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Probability Theory and Applications: O - D R V

The document discusses cumulative distribution functions (CDFs) and their properties for discrete random variables. It provides an example to illustrate finding the probability mass function (PMF), CDF, and using the CDF to calculate probabilities for a random variable X representing the length of a code emitted by an information source. The CDF is defined as the probability that a random variable X is less than or equal to x. The CDF ranges from 0 to 1 and is a non-decreasing function. Examples show how to set up and calculate the PMF and CDF for a given random variable and use the CDF to find probabilities. Exercises provide additional practice calculating PMFs and CDFs for other random variables.

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Viba R Udupa
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29 views10 pages

Probability Theory and Applications: O - D R V

The document discusses cumulative distribution functions (CDFs) and their properties for discrete random variables. It provides an example to illustrate finding the probability mass function (PMF), CDF, and using the CDF to calculate probabilities for a random variable X representing the length of a code emitted by an information source. The CDF is defined as the probability that a random variable X is less than or equal to x. The CDF ranges from 0 to 1 and is a non-decreasing function. Examples show how to set up and calculate the PMF and CDF for a given random variable and use the CDF to find probabilities. Exercises provide additional practice calculating PMFs and CDFs for other random variables.

Uploaded by

Viba R Udupa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MA208 –Probability Theory and

Applications
O NE -D IMENSIONAL R ANDOM VARIABLES

Dr. Kedarnath (MACS) February 3, 2021 1 / 10


C UMULATIVE D ISTRIBUTION F UNCTION (CDF)
Let X be a DRV. The CDF of X is defined as:

Fx (x) , P (X ≤ x) ∀x ∈ R

T HEOREM
X
If X is a DRV. Fx (x) = px (xi ), xi ∈ RX .
xi ≤x

P ROPERTIES OF CDF FX (x)


(i) 0 ≤ Fx (x) ≤ 1
(ii) Fx (x1 ) ≤ Fx (x2 ) for x1 ≤ x2 (Fx (x) is a non decreasing function)
(iii) lim Fx (x) = Fx (∞) = 1
x→∞
(iv) lim Fx (x) = Fx (−∞) = 0
x→−∞

Dr. Kedarnath (MACS) February 3, 2021 2 / 10


E XERCISE
Let X be a DRV. Show that
(a) P (a < X ≤ b) = Fx (b) − Fx (a)
(b) P (X > a) = 1 − Fx (a)
(c) P (a ≤ X ≤ b) = P (X = a) + Fx (b) − Fx (a)
(d) P (a < X < b) = Fx (b) − Fx (a) − P (X = b)
(e) P (a ≤ X < b) = P (X = a) + Fx (b) − Fx (a) − P (X = b)

Dr. Kedarnath (MACS) February 3, 2021 3 / 10


Dr. Kedarnath (MACS) February 3, 2021 4 / 10
E XAMPLE
An information source generates symbols at random from four letter alphabet
{a, b, c, d} with probabilities P (a) = 12 , P (b) = 41 , P (c) = P (d) = 18 . A coding scheme
encodes these symbols into binary codes as follows:

a b c d
0 10 110 111

Let X be a RV denoting the length of the code, that is, the number of binary symbols
(bits).
(a) What is the Range of X
(b) Find the PMF of X
(c) Find the CDF of X
(d) Sketch both PMF and CDF
(e) Find
(i) P (X ≤ 1)
(ii) P (1 < X ≤ 2)
(iii) P (X > 1)
(iv) P (1 ≤ X ≤ 2)

Dr. Kedarnath (MACS) February 3, 2021 5 / 10


A NSWER
(a) Rx = {1, 2, 3}
(b) The PMF of X is found as :
1
px (1) = P (X = 1) = P ({a}) =
2
1
px (2) = P (X = 2) = P ({b}) =
4
1
px (3) = P (X = 3) = P ({c, d}) = P (c) + P (d) =
4

Dr. Kedarnath (MACS) February 3, 2021 6 / 10


A NSWER
(c) The CDF is found as follows



0 x<1


 1 1
0 + 2 = 2 1≤x<2



Fx (x) = 1 1 3
 + = 2≤x<3
2 4 4



3 + 1 = 1


x≥3

4 4
(d) The Sketch of PMF and CDF

Dr. Kedarnath (MACS) February 3, 2021 7 / 10


A NSWER
1
(e) (i) P (X ≤ 1) = Fx (1) = 2

(ii) P (1 < X ≤ 2) = Fx (2) − Fx (1)


= 34 − 12 = 41

(iii) P (X > 1) = 1 − P (X ≤ 1)
= 1 − Fx (1)
= 1 − 21 = 12

(iv) P (1 ≤ X ≤ 2) = P (X = 1)) + Fx (2) − Fx (1)


= 12 + 34 − 12
3
= 4

Dr. Kedarnath (MACS) February 3, 2021 8 / 10


E XERCISE
Toss a fair coin n times. Define X(ω) = #H’s in ω, ω ∈ Ω
(a) Find PMF of X
(b) Find CDF of X
(c) Sketch both PMF and CDF.

Dr. Kedarnath (MACS) February 3, 2021 9 / 10


Dr. Kedarnath (MACS) February 3, 2021 10 / 10

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