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Lecture 10

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7 views10 pages

Lecture 10

Uploaded by

maimoonaziz2003
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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4 One Random Variable

End of Chapter problems

EEE251 Probability Methods in Engineering


Lecture 10

Instructor: Dr. Bakhtiar Ali

Department of Electrical Engineering.


COMSATS Institute of Information Technology, Islamabad

Dr. Bakhtiar Ali 1/10


4 One Random Variable
4.1 The cumulative distribution function
End of Chapter problems

4.1 The cumulative distribution function

The cumulative distribution function (cdf ) of a random


variable X is defined as the probability of the event {X ≤ x};
FX (x) = P [X ≤ x] for −∞ < x < ∞,
Example (Three Coin Tosses)
1 3 3 1
FX (x) = u(x) + u(x − 1) + u(x − 2) + u(x − 3)
8 8 8 8

Dr. Bakhtiar Ali 2/10


4 One Random Variable
4.1 The cumulative distribution function
End of Chapter problems

Basic properties of the CDF

I. 0 ≤ FX (x) ≤ 1

II. lim FX (x) = 1


x→∞

III. lim FX (x) = 0


x→−∞

IV. FX (x) is a non decreasing function of x, that is, if a < b,


then FX (a) ≤ FX (b)

V. FX (x) is continuous from the right, that is for h > 0,


FX (b) = lim FX (b + h) = FX (b+ )
h→0

These five properties confirm that, in general, the cdf is a


non-decreasing function that grows from 0 to 1 as x increases from
−∞ to ∞.
Dr. Bakhtiar Ali 3/10
4 One Random Variable
4.1 The cumulative distribution function
End of Chapter problems

...
The cdf has the following properties which allow us to calculate the
probability of events involving intervals and single values of X:
VI. P [a < X ≤ b] = FX (b) − FX (a)
VII. P [X = b] = FX (b) − FX (b− )
VIII. P [X > x] = 1 − FX (x)
Example
Let X be the number of heads in three tosses of a fair coin. Use
the cdf to find the probability of the events A = {1 < X ≤ 2},
B = {0.5 ≤ X < 2.5} and C = {1 ≤ X < 2}

Solution:
P [1 < X ≤ 2] = FX (2) − FX (1) = 7/8 − 4/8 = 3/8
P [0.5 ≤ X < 2.5] = FX (2.5) − FX (0.5) = 7/8 − 1/8 = 6/8
P [1 ≤ X < 2] = FX (2− ) − FX (1− ) = 4/8 − 1/8 = 3/8
Dr. Bakhtiar Ali 4/10
4 One Random Variable
4.1 The cumulative distribution function
End of Chapter problems

4.1.1 The Three Types of Random Variables

Discrete random variables have a cdf that is a


right-continuous, staircase function of x, with jumps at a
countable set of points x0 , x1 , x2 , . . .
Continuous random variable is defined as a random variable
whose cdf FX (x) is continuous everywhere, and which, in
addition, is sufficiently smooth that it can be written as an
integral of some nonnegative function f (x):
Z x
FX (x) = f (t)dt
−∞
Random variable of mixed type is a random variable with a
cdf that has jumps on a countable set of points
x0 , x1 , x2 , . . . . but that also increases continuously over at
least one interval of values of x.

Dr. Bakhtiar Ali 5/10


4 One Random Variable
End of Chapter problems

Example
An information source produces binary pairs that we designate as
SX = {1, 2, 3, 4} with the following pmf 0 s:
i. pk = p1 /k for all k in SX
ii. pk+1 = pk /2 for k = 2, 3, 4
iii. pk+1 = pk /2k for k = 2, 3, 4

a. Plot the CDF of these three random variables.


b. Use the CDF to find the probability of the events: {X ≤ 1},
{X < 2.5}, {0.5 < X ≤ 2} and {1 < X < 4}

Dr. Bakhtiar Ali 6/10


4 One Random Variable
End of Chapter problems

Example
An urn contains 8 $1 bills and two $5 bills. Let X be the total
amount that results when two bills are drawn from the urn without
replacement, and let Y be the total amount that results when two
bills are drawn from the urn with replacement.
a. Plot and compare the CDF 0 s of the random variables.
b. Use the CDF to compare the probabilities of the following
events in the two problems: {X = $2}, {X < $7} and
{X ≥ $6}

Dr. Bakhtiar Ali 7/10


4 One Random Variable
End of Chapter problems

Example
The random variable X is uniformly distributed in the interval
[−1, 2]
a. Find and plot the cdf of X
b. Use the cdf to find the probabilities of the following events:
{X ≤ 0}, {|X − 0.5| < 1} and {X > −0.5}

Dr. Bakhtiar Ali 8/10


4 One Random Variable
End of Chapter problems

Example
The cdf of the random variable X is given by:


 0 x < −1

 0.5 −1 ≤ x ≤ 0
FX (x) =

 (1 + x)/2 0≤x≤1


1 x≥1

a. Plot the cdf and identify the type of random variable.


b. Find P [X ≤ −1], P [X = −1], P [X < 0.5],
P [−0.5 < X < 0.5], P [X > −1], P [X ≤ 2] and P [X > 3]

Dr. Bakhtiar Ali 9/10


4 One Random Variable
End of Chapter problems

Example
A random variable X has cdf :

 0 x<0
FX (x) = 1
 1 − e−2x x≥0
4

a. Plot the cdf and identify the type of random variable


b. Find P [X ≤ 2], P [X = 0], P [X < 0], P [2 < X < 6] and
P [X > 10]

Dr. Bakhtiar Ali 10/10

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