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Question

Let $X$ be a discrete valued random variable with cumulative distribution function $F(x)$.

Which of the following statements is/are correct?

The question asks to identify the correct properties of the cumulative distribution function ($F(x)$) for a discrete random variable $X$. Let's analyze each statement:

CDF Property Analysis: Positivity

Statement 1: $F(x)$ is always a positive function.

This statement is incorrect.

  • The cumulative distribution function ($F(x)$) represents the probability $P(X \le x)$.
  • Probabilities are always non-negative, meaning $F(x) \ge 0$.
  • However, $F(x)$ is not always strictly positive. For values of $x$ less than the minimum possible value the discrete random variable $X$ can take, $F(x) = P(X \le x) = 0$.

CDF Property Analysis: Non-decreasing Nature

Statement 2: $F(x)$ is a non-decreasing function.

This statement is correct.

  • For any two values $x_1$ and $x_2$ such that $x_1 < x_2$, it must be true that $F(x_1) \le F(x_2)$.
  • This means $P(X \le x_1) \le P(X \le x_2)$, which is always true because the event $\{X \le x_1\}$ is a subset of the event $\{X \le x_2\}$.
  • This property holds for the CDF of any random variable, whether discrete or continuous.

CDF Property Analysis: Discontinuities

Statement 3: $F(x)$ has jump discontinuity.

This statement is correct specifically for a discrete random variable.

  • For a discrete random variable, the probability mass is concentrated at specific points.
  • The CDF, $F(x)$, increases in steps at these points.
  • The size of the jump (discontinuity) at a specific value $x_0$ is equal to the probability that the random variable takes that exact value, i.e., $P(X=x_0)$.
  • Mathematically, the jump at $x_0$ is given by $F(x_0) - \lim_{x \to x_0^-} F(x) = P(X=x_0)$. Since $P(X=x_0) > 0$ for the values $X$ can take, there is a jump discontinuity.

CDF Property Analysis: Continuity Type

Statement 4: $F(x)$ is a left continuous function.

This statement is incorrect.

  • The standard definition of a cumulative distribution function (for both discrete and continuous random variables) is that it is right continuous.
  • Right continuity means that $\lim_{x \to a^+} F(x) = F(a)$ for any value $a$.
  • For a discrete random variable, $F(x)$ has jump discontinuities, meaning it is generally not left continuous. At a point $a$ where $P(X=a) > 0$, we have $\lim_{x \to a^-} F(x) < F(a)$.

Therefore, the correct statements regarding the CDF of a discrete random variable are that $F(x)$ is a non-decreasing function and that it has jump discontinuities.

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Important Questions from Discrete Distributions

  1. The value of a and b so that the following is probability mass function

    X:012
    P(X = x):3a3b4b

    with mean 1.1, is:

  2. Digital data received from a sensor can fill up 0 to 32 buffers. Let the sample space be

    S = {0, 1, 2, .........., 32} where the sample j denote that j of the buffers are full and \(p\left( i \right) = \frac{1}{{561}}\left( {33 - i} \right)\)

    . Let A denote the event that the even number of buffers are full. Then p(A) is :
  3. If X is a Poisson random variate with mean 3, then P(|X- 3| < 1) will be:

  4. Let x ∼ N(μ, σ2) If μ2 = σ2, (μ > 0), then the value of P(X < -μ | X < μ) in terms of cumulative function N (0, 1) is:

  5. Consider a binomial random variable X. If X1, X2,...Xn are independent and identically distributed samples from the distribution of X with sum \(Y = \mathop \sum \limits_{i = 1}^n {X_i}\) then the distribution of Y as n → ∞ can be approximated as.

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