Finding constant from probability mass function
$begingroup$
Let $X$ be a discrete random variable with probability distribution (probability mass function),
$P(x) = c(frac{1}{3})^x, x = 0,1,2,...$
a) Find $c$ such that $P(x)$ is a legitimate PDF.
b) Find the CDF of $X$, $F(x), x ∈ {0,1,2,...}$
b) Here I was thinking of using this formula:
$sum_{k = 1}^x P(k)$
So,
$sum_{k = 0}^x c(frac{1}{3})^k = sum_{k = 1}^x c(frac{1}{3})^{x - 1}$
$= cfrac{(1 - frac{1}{3}^x)}{1 - frac{1}{3}}$
Does it even make sense?
I'm stuck on a)
probability functions random-variables
$endgroup$
add a comment |
$begingroup$
Let $X$ be a discrete random variable with probability distribution (probability mass function),
$P(x) = c(frac{1}{3})^x, x = 0,1,2,...$
a) Find $c$ such that $P(x)$ is a legitimate PDF.
b) Find the CDF of $X$, $F(x), x ∈ {0,1,2,...}$
b) Here I was thinking of using this formula:
$sum_{k = 1}^x P(k)$
So,
$sum_{k = 0}^x c(frac{1}{3})^k = sum_{k = 1}^x c(frac{1}{3})^{x - 1}$
$= cfrac{(1 - frac{1}{3}^x)}{1 - frac{1}{3}}$
Does it even make sense?
I'm stuck on a)
probability functions random-variables
$endgroup$
add a comment |
$begingroup$
Let $X$ be a discrete random variable with probability distribution (probability mass function),
$P(x) = c(frac{1}{3})^x, x = 0,1,2,...$
a) Find $c$ such that $P(x)$ is a legitimate PDF.
b) Find the CDF of $X$, $F(x), x ∈ {0,1,2,...}$
b) Here I was thinking of using this formula:
$sum_{k = 1}^x P(k)$
So,
$sum_{k = 0}^x c(frac{1}{3})^k = sum_{k = 1}^x c(frac{1}{3})^{x - 1}$
$= cfrac{(1 - frac{1}{3}^x)}{1 - frac{1}{3}}$
Does it even make sense?
I'm stuck on a)
probability functions random-variables
$endgroup$
Let $X$ be a discrete random variable with probability distribution (probability mass function),
$P(x) = c(frac{1}{3})^x, x = 0,1,2,...$
a) Find $c$ such that $P(x)$ is a legitimate PDF.
b) Find the CDF of $X$, $F(x), x ∈ {0,1,2,...}$
b) Here I was thinking of using this formula:
$sum_{k = 1}^x P(k)$
So,
$sum_{k = 0}^x c(frac{1}{3})^k = sum_{k = 1}^x c(frac{1}{3})^{x - 1}$
$= cfrac{(1 - frac{1}{3}^x)}{1 - frac{1}{3}}$
Does it even make sense?
I'm stuck on a)
probability functions random-variables
probability functions random-variables
asked Oct 3 '17 at 19:34
HelloHello
1591317
1591317
add a comment |
add a comment |
1 Answer
1
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oldest
votes
$begingroup$
To find $c$ we must have
$$
sum_{x=0}^{infty}P(x)=1quadLongrightarrow quadsum_{x=0}^{infty}cleft(frac 13right)^x=cfrac32=1quadLongrightarrow quad c=frac23
$$
For b) we have
$$
F(x)=sum_{k=0}^{x}P(x)=frac23sum_{k=0}^{x}left(frac 13right)^k=1-frac{1}{3^{x+1}}qquad text{for};x=0,1,2,ldots
$$
and $0$ elsewhere.
$endgroup$
$begingroup$
How do you go from $sum_{x=0}^{infty}cleft(frac 13right)^x$ to $cfrac32$?
$endgroup$
– Hello
Oct 3 '17 at 19:44
1
$begingroup$
This is a geometric series: $sum_{k=0}^infty r^k=frac{1}{1-r}$ for $|r|<1$
$endgroup$
– alexjo
Oct 3 '17 at 19:45
$begingroup$
I know that. I'm just a little confused as to how to plug in infinity
$endgroup$
– Hello
Oct 3 '17 at 19:48
$begingroup$
For $r=frac 13$ you have $sum_{k=0}^{infty}c(1/3)^k=csum_{k=0}^{infty}(1/3)^k=frac{c}{1-frac 13}=frac{c}{frac 23}=1$ and then $c=frac 23$.
$endgroup$
– alexjo
Oct 3 '17 at 19:51
$begingroup$
The partial sum is $sum_{k=0}^{n}r^k=frac{1-r^{n+1}}{1-r}$ and taking the limit for $ntoinfty$ with $|r|<1$, $r^{n+1}to 0$ and then $$sum_{k=0}^{infty}r^k=lim_{ntoinfty}sum_{k=0}^{n}r^k=lim_{ntoinfty}frac{1-r^{n+1}}{1-r}=frac{1}{1-r}qquad |r|<1$$
$endgroup$
– alexjo
Oct 3 '17 at 19:56
|
show 2 more comments
Your Answer
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1 Answer
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active
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1 Answer
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active
oldest
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active
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active
oldest
votes
$begingroup$
To find $c$ we must have
$$
sum_{x=0}^{infty}P(x)=1quadLongrightarrow quadsum_{x=0}^{infty}cleft(frac 13right)^x=cfrac32=1quadLongrightarrow quad c=frac23
$$
For b) we have
$$
F(x)=sum_{k=0}^{x}P(x)=frac23sum_{k=0}^{x}left(frac 13right)^k=1-frac{1}{3^{x+1}}qquad text{for};x=0,1,2,ldots
$$
and $0$ elsewhere.
$endgroup$
$begingroup$
How do you go from $sum_{x=0}^{infty}cleft(frac 13right)^x$ to $cfrac32$?
$endgroup$
– Hello
Oct 3 '17 at 19:44
1
$begingroup$
This is a geometric series: $sum_{k=0}^infty r^k=frac{1}{1-r}$ for $|r|<1$
$endgroup$
– alexjo
Oct 3 '17 at 19:45
$begingroup$
I know that. I'm just a little confused as to how to plug in infinity
$endgroup$
– Hello
Oct 3 '17 at 19:48
$begingroup$
For $r=frac 13$ you have $sum_{k=0}^{infty}c(1/3)^k=csum_{k=0}^{infty}(1/3)^k=frac{c}{1-frac 13}=frac{c}{frac 23}=1$ and then $c=frac 23$.
$endgroup$
– alexjo
Oct 3 '17 at 19:51
$begingroup$
The partial sum is $sum_{k=0}^{n}r^k=frac{1-r^{n+1}}{1-r}$ and taking the limit for $ntoinfty$ with $|r|<1$, $r^{n+1}to 0$ and then $$sum_{k=0}^{infty}r^k=lim_{ntoinfty}sum_{k=0}^{n}r^k=lim_{ntoinfty}frac{1-r^{n+1}}{1-r}=frac{1}{1-r}qquad |r|<1$$
$endgroup$
– alexjo
Oct 3 '17 at 19:56
|
show 2 more comments
$begingroup$
To find $c$ we must have
$$
sum_{x=0}^{infty}P(x)=1quadLongrightarrow quadsum_{x=0}^{infty}cleft(frac 13right)^x=cfrac32=1quadLongrightarrow quad c=frac23
$$
For b) we have
$$
F(x)=sum_{k=0}^{x}P(x)=frac23sum_{k=0}^{x}left(frac 13right)^k=1-frac{1}{3^{x+1}}qquad text{for};x=0,1,2,ldots
$$
and $0$ elsewhere.
$endgroup$
$begingroup$
How do you go from $sum_{x=0}^{infty}cleft(frac 13right)^x$ to $cfrac32$?
$endgroup$
– Hello
Oct 3 '17 at 19:44
1
$begingroup$
This is a geometric series: $sum_{k=0}^infty r^k=frac{1}{1-r}$ for $|r|<1$
$endgroup$
– alexjo
Oct 3 '17 at 19:45
$begingroup$
I know that. I'm just a little confused as to how to plug in infinity
$endgroup$
– Hello
Oct 3 '17 at 19:48
$begingroup$
For $r=frac 13$ you have $sum_{k=0}^{infty}c(1/3)^k=csum_{k=0}^{infty}(1/3)^k=frac{c}{1-frac 13}=frac{c}{frac 23}=1$ and then $c=frac 23$.
$endgroup$
– alexjo
Oct 3 '17 at 19:51
$begingroup$
The partial sum is $sum_{k=0}^{n}r^k=frac{1-r^{n+1}}{1-r}$ and taking the limit for $ntoinfty$ with $|r|<1$, $r^{n+1}to 0$ and then $$sum_{k=0}^{infty}r^k=lim_{ntoinfty}sum_{k=0}^{n}r^k=lim_{ntoinfty}frac{1-r^{n+1}}{1-r}=frac{1}{1-r}qquad |r|<1$$
$endgroup$
– alexjo
Oct 3 '17 at 19:56
|
show 2 more comments
$begingroup$
To find $c$ we must have
$$
sum_{x=0}^{infty}P(x)=1quadLongrightarrow quadsum_{x=0}^{infty}cleft(frac 13right)^x=cfrac32=1quadLongrightarrow quad c=frac23
$$
For b) we have
$$
F(x)=sum_{k=0}^{x}P(x)=frac23sum_{k=0}^{x}left(frac 13right)^k=1-frac{1}{3^{x+1}}qquad text{for};x=0,1,2,ldots
$$
and $0$ elsewhere.
$endgroup$
To find $c$ we must have
$$
sum_{x=0}^{infty}P(x)=1quadLongrightarrow quadsum_{x=0}^{infty}cleft(frac 13right)^x=cfrac32=1quadLongrightarrow quad c=frac23
$$
For b) we have
$$
F(x)=sum_{k=0}^{x}P(x)=frac23sum_{k=0}^{x}left(frac 13right)^k=1-frac{1}{3^{x+1}}qquad text{for};x=0,1,2,ldots
$$
and $0$ elsewhere.
edited Oct 3 '17 at 20:08
answered Oct 3 '17 at 19:38
alexjoalexjo
12.4k1430
12.4k1430
$begingroup$
How do you go from $sum_{x=0}^{infty}cleft(frac 13right)^x$ to $cfrac32$?
$endgroup$
– Hello
Oct 3 '17 at 19:44
1
$begingroup$
This is a geometric series: $sum_{k=0}^infty r^k=frac{1}{1-r}$ for $|r|<1$
$endgroup$
– alexjo
Oct 3 '17 at 19:45
$begingroup$
I know that. I'm just a little confused as to how to plug in infinity
$endgroup$
– Hello
Oct 3 '17 at 19:48
$begingroup$
For $r=frac 13$ you have $sum_{k=0}^{infty}c(1/3)^k=csum_{k=0}^{infty}(1/3)^k=frac{c}{1-frac 13}=frac{c}{frac 23}=1$ and then $c=frac 23$.
$endgroup$
– alexjo
Oct 3 '17 at 19:51
$begingroup$
The partial sum is $sum_{k=0}^{n}r^k=frac{1-r^{n+1}}{1-r}$ and taking the limit for $ntoinfty$ with $|r|<1$, $r^{n+1}to 0$ and then $$sum_{k=0}^{infty}r^k=lim_{ntoinfty}sum_{k=0}^{n}r^k=lim_{ntoinfty}frac{1-r^{n+1}}{1-r}=frac{1}{1-r}qquad |r|<1$$
$endgroup$
– alexjo
Oct 3 '17 at 19:56
|
show 2 more comments
$begingroup$
How do you go from $sum_{x=0}^{infty}cleft(frac 13right)^x$ to $cfrac32$?
$endgroup$
– Hello
Oct 3 '17 at 19:44
1
$begingroup$
This is a geometric series: $sum_{k=0}^infty r^k=frac{1}{1-r}$ for $|r|<1$
$endgroup$
– alexjo
Oct 3 '17 at 19:45
$begingroup$
I know that. I'm just a little confused as to how to plug in infinity
$endgroup$
– Hello
Oct 3 '17 at 19:48
$begingroup$
For $r=frac 13$ you have $sum_{k=0}^{infty}c(1/3)^k=csum_{k=0}^{infty}(1/3)^k=frac{c}{1-frac 13}=frac{c}{frac 23}=1$ and then $c=frac 23$.
$endgroup$
– alexjo
Oct 3 '17 at 19:51
$begingroup$
The partial sum is $sum_{k=0}^{n}r^k=frac{1-r^{n+1}}{1-r}$ and taking the limit for $ntoinfty$ with $|r|<1$, $r^{n+1}to 0$ and then $$sum_{k=0}^{infty}r^k=lim_{ntoinfty}sum_{k=0}^{n}r^k=lim_{ntoinfty}frac{1-r^{n+1}}{1-r}=frac{1}{1-r}qquad |r|<1$$
$endgroup$
– alexjo
Oct 3 '17 at 19:56
$begingroup$
How do you go from $sum_{x=0}^{infty}cleft(frac 13right)^x$ to $cfrac32$?
$endgroup$
– Hello
Oct 3 '17 at 19:44
$begingroup$
How do you go from $sum_{x=0}^{infty}cleft(frac 13right)^x$ to $cfrac32$?
$endgroup$
– Hello
Oct 3 '17 at 19:44
1
1
$begingroup$
This is a geometric series: $sum_{k=0}^infty r^k=frac{1}{1-r}$ for $|r|<1$
$endgroup$
– alexjo
Oct 3 '17 at 19:45
$begingroup$
This is a geometric series: $sum_{k=0}^infty r^k=frac{1}{1-r}$ for $|r|<1$
$endgroup$
– alexjo
Oct 3 '17 at 19:45
$begingroup$
I know that. I'm just a little confused as to how to plug in infinity
$endgroup$
– Hello
Oct 3 '17 at 19:48
$begingroup$
I know that. I'm just a little confused as to how to plug in infinity
$endgroup$
– Hello
Oct 3 '17 at 19:48
$begingroup$
For $r=frac 13$ you have $sum_{k=0}^{infty}c(1/3)^k=csum_{k=0}^{infty}(1/3)^k=frac{c}{1-frac 13}=frac{c}{frac 23}=1$ and then $c=frac 23$.
$endgroup$
– alexjo
Oct 3 '17 at 19:51
$begingroup$
For $r=frac 13$ you have $sum_{k=0}^{infty}c(1/3)^k=csum_{k=0}^{infty}(1/3)^k=frac{c}{1-frac 13}=frac{c}{frac 23}=1$ and then $c=frac 23$.
$endgroup$
– alexjo
Oct 3 '17 at 19:51
$begingroup$
The partial sum is $sum_{k=0}^{n}r^k=frac{1-r^{n+1}}{1-r}$ and taking the limit for $ntoinfty$ with $|r|<1$, $r^{n+1}to 0$ and then $$sum_{k=0}^{infty}r^k=lim_{ntoinfty}sum_{k=0}^{n}r^k=lim_{ntoinfty}frac{1-r^{n+1}}{1-r}=frac{1}{1-r}qquad |r|<1$$
$endgroup$
– alexjo
Oct 3 '17 at 19:56
$begingroup$
The partial sum is $sum_{k=0}^{n}r^k=frac{1-r^{n+1}}{1-r}$ and taking the limit for $ntoinfty$ with $|r|<1$, $r^{n+1}to 0$ and then $$sum_{k=0}^{infty}r^k=lim_{ntoinfty}sum_{k=0}^{n}r^k=lim_{ntoinfty}frac{1-r^{n+1}}{1-r}=frac{1}{1-r}qquad |r|<1$$
$endgroup$
– alexjo
Oct 3 '17 at 19:56
|
show 2 more comments
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