MA208 –Probability Theory and

Applications
O NE -D IMENSIONAL R ANDOM VARIABLES

Dr. Kedarnath (MACS) February 3, 2021 1 / 10

C UMULATIVE D ISTRIBUTION F UNCTION (CDF)
Let X be a DRV. The CDF of X is defined as:

Fx (x) , P (X ≤ x) ∀x ∈ R

T HEOREM
X
If X is a DRV. Fx (x) = px (xi ), xi ∈ RX .
xi ≤x

P ROPERTIES OF CDF FX (x)

(i) 0 ≤ Fx (x) ≤ 1
(ii) Fx (x1 ) ≤ Fx (x2 ) for x1 ≤ x2 (Fx (x) is a non decreasing function)
(iii) lim Fx (x) = Fx (∞) = 1
x→∞
(iv) lim Fx (x) = Fx (−∞) = 0
x→−∞

Dr. Kedarnath (MACS) February 3, 2021 2 / 10

E XERCISE
Let X be a DRV. Show that
(a) P (a < X ≤ b) = Fx (b) − Fx (a)
(b) P (X > a) = 1 − Fx (a)
(c) P (a ≤ X ≤ b) = P (X = a) + Fx (b) − Fx (a)
(d) P (a < X < b) = Fx (b) − Fx (a) − P (X = b)
(e) P (a ≤ X < b) = P (X = a) + Fx (b) − Fx (a) − P (X = b)

Dr. Kedarnath (MACS) February 3, 2021 3 / 10

Dr. Kedarnath (MACS) February 3, 2021 4 / 10
E XAMPLE
An information source generates symbols at random from four letter alphabet
{a, b, c, d} with probabilities P (a) = 12 , P (b) = 41 , P (c) = P (d) = 18 . A coding scheme
encodes these symbols into binary codes as follows:

a b c d
0 10 110 111

Let X be a RV denoting the length of the code, that is, the number of binary symbols
(bits).
(a) What is the Range of X
(b) Find the PMF of X
(c) Find the CDF of X
(d) Sketch both PMF and CDF
(e) Find
(i) P (X ≤ 1)
(ii) P (1 < X ≤ 2)
(iii) P (X > 1)
(iv) P (1 ≤ X ≤ 2)

Dr. Kedarnath (MACS) February 3, 2021 5 / 10

A NSWER
(a) Rx = {1, 2, 3}
(b) The PMF of X is found as :
1
px (1) = P (X = 1) = P ({a}) =
2
1
px (2) = P (X = 2) = P ({b}) =
4
1
px (3) = P (X = 3) = P ({c, d}) = P (c) + P (d) =
4

Dr. Kedarnath (MACS) February 3, 2021 6 / 10

A NSWER
(c) The CDF is found as follows



0 x<1


 1 1
0 + 2 = 2 1≤x<2



Fx (x) = 1 1 3
 + = 2≤x<3
2 4 4



3 + 1 = 1


x≥3

4 4
(d) The Sketch of PMF and CDF

Dr. Kedarnath (MACS) February 3, 2021 7 / 10

A NSWER
1
(e) (i) P (X ≤ 1) = Fx (1) = 2

(ii) P (1 < X ≤ 2) = Fx (2) − Fx (1)

= 34 − 12 = 41

(iii) P (X > 1) = 1 − P (X ≤ 1)
= 1 − Fx (1)
= 1 − 21 = 12

(iv) P (1 ≤ X ≤ 2) = P (X = 1)) + Fx (2) − Fx (1)

= 12 + 34 − 12
3
= 4

Dr. Kedarnath (MACS) February 3, 2021 8 / 10

E XERCISE
Toss a fair coin n times. Define X(ω) = #H’s in ω, ω ∈ Ω
(a) Find PMF of X
(b) Find CDF of X
(c) Sketch both PMF and CDF.

Dr. Kedarnath (MACS) February 3, 2021 9 / 10

Dr. Kedarnath (MACS) February 3, 2021 10 / 10