P[ X <= x ]. ( <= is "less than
or equal to.")

Example 1
Here's the probability distribution for a discrete random variable X
x f(x)
1

0.1

0.2

0.4

0.3

The cumulative distribution function tables, for each value x = 1, 2, 3, 4, the


probability of a result less than or equal to x. (In efficient English "less than or equal
to" is often written "at most" or "no more than." These three phrases have the same
meaning.) For example

P[ X <= 1 ] = 0.1
P[ X <= 2 ] = 0.1 + 0.2 = 0.3
P[ X <= 3 ] = 0.1 + 0.2 + 0.4 = 0.7
P[ X <= 4 ] = 0.1 + 0.2 + 0.4 + 0.3 = 1

These probabilities can be tabled


x P[ X <= x ]
1

0.1

0.3

0.7

1.0

Example 2
Suppose that P[ X <= 3 ] = 0.65, P[ X <= 4 ] = 0.80 and no values between 3 and 4
are possible. Then P[ X = 4 ] = 0.80 - 0.65 = 0.15. So, to compute f(x), take
f(x) = P[ X <= x ] - P[ X <= x* ]
where x* is the largest possible value below x. If x is already the smallest value then
f(x) = P[ X <=x ].
Suppose the number of finish flaws on an automobile has the following cumulative
probabilities.
x P[ X <= x ]
0

0.30119

0.66263

0.87949

0.96623

0.99225

0.99850

0.99975

0.99996

1.00000

Questions
Answers in red!
1. Find the probability there are at most 2 flaws, P[ X <= 2 ].
0.87949
2. Find the probability there are exactly 2 flaws, P[ X = 2 ].
0.87949 - 0.66263 = 0.21686
3. Find the probability there are less than 2 flaws, P[ X < 2 ].
0.66263

4. Find the probability there are more than 2 flaws, P[ X > 2 ].


1 - 0.87949 = 0.12051
5. Find the probability there are at least 2 flaws, P[ X >= 2 ].
1 - 0.66263 = 0.33737
6. Find the probability there are no flaws.
P[ X = 0 ] = P[ X <= 0] = 0.30119
7. Find the probability there is at least one flaw.
1 - 0.30119 = 0.69881
8. Find the probability there are between 1 and 3 flaws, inclusive, P[ 1 <= X <= 3
].
0.96623 - 0.30119 = 0.66504
It is far better to understand what information is in the table-what the table "means"and to think about the question, than it is to try to memorize 5 different strategies for
handling these cases.There is an "easy" (if tedious) method for recovering f(x)-from
each cumulative probability subtract its predecessor. For this example:
x P[ X <= x ]

f(x)

0.30119

0.30119 - 0.00000 = 0.30119

0.66263

0.66263 - 0.30119 = 0.36144

0.87949

0.87949 - 0.66263 = 0.21686

0.96623

0.96623 - 0.87949 = 0.08674

0.99225

0.99225 - 0.96623 = 0.02602

0.99850

0.99850 - 0.99225 = 0.00625

0.99975

0.99975 - 0.99850 = 0.00125

0.99996

0.99996 - 0.99975 = 0.00021

1.00000

1.00000 - 0.99996 = 0.00004


1.00000

You can use this table to find answers to the questions above. Whichever way you do
it, your results should be the same.

Cumulative Probabilities Worksheet


There are some examples you may wish to examine before attempting these exercises.
Note
Interpret <= as less than or equal to (at most, or no more than).

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