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Probability Mass Function

The document discusses three key probability concepts: 1. The probability mass function (PMF) defines the probability distribution of a discrete random variable and has properties such as all probabilities being positive and summing to 1. 2. The probability density function defines the probability distribution of a continuous random variable and graphs the probability of a variable falling within an interval. 3. The cumulative distribution function (CDF) gives the probability of a random variable being less than or equal to a value and has properties like being non-increasing and having values between 0 and 1.

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M sobrul Islam
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263 views2 pages

Probability Mass Function

The document discusses three key probability concepts: 1. The probability mass function (PMF) defines the probability distribution of a discrete random variable and has properties such as all probabilities being positive and summing to 1. 2. The probability density function defines the probability distribution of a continuous random variable and graphs the probability of a variable falling within an interval. 3. The cumulative distribution function (CDF) gives the probability of a random variable being less than or equal to a value and has properties like being non-increasing and having values between 0 and 1.

Uploaded by

M sobrul Islam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

Probability Mass Function :

The probability distribution of a Discrete Random Variable is called as Probability


Mass Function or PMF. The probability mass function, f(x) = P(X = x), of a discrete
random variable X has the following properties:

1. All probabilities are positive : P(x) ≥ 0.


2. Any event in the distribution has a probability of happening of
between 0 and 1. 0 ≤ P(x) ≤ 1. (e.g. 0% and 100%).
3. The sum of all probabilities is 1. So ∑P(x) = 1.

Probability Density Function :

The probability density function is the statistical function that defines the probability
distribution of a continuous random variable. When the probability density function is
graphically plotted, the area under the curve will indicate the interval in which the
variable will fall. The total area in this interval of the graph equals the probability of a
discrete random variable occurring. The sum of all probabilities should be equal to 1. It
is impossible to find the probability of a particular continuous random variable since
the summation of probability of all random variables within an interval will be infinite.

Cumulative Distributive Function :

The cumulative distribution function is is applicable for both discrete and continuous
random variable.The cumulative distribution function gives the cumulative value from
negative infinity up to a random variable X and is defined by the following notation:

F(x) = P(X≤x)

Cumulative Distribution Function?


The Cumulative Distribution Function (CDF), of a real-valued random variable X, evaluated at x, is the
probability function that X will take a value less than or equal to x.

Properties of Cumulative Distribution Function

The Cumulative Distribution Function FX(x) of the variable has some important
properties. If any of the given properties are fulfilled, the function can be said as the
cumulative distribution function of that variable.

• Every CDF function is a non-increasing and right continuous function. In other


words, Limx→→-∞ FX(x) = 0 and limx→→+∞ FX(x) = 1.
• If ‘X’ is defined as a discrete random variable then its value is x1, x2, x3, ……
etc, and the probability Pi = p(xi). Thus, the CDF of the variable is discontinuous
at x1, x2, x3,... FX(x) = P(X ≤ x) = ∑xi ≤ x. P(X = xi) = ∑i ≤ x p(xi).

• If the CDF of a real-valued function is said to be continuous, then ‘X’ is called a


continuous random variable Fx(b) - Fx(a) = P(a < X ≤ b) = ∫ab fX(x) dx.

The function fX is a derivative of FX that is defined as the probability density function of X.

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