Cumulative Distribution Function (CDF)

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Questions and Answers

Which of the following statements accurately describes the cumulative distribution function (CDF)?

  • The CDF can be used to describe the distribution of discrete, continuous, and mixed random variables. (correct)
  • The CDF provides probabilities for discrete random variables only.
  • The CDF is defined as $F_X(x) = P(X \geq x)$ for all real numbers x.
  • The CDF is the same as the probability mass function (PMF) for discrete random variables.

A random variable $Y$ has a CDF given by $F_Y(y) = 0$ for $y < 0$, $F_Y(y) = 0.2y$ for $0 \leq y \leq 5$, and $F_Y(y) = 1$ for $y > 5$. What is the probability that $Y$ is less than or equal to 3?

  • 1.0
  • 0.2
  • 0.6 (correct)
  • 0.0

If $F_X(x)$ is the CDF of a random variable $X$, which of the following properties is always true?

  • $0 \leq F_X(x) \leq 1$ for all x. (correct)
  • $F_X(x)$ is strictly decreasing.
  • $F_X(x) = 1$ for all x.
  • $F_X(x)$ is a discrete function.

A fair six-sided die is rolled. Let $X$ be the number shown on the die. What is the value of the CDF, $F_X(x)$, at $x = 3.5$?

<p>1/2 (B)</p> Signup and view all the answers

Suppose the CDF of a random variable $X$ is given by $F_X(x)$. How can you find the probability that $X$ lies in the interval $(a, b]$, where $a < b$?

<p>$F_X(b) - F_X(a)$ (D)</p> Signup and view all the answers

Which of the following is NOT a property of a cumulative distribution function (CDF)?

<p>The CDF is always a continuous function. (A)</p> Signup and view all the answers

Let $X$ be a discrete random variable with the following probability mass function (PMF): $P(X = -1) = 0.2$, $P(X = 0) = 0.5$, and $P(X = 1) = 0.3$. What is the value of the cumulative distribution function (CDF) at $x = 0.5$, i.e., $F_X(0.5)$?

<p>0.7 (B)</p> Signup and view all the answers

The CDF, $F_X(x)$, for a random variable $X$ is given. Which expression represents the probability that $X$ is strictly greater than $a$?

<p>$1 - F_X(a)$ (A)</p> Signup and view all the answers

Two coins are tossed. Let $X$ be the number of tails. What is the CDF, $F_X(x)$, evaluated at $x=1.5$?

<p>0.75 (A)</p> Signup and view all the answers

Which of the following is true regarding the relationship between the Probability Mass Function (PMF) and the Cumulative Distribution Function (CDF) for a discrete random variable X?

<p>The CDF can be obtained by summing the PMF values up to a certain point. (D)</p> Signup and view all the answers

A random variable $X$ has the following CDF: $F_X(x) = 0$ for $x < 1$, $F_X(x) = 0.4$ for $1 \leq x < 3$, $F_X(x) = 0.8$ for $3 \leq x < 5$, and $F_X(x) = 1$ for $x \geq 5$. What is $P(X=3)$?

<p>0.4 (B)</p> Signup and view all the answers

If you are given the CDF of a random variable, how do you determine if the random variable is continuous?

<p>If the CDF contains any discrete jumps. (B)</p> Signup and view all the answers

The cumulative distribution function (CDF) of a random variable X is given by $F_X(x) = \begin{cases} 0, & x < 0 \ x^2, & 0 \leq x < 1 \ 1, & x \geq 1 \end{cases}$. What is the probability that X is between 0.5 and 0.75, i.e., $P(0.5 < X \leq 0.75)$?

<p>0.3125 (C)</p> Signup and view all the answers

Which of the following is a key difference between a PMF and a CDF?

<p>A PMF gives the probability of a specific value, while a CDF gives the probability of being less than or equal to a value. (D)</p> Signup and view all the answers

Suppose $X$ is a continuous random variable with CDF $F_X(x)$. What does $F_X'(x)$ represent?

<p>The probability density function of $X$. (C)</p> Signup and view all the answers

Given a random variable $X$, the value of $F_X(-\infty)$ is always equal to:

<p>$0$ (C)</p> Signup and view all the answers

For a discrete random variable, how do you calculate $P(a < X \leq b)$ using the CDF $F_X(x)$?

<p>$F_X(b) - F_X(a)$ (D)</p> Signup and view all the answers

Is it possible to have a CDF, $F_X(x)$, where $F_X(5) = 1.5$?

<p>No, because CDFs must be between 0 and 1 inclusive. (A)</p> Signup and view all the answers

Let $X$ be a random variable. If $F_X(x)$ is the CDF of $X$, then $\lim_{x \to \infty} F_X(x)$ is equal to:

<p>$1$ (C)</p> Signup and view all the answers

Suppose you have the CDF for a random variable $X$. Which of the following operations would NOT be valid?

<p>Calculating the derivative of the CDF to find the PMF. (C)</p> Signup and view all the answers

A random variable $X$ has a CDF given by $F_X(x) = cx^2$ for $0 \le x \le 2$, and $F_X(x) = 0$ for $x < 0$ and $F_X(x) = 1$ for $x > 2$. What is the value of the constant $c$?

<p>1/4 (A)</p> Signup and view all the answers

What does a flat (horizontal) region in the graph of a CDF indicate?

<p>The random variable cannot take any values in that region. (D)</p> Signup and view all the answers

Suppose a random variable $X$ only takes non-negative integer values. Which of the following statements must be true about its CDF $F_X(x)$?

<p>$F_X(x) = 0$ for all $x &lt; 0$ (D)</p> Signup and view all the answers

Which statement correctly describes the relationship between the CDF and statistical inference?

<p>The CDF can be used to estimate probabilities and percentiles, which are useful in hypothesis testing and confidence intervals. (C)</p> Signup and view all the answers

Let $X$ be a random variable with CDF $F_X(x)$. What is $P(X < a)$ in terms of $F_X(x)$?

<p>$\lim_{x \to a^-} F_X(x)$ (A)</p> Signup and view all the answers

A gambler plays a game where the probability of winning is 0.6. Let $X$ be 1 if the gambler wins and 0 if they lose. What is the CDF, $F_X(x)$, evaluated at $x=0.5$?

<p>0.4 (D)</p> Signup and view all the answers

If $F_X(x)$ and $F_Y(y)$ are CDFs of random variables $X$ and $Y$ respectively, and $F_X(z) > F_Y(z)$ for some value $z$, what does this imply?

<p>The probability that $X \le z$ is greater than the probability that $Y \le z$. (D)</p> Signup and view all the answers

Which of the following statements best describes the behavior of any CDF as $x$ approaches negative infinity?

<p>The CDF approaches 0. (D)</p> Signup and view all the answers

Flashcards

Cumulative Distribution Function (CDF)

The cumulative distribution function (CDF) of a random variable X is defined as FX(x)=P(X≤x), for all x∈ℝ.

What is CDF?

A function describing the probability that a real-valued random variable X with a given probability distribution will be found to have a value less than or equal to x.

Advantage of CDF

The CDF can be defined for any kind of random variable (discrete, continuous, and mixed).

Study Notes

  • The cumulative distribution function (CDF) is a method for describing the distribution of random variables
  • CDFs can be defined for discrete, continuous, and mixed random variables
  • The CDF of a random variable X is defined as FX(x)=P(X≤x), for all x∈ℝ
  • The subscript X indicates that this is the CDF of the random variable X
  • The CDF is defined for all x∈ℝ
  • For a discrete random variable X with range RX={x1,x2,x3,...}, such that x1

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