Suppose that Y is a random variable that takes on only

Chapter 4, Problem 5E

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QUESTION:

Suppose that  is a random variable that takes on only integer values  and has distribution function \(F(y)\). Show that the probability function \(p(y)=P(Y=y)\) is given by

              \(p(y)=\left\{\begin{array}{ll}

F(1), & y=1, \\

F(y)-F(y-1), & y=2,3, \ldots .

\end{array}\right.

\)

Equation Transcription:

Text Transcription:

F(y)

p(y)=P(Y=y)

p(y)=F(1),

y=1

p(y)=F(1)-F(y-1)

y=2

Questions & Answers

QUESTION:

Suppose that  is a random variable that takes on only integer values  and has distribution function \(F(y)\). Show that the probability function \(p(y)=P(Y=y)\) is given by

              \(p(y)=\left\{\begin{array}{ll}

F(1), & y=1, \\

F(y)-F(y-1), & y=2,3, \ldots .

\end{array}\right.

\)

Equation Transcription:

Text Transcription:

F(y)

p(y)=P(Y=y)

p(y)=F(1),

y=1

p(y)=F(1)-F(y-1)

y=2

ANSWER:

Solution:

Step 1 of 2:

Let Y is a random variable that takes on only integer values 1, 2, 3, … and has the distribution function F(y)

The claim is to show that the probability function p(y) = P(Y = y)


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