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D cdf of a discrete rv
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Easy


Let X :== as a Random Variable representing the number of heads in four independent flips of a fair coin.

  1. Provide in bracket notation the probability mass function (pmf) of X;
  2. Compute the probability that X is equal to an odd number;
  3. Provide in bracket notion the cumulative distribution function (cdf) of X
  4. What are the probailities P(X <= 2), P(X <= 1.75) and P(X >= 2.3)

Problem modified afterHogg, McKean and Craig - Introduction to Mathematical Statistics

Solution:

Let $Y$ be a bernoulli random variable defined such that each flip

$$
Y= \{ T, H \} :== \{ 0, 1 \} \text{, where T :== Tails and H :== Heads}$$

$$P(Y = y) =\begin{cases}0.5, &y = 0 \\0.5, &y = 1 \\0, & \text{otherwise}\end{cases}$$

Let $X$ be a random variable = number of Heads (defined as 1's) in four independent flips of a fair coin, e.g. four bernoulli trials

$$X = \sum_{i=1}^{4} Y(i)
$$

$$\Rightarrow \text{ X can take on the values } \{0, 1, 2, 3, 4\} \text{ heads.}$$

To construct the pmf for $X$ let's compute the probability for possible value of $X = x$

Number of H, X=xP(X=x) as formulaP(X=x) as value
0$$( \binom{4}{0} \times 0.5^0 \times 0.5^4 )$$0.0625
1$$( \binom{4}{1} \times 0.5^1 \times 0.5^3 )$$0.25
2$$( \binom{4}{2} \times 0.5^2 \times 0.5^2 )$$0.375
3$$( \binom{4}{3} \times 0.5^3 \times 0.5^1 )$$0.25
4$$( \binom{4}{4} \times 0.5^4 \times 0.5^0 )$$0.0625

As a check on this table, if represents a legitimate pmf for $X$, we see that for all values making up the supp($X$) the probabilities are greater than 0 and the sum of the probabilities is = 1.

So, the soution to part 1 is

$$\Rightarrow X \in \{ 0, 1, 2, 3, 4 \} \text{, the pmf in bracket notation is: }$$

$$P(X=x) = \begin{cases} 0.0625, &x = 0\\ 0.25, &x = 1\\ 0.375, &x = 2\\ 0.25, &x = 3\\ 0.0625, &x = 4\\ 0, &otherwise\end{cases}$$

For part 2 ...

$$P(\text{ X is odd }) \Rightarrow P(\text{ X = 1 or X = 3 }) =\text{ (By Independence) } P(X = 1) + P( X = 3) = 0.5$$

Finally for part 3 we can compute the cdf $( F_{X}(x) )$ for $X$ by recalling that

$$( F_{X}(x) ) :== P(X \leq x)$$

That is we sum all the mass from $( -\infty )$ to desired value of $x$ and recall that this cumulative probability quantity only changes at values of $X$ for which there is positive mass. Since as we recall probability is only in the range of 0 to 1, and recalling that cdf increases at increasing supp values, we have...

$$F_{X}(x) =\begin{cases}0 & \text{if } x < 0 \\0.0625 & \text{if } 0 \leq x < 1 \\0.3125 & \text{if } 1 \leq x < 2 \\0.6875 & \text{if } 2 \leq x < 3 \\0.9375 & \text{if } 3 \leq x < 4 \\1 & \text{if } 4 \leq x \\\end{cases}$$

For part 4 we can just read off of the cdf in bracket notation

$$P(X \leq 2) \text{ is the sum of the probability mass values at 0, 1, 2 or from the bracket notation = } 0.6875$$

$$P(X \leq 1.75) \text{ = 0.3125 and is computed by recognizing that the cdf is defined for all values of } ( \mathbb{R} ) \text{, increasing at increasing supp values}$$

Finally,

$$P(X \geq 2.3) = 1 - P(X \lt 2.3) \text{ which from the bracket notation = } 1 - 0.6875 = 0.3125$$