Probability density function

Macky15

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Nov 14, 2012
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Hi. Can somebody help me to solve this? Ive been trying to figure this for a week. I'm still confuse if this will need of integrals.


For each of the following, find the constant c so that p(x) satisfies the condition of being a probability density function of a random variable X:




I. p(x) = c(2/3)^x, x ∈ N
II. p(x) = cx, x ∈ {1,2,3,4,5,6}

Hints are very much appreciated. Thanks.
 
First, because x is integer valued, no there is no "integral" involved, just a sum over, in the first case, all integers, and, in the second case, over just x= 1, 2, 3, 4, 5, 6.

For (I) you must have \(\displaystyle \sum_{x= 1}^\infty c(2/3)^x= c\sum_{x= 1}^\infty (2/3)^x= 1\) Do you see that that sum is a geometric series? Do you know a formula for that? (Be careful, your formula may be for 0 to infinity, while this is for 1 to infinity. If your formula does start at 0, just subtract off the the "0" term which is 1.

For (II) you just have the finite sum \(\displaystyle \sum_{x=1}^6 cx= c+ 2c+ 3c+ 4c+ 5c+ 6c= 1\).
 
First, because x is integer valued, no there is no "integral" involved, just a sum over, in the first case, all integers, and, in the second case, over just x= 1, 2, 3, 4, 5, 6.

For (I) you must have \(\displaystyle \sum_{x= 1}^\infty c(2/3)^x= c\sum_{x= 1}^\infty (2/3)^x= 1\) Do you see that that sum is a geometric series? Do you know a formula for that? (Be careful, your formula may be for 0 to infinity, while this is for 1 to infinity. If your formula does start at 0, just subtract off the the "0" term which is 1.

For (II) you just have the finite sum \(\displaystyle \sum_{x=1}^6 cx= c+ 2c+ 3c+ 4c+ 5c+ 6c= 1\).

So in order for it to be valid pdf, the sum must be 1?
 
I deleted your thread on the Statistics board, as it appeared to be an edited duplication of this thread.
 
So in order for it to be valid pdf, the sum must be 1?
i
Any function with non-negative values can be a probability "density" function on a specified domain if the sum of all its values over the domain (for a discrete function like these) or the integral over the domain in the case of an integrable function comes out to be 1.
 
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