1
$\begingroup$

I have the following cumulative distribution function:

$F(x)=\begin{cases} 0& \text{ if } x<0 \\ \frac{1}{4}+\frac{1}{6}(4x-x^2) & \text{ if } 0\leq x<1\\ 1& \text{ if } x\geq1 \end{cases} $

Now, it is required to calculate the probability $P(X=0|0\leq x<1)$. How can I obtain the probability at a single point when the function given is a continuous function in the given range $ 0\leq x<1$?

Edit: Actually, I know how to solve these types of questions but I am getting problem in this problem specifically. I think that the condition that has been given in this probability makes the density continuous and the probability will turn out to be zero. If I had to solve the problem without condition ($ 0\leq x<1$), then probability that the random variable takes value zero will be equal to $\frac{1}{4}$. But, for this problem answer has been given as $0.33$. I am not able to understand how this answer has been obtained?.

$\endgroup$
1
  • 1
    $\begingroup$ This self-study question requires more input from you on why you cannot solve it on your own. $\endgroup$
    – Xi'an
    Jan 19, 2018 at 11:29

2 Answers 2

2
$\begingroup$

We have $$\mathbb{P}[X=0|0\leq X<1] = \dfrac{\mathbb{P}[X=0,0\leq X<1]}{\mathbb{P}[0\leq X<1]}$$ $\{X=0\}\cap\{0\leq X<1\} = \{X=0\}$ so the denominator above is equal to $\mathbb{P}[X=0]$, and $\mathbb{P}[0\leq X<1] = F(1)-F(0) = \frac{3}{4}$.

However, it should be noted here that this CDF has two jump discontinuities at points $x=0$ and $x=1$ as seen here: enter image description here

This means that $X$ is in fact a mixed random variable, and since CDFs are right-continuous, we have that $\mathbb{P}[X=0]=\frac{1}{4}$, which is the size of the jump at $x=0$. Thus, our desired probability is equal to $\frac{1}{3}$.

On a last note, while this answer might not provide much more information about the result itself, I thought it informative to mention the fact that $X$ is a mixed r.v. (thus "both" discrete and continuous) and that the value at $x=0$ (or any other discontinuity point for that matter) should not be taken lightly, or at least, without any mention to the properties of the CDF.

$\endgroup$
2
  • $\begingroup$ One more thing, can you suggest me any source from where I can find more of such mixed CDF type problem. $\endgroup$
    – userNoOne
    Jan 20, 2018 at 2:14
  • $\begingroup$ The link I provided above is a good and quick intro, but if you are looking for more detailed explanations and examples you can find some here and here. $\endgroup$
    – Emil
    Jan 20, 2018 at 11:33
1
$\begingroup$

1/4 is the place to start. However, you have to divide by the probability that x is less than 1 (the given). P(X<1) = 0.75 or 3/4. So 1/4 divided by 3/4 gives you 1/3.

$\endgroup$
1
  • $\begingroup$ F(1) = 1 according to the formula $\endgroup$
    – meh
    Jan 19, 2018 at 14:07

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.

Not the answer you're looking for? Browse other questions tagged or ask your own question.