GRIET‐ECE 1
UNIT2
1. Explain in detail about cumulative distribution function (CDF)?
Ans:
CUMULATIVE DISTRIBUTION FUNCTION (CDF)
It is the probability that a random variable X takes values less than or equal to x and is
denoted as F
X
(x).
Thus, F
X
(x) = P ( X ≤ x) , where P ( X ≤ x) = ∑ P
i
x
i
≤ x
i.e., to get cumulative distribution function of a random variable X, add all the probabilities
with which 'X' takes all the values less than or equal to x.
Consider the random experiment of tossing a die. Let X be the random variable defined on
the sample space of the above experiment such that it takes values equal to the outcomes of the
experiments.
Thus, the probability distribution of X is
TABLE 1:
The CDF of this random variable is
F
x
( 1 ) = P(X ≤ l) = l/6
F
x
(2) = P( X ≤ 2) = P ( X = 1) + P(X=2) = 2/6
F
x
(3) = P (X≤ 3) = P ( X= 1) + P ( X= 2) + P(X = 3) = 3/6
F
x
(4) = P (X≤ 4) = P ( X= 1) + P( X= 2) + P(X= 3) + P ( X= 4) = 4/6
F
x
( 5 ) = P ( X≤ 5) = P ( X= 1) + P ( X= 2) + P (X 3) + P( X= 4) + P (X=
5)= 5/6
F
x
(6) = P(X≤=6) = P(X= l) + P(X=2) + P(X=3) + P(X4)
+ P(X=5) + P(X=6) = 1
The above CDF is plotted for different values(x
i
) taken by X as
X=x
i
1 2 3 4 5 6
P(x=x
i
) 1/6 1/6 1/6 1/6 1/6 1/6
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Thus, the above plot is a stair case wave form. The above random variable is discrete
random variable, and for any discrete random variable, the CDF plot is a stair case function.
Thus, CDF of a discrete random variable can be expressed as
F
X
( x ) = ∑ P(xi). u(x  xi)
N
ì=1
where P(x
i
) is the probability of X = x
i
and U(x  x
{
) is the unit step function defined from
x = x
i
.
The CDF plot of a continuous random variable will be a continuous function.
The CDF of a mixed random variable is discontinuous, but not in a stair case function.
Ex:
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2. Explain the properties of CDF ?
Ans: PRO PERTI ES O F C D F
1. F
X
( x) ≥ 0 and 0 ≤ F
X
( x) ≤ 1 :
Since, CDF is sum of the probabilities and since probabilities are always nonnegative (i.e.,
greater than or equal to zero), CDF is always nonnegative.
It is numerically bounded between 0 and 1.
2.(i) F
X
(  ∞) = 0 :
As per the definition of CDF, F
X
(∞) = P ( X ≤  ∞) since X is having all the
assigned real values existing between  ∞ and + ∞, and since there are no real numbers
less than  ∞ , P( X ≤∞ ) = 0, i.e., F
X
(∞) = 0
(ii) F
X
(  ∞) = 1 :
As per the definition of CDF, F
X
(∞) = P ( X) i.e., it includes all the values taken by
X and the sum of the probabilities of X taking all the values less than or equal to ∞ is 1.
3 . F
X
( x ) is a nondecreasing function:
i.e., F
X
(x
1
) ≤ F
X
(x
2
) if x
1
< x
2
since F
X
(x
2
) considers as many or more of the events in
the sample space as F
X
(x
1
).
4. F
X
(x
2
)  F
X
(x
1
) = P(x
1
<X ≤ x
2
) if x
2
< x
1.
5. P( X>x ) =1  F
X
( x ) ,
Si nce F
X
( x ) = P( X≤ x )
3. Explain briefly about probability density function and its significance?
Ans:
X=x
i
1 2 3 4 5 6
P(X=x
i
) 1/6 1/6 1/6 1/6 1/6 1/6
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PROBABILITY DENSITY FUNCTION (PDF):
Probability density function (PDF) of a random variable X is defined as
f
X
(x) =
d
dx
F
X
(x).i.e., change in CDF is named as PDF.
Consider the CDF plot in fig 3.1
From x
i
= ∞ to x
i
=0, there is no change in CDF , and hence PDF=0.
At x
i
= 1, CDF is changed by 1/6. So, the Pdf of that random variable at x
i
= 1 is 1/6
From x
i
= 1 to x
i
= 2, there is no change in CDF and hence Pdf = 0.
At x
i
= 2, CDF is changed from 1/6 to 2/6 i.e., by 1/6, and so Pdf  1/6.
Thus, the plot of Pdf is given as
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Thus, the PDF of a discrete random variable is an impulse train. Thus ,the PDF of a discrete
random variable can be expressed
d
dx
F
X
(x) =
d
dx
∑ P(x
ì
). u(x x
ì
)
ì
]
∑ P(x
ì
). o(x x
ì
)
ì
j
d
dx
u(x) = o(x)[
For a continuous random variable since CDF is a continuous function, its Pdf which is d/dx(CDF) is also a
continuous function, provided the derivative exists. In the CDF plot of a continuous random variable, at the points
where there is an abrupt change in the slope, the Pdf is plotted as a steptype discontinuity.
Significance of PDF:
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Consider the following probability distribution of a discrete of a discrete random variable X:
X=x
i
1 2 3
P(X
=x
i
)
1
/
3
1
/
3
1
/
3
Its PDF plot is
Here, Pdf at X = 1 is 1/3 and P ( X = 1) is also 1/3 . Similarly Pdf at X = 2 is same
P( X = 2) and so on.
Thus, for a discrete random variable, probability and probability density function are found to be the same.
So, to specify a discrete random variable, both of the above need not be specified.
4. Explain the properties of PDF?
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Ans:
PROPERTIES OF PDF:
1. f
X
( x ) ≥ 0
Since, Pdf is the change in CDF and CDF always changes by a non negative amount i.e.
probability, Pdf is always nonnegative.
2. ] ¡(x). Jx = 1
«
«
since f
X
x =
d
dx
F
X
(x) =] ¡(x). Jx = F
X
(x)
«
«
= F
X
(+∞)  F
X
(∞)
From the property of CDF, F
X
(+∞)=1 and F
X
(∞) = u
Therefore ] ¡(x). Jx = 1
«
«
Similarly, sinef(x).dx is the probability for a random variable X to be present in a range of
width dx, the total probability for X to be in the range (∞,∞ ) is 1.
So, ] ¡(x). Jx = 1
«
«
Thus, the area enabled by the pdf between the density limits is always equal to unity.
3. F
X
(x) = ] ¡
X
(x). Jx
x
«
Consider a random variable X with a density function f ( x) =
x
6
for 2 ≤ x ≤ 4
= 0 else where
Its CDF is given as F
X
(x) =]¡(x) . Jx
To decide the limits of the integration
(i) First, consider the limits as it is defined for X.
F
X
(x)=]
x
6
4
2
dx =1
These limits give the value of F
X
( x) at ∞ i.e., at the largest value taken by X i.e., 4. But, the
CDF at remaining X between 2 and 4 can't be obtained.
(ii) So, to get an expression for CDF in terms of x, take the lower limits of the integration as
defined for X and upper limit as x
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So, F
X
(x) = ]
x
6
Jx
x
2
=
x
2
4
12
Thus, for whatever ‘x’ we want to find the CDF ,that ‘x’ can be substituted.
Thus, F
X
(x) = 0 for x < 2
=
x
2
4
12
for 2 ≤ x ≤ 4
= 1 for x > 4
5. Explain the Gaussian distribution with a neat sketch of CDF and PDF?
Ans:
The PDF of a Gaussian distribution is given as
f (x)=
1
2Пo
2
e
(xm)
2
2o
2
This is also called normal density function N (m, σ
2
), where m is mean of the random variable X and σ
2
is its variance consider
J
Jx
¡(x) = u
=
1
¸
2Пo
2
e
(xm)
2
2o
2
j
2(xm)
2o
2
[ = û
= x=m
i.e. , Gaussian density is of maximum value at x= m and that maximum value is
1
¸
2Пo
2
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Its density is plotted as
It is a bell shaped
curve, and extends
from x =∞ to x = +
∞ and encloses unit
area.
Consider P(X ≤ K)=] ¡(x)Jx
k
«
=1] ¡(x)Jx
«
k
P(X ≤ K)=1]
1
2Пo
2
e
(xm)
2
2o
2
Jx
«
k
Let
xm
c
=p i.e., dx=σ dp
Lower limit for P=
xm
o
Upper limit for P= o
Therefore P(X ≤ K) = 1 
1
√2П
] c

p
2
2
JP
«
km
o
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=1Qj
km
c
[
Therefore The CDF of Gaussian distribution is
F
X
(x) =1 Qj
km
c
[
It is plotted as
6. (a)Explain CDF and PDF for a random variable ?
(b)Explain condition distribution and state its properties
(c)What is conditional density .List its properties
ANS: (a) Cumulative Distribution Function (CDF):
This function is very close to relative frequency function which gives the probabilities of
different outcomes of a random experiment. The CDF is the probability less than or equal to
some specified value or outcome of a random experiment.
This is defined as
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where x
k
is some value that belongs to the random variable X. Note that, F
X
(x
k
) is a function of
x, not of the random variable X. For any point x
k
, the distribution function F
X
( x
k
) express a
probability.
Probability Density Function (PDF):
The probability density function is defined as
With reference to the following plot of the distribution function against the possible outcome
Therefore the probability of finding random variable x in infinitesimally small interval 'dx'
is given by
P( x ≤ X≤ ( x + dx)) = P
X
( x ) dx
Similarly probability of finding random variable between x
1
to x
2
is given by
P(x
1
≤ X ≤ x
2
) = ] P
X
(x)
x
2
x
1
dx
We know that conditional probability of A given that B already occurred can be given by
P[
A
B
¸ =
P(A n B)
P(B)
Let event A = { X<x } for the random variable X. Then conditional distribution function
of X is symbolically expressed and mathematically defined as
F
X
[
A
B
¸ = P [X ¸
x
B
¸
=
P{X<x n B]
P(B)
Where X ¸ x n B
implies the joint event
{X ¸ x ]n B
Properties of Conditional Distribution:
1. F
X
[
«
B
¸ = u
2. F
X
[
«
B
¸ = 1
3. F
X
[
x
B
¸ ¸ u
4. F
X
[
x
B
¸ ¸ 1
5. F
X
[
x
1
B
¸
≤ F
X
[
x
2
B
¸
if x
1
≤ x
2
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6
.P[x
1
< X ¸
x
2
B
¸ =F
X
[
x
2
B
¸F
X
(x
1
)
(c) Conditional density function of a random variable X is defined as the derivative of the
conditional distribution function. It is expressed as
P
X
[
x
B
¸ =
dF[
x
B
¸
dx
Properties:
1.P
X
[
x
B
¸ ¸ u
2.] PX[
x
B
¸ Jx = 1
«
«
3. F
X
[
x
B
¸ = ] PX[
x
B
¸ Jx
x
«
4. P]x
1
< X ¸
x
2
B
¿ = ] P
X
[
x
B
¸ Jx
x
2
x
1
7. A random variable X is having a CDF given by
F
X
(x) =0 for x<0
= kx
2
for 0 ≤ x ≤ 10
= 100k for x > 10
Find (a) k (b)P(X≤5) (c) P(5<X≤7)
sol:
(a) Since Fx(∞) =1 => 100 K= 1
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=> K= 1/100
(b) By definition of CDF, F
X
(x)= P(X≤x)
Here, we have to find P (X < 5) i.e., FX(5)
F
X
(5)=F
X
(x) =Kx
2
=25K=25/100=1/4
(c) Since P(x1< X ≤ x2) = F
X
(x
2
) –F
X
(x
1
)
P(5<X≤7)=F
X
(7)F
X
(5)=Kx
2
│
x=7
 Kx
2
│
x=5
=49K25K=24K=24/100
8. Find the values of the constants 'a' and 'b' such that the CDF = [1 — a.e
x
h
]
u (x) is a valid distribution function, u (x) is a unit step function.
Sol: F
X
(x) will be a valid distribution function if and only if the corresponding pdf F
X
(x) is
valid
F
X
(x)=
d
dx
F
X
(x) =
d
dx
[1 — a.c
x
b
]
=
u
b
c
x
b
For F
X
(x) to be valid, it should enclose unit area
i.e. ] ¡(x). Jx = 1 => ]
u
b
c
x
b
. Jx = 1
«
0
«
0
=>a=1
Thus, for the above CDF to be valid distribution function, a = 1; b ≠ 0
8. A Rayleigh function is given by
f
X
(x)=x.e
x
2
2
for x ≥ 0
=0 for x<0
Find the CDF?
Sol: f
X
(x)=] ¡(t)
x
0
= ] tc
t
2
2
. Jt
x
0
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Let
t
2
2
= P =>2t/2 .dt=dp
=>t.dt=dp
Lower limit for p=0
Upper limit for p=x
2
/2
Therefore F
X
(x)=] c
p
. Jp = c
p
x
2
2
x
(from x
2
/2 to 0)=1c
x
2
2
Therefore F
X
(x)=[1e
x
2
2
]u(x)
9. Consider the probability density/ (x) where x is a random variable whose allowable
values range from x =  ∞ to ∞. Find:
(i) The CDF F (x)
(ii) The relationship between a & b and
(iii) The probability 'that the outcome x lies
between 1 and 2.
Sol:
(i) The CDF F(x)
For x<0 F
X
(x)=] o. c
bx
x
«
dx=aj
c
bx
b
[=
u
b
. c
bx
For x≥0 F
X
(x)= ] o. c
bx
0
«
dx +] o. c
bx
x
0
dx
=
u
b
c
bx
]
«
0
+
u
b
c
bx
]
0
x
=
u
b
+
u
b
1 c
bx
]
(ii)The relationship between a and b
] c
bx
0
«
+ ] o. c
bx
«
0
Jx=1
u
b
c
bx
]
«
0
+
u
b
c
bx
]
0
«
=1
o
b
+
o
b
= 1 => 2o = b => b =
o
2
(iii) The probability 'that the outcome x lies between 1 and 2.
P(1<X<2)=] ae
hx
dx
2
1
=
u
b
c
bx
]
1
2
=
u
b
(c
b
c
2b
)
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GRIET‐ECE 15
10.consider the experiment of tossing four fair coins .The random variables X
is associated with the number of tails showing. Compute and sketch the CDF
of x
Sol:
Outcome of the Expt. No. of Tails Appeared Value Taken by X
p(X = xj)
TTTT 4 4 1/16
TTTH 3 3 1/16
TTHT 3 ' 3 1/16
TTHH 2 2 1/16
THTT 3 3 1/16
THTH 2 2 1/16
THHT 2 2 1/16
THHH 1 1 1/16
HTTT 3 3 1/16
HTTH 2 2 1/16
HTHT 2 2 1/16
HTHH 1 1 1/16
HHTT 2 2 1/16
HHTH 1 1 1/16
HHHT 1 1 1/16
HHHH 0 0 1/16
The probability distribution of X is
x
i
0 1 2 3 4
P(X= x
i
) 1/16 4/16 6/16 4/16 1/16
T h e c o r r e s p o n d i n g C DF i s
F
X
( 0 ) = 1 / 1 6 ; F
X
(1) = 5 / 1 6 ; F
X
( 2 ) = 1 1 / 1 6 ; F
X
( 3 ) = 1 5 / 1 6 ; F
X
( 4 ) = 1
T h e C DF
i s p l o t a s
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