Random Variables and Their Distributions
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Minilik DersehRandom Variables and Their Distributions
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Minilik DersehCommon questions
Powered by AITo confirm \( f(x) = \frac{x}{5050} \) is a pmf, it must sum to 1 over the given support \( x \in \{1, 2, \ldots, 100\} \) and be non-negative. The factor 5050 normalizes the function, calculated as \( \sum_{x=1}^{100} x = 5050 \). Hence, \( \frac{x}{5050} \) distributed over 1 to 100 equals 1, affirming it represents a valid discrete random variable . This ensures each outcome within the given support has a non-zero probability with cumulative probability equating to 1.
A function \( F(x) \) is a valid distribution function if it satisfies three conditions: it is non-decreasing, right-continuous, and \( \lim_{x \rightarrow -\infty} F(x) = 0 \) and \( \lim_{x \rightarrow \infty} F(x) = 1 \). The function \( F_3(x) \) in the example meets these conditions by being a stepwise function that is non-decreasing over its intervals: \( F_3(x) = 0 \) for \( x < -2 \), which increases to \( \frac{1}{3} \) and proceeds up to 1 as \( x \to \infty \). These properties ensure \( F_3(x) \) correctly models the cumulative probabilities of random variables defined in the same space.
The function \( Y(\omega) = \max(X(\omega), 0) \) is a random variable if it is measurable with respect to the sigma-field \( \mathcal{F} \) on the probability space \( (\Omega, \mathcal{F}, P) \). Since \( X \) is a random variable, its measurability ensures that the pre-image of every Borel set under \( X \) is in \( \mathcal{F} \). The operation \( \max \) applied to \( X \) and a constant (0) maintains this measurability, since it is a continuous function . Therefore, \( Y \) remains a random variable, preserving the probability measure framework.
A function \( f(x) \) is a valid probability density function (pdf) if it integrates to 1 over its domain and \( f(x) \geq 0 \) for all \( x \). For \( f(x) = \frac{2+\cos x}{2\pi} \), confirm \( \int_0^\pi f(x) \, dx = 1 \). Calculate the integral: \( \int_0^\pi \frac{2+\cos x}{2\pi} \, dx = 1 \), as the integral of \( 2/2\pi \) over \( 0 \) to \( \pi \) equals 1 and the cosine term integrates symmetrically adding zero net area over \( 0 \) to \( \pi \). The function is non-negative over \( 0 < x < \pi \), confirming its validity as a pdf .
The inverse image properties shown, such as \( X^{-1}(A-B) = X^{-1}(A) - X^{-1}(B) \) and \( X^{-1}(B^c) = (X^{-1}(B))^c \), demonstrate the fundamental aspects of how a function \( X \) interacts with sets in the power set of \( \mathbb{R} \). These properties underpin the condition necessary for \( X \) to be a measurable function, essential for determining if \( X \) can represent a random variable on a probability space \( (\Omega, \mathcal{F}, P) \). Measurability ensures that pre-images of Borel sets belong to the sigma-field \( \mathcal{F} \), facilitating meaningful integration with respect to the probability measure \( P \).
The function \( X \) mapping outcomes \( \omega \) to the number of heads in two tosses is defined as \( X(HH) = 2 \), \( X(HT) = X(TH) = 1 \), \( X(TT) = 0 \). To confirm that \( X \) is a random variable, verify its measurability: each pre-image of a singleton set in \( \mathbb{R} \) (Borel set) must belong to the sigma-field \( \mathcal{F} = \mathcal{P}(\Omega) \), which it does. Derive \( P_X \) using probabilities of these outcomes mapped via \( X \): \( P_X(2) = P(HH) = p^2 \), \( P_X(1) = P(HT) + P(TH) = 2p(1-p) \), \( P_X(0) = P(TT) = (1-p)^2 \). Thus, \( X \) is measurable, and \( (\mathbb{R}, \mathcal{B}_1, P_X) \) is a probability space.
The weighted sum \( G(x) = \sum a_i F_i(x) \) is a valid distribution function if each \( F_i(x) \) is itself a valid distribution function—non-decreasing, right-continuous, and having limits from 0 to 1 at \( -\infty \) and \( \infty \) respectively . The condition \( \sum a_i = 1 \) ensures that the entire weight distills across the distributions, maintaining the generalized properties of \( G(x) \). This ensures \( G(x) \) inherits these properties and fulfills the criteria to represent a cumulative distribution function .
Proving that \( \mathcal{B}_{x,y} \) is a sigma-field of subsets of \((x,y)\) highlights how this collection meets the requirements of a sigma-field, which include being non-empty, closed under complement and countable union . This is significant because Borel sigma-fields are foundational in measure theory, which underlies probability theory . By establishing that \( \mathcal{B}_{x,y} \) is derived from the Borel sigma-field, it confirms the ability to handle real-valued random variables and to define measures on real intervals, facilitating integration and probability calculations.
A distribution function \( F_X(x) \) is neither discrete nor absolutely continuous if it contains both jump discontinuities and continuous segments that do not align fully with discrete or absolutely continuous types . \( F_X(x) \) as given, for example, might increase linearly in parts (representing continuous probability density) and have sudden jumps at points (representing discrete probabilities). This mixed nature requires considering both probability mass assigned to discrete outcomes and probability density across continuous segments when calculating probabilities .
For \( H(x) = F(x) + G(x) \) to be a valid distribution function, it must be non-decreasing, satisfy \( \lim_{x \to -\infty} H(x) = 0 \) and \( \lim_{x \to \infty} H(x) = 1 \), and be right-continuous . However, the sum of two distribution functions typically exceeds 1 beyond a certain threshold, violating \( \lim_{x \rightarrow \infty} H(x) = 1 \). Therefore, \( H(x) \) would not meet the requirements to be a distribution function without appropriate normalization or constraints ensuring these limits are met .