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YEAR 12 · DISCRETE PROBABILITY DISTRIBUTIONS · 18 MIN

Probability functions and cumulative probabilities

Move between a probability function and cumulative probabilities, paying attention to strict inequalities.

In this lesson

Before you start
  • Valid probability tables
  • Inequality notation
01 / LEARN

Understand the idea.

Mass at a point, total to the left

The probability mass function p⁢(x)=P⁢(X=x) gives the probability at one value. The cumulative distribution function F⁢(x)=P⁢(X≤x) adds all mass at or below its argument, including an endpoint that is possible.

Translate strict inequalities into actual values before adding. For an integer-valued variable, X<3 means X≤2. If the support is not consecutive integers, list its values rather than assuming every integer can occur.

Recover probabilities from the jumps

A discrete cumulative function is constant between support values and jumps at each value with positive probability. The jump is that value's probability. Therefore a CDF cannot decrease, and its far-left and far-right limits are 0 and 1.

Subtract cumulative totals to isolate an interval. For an integer-valued variable X and integer endpoints a,b, P⁢(a≤X≤b)=F⁢(b)−F⁢(a−1). The subtraction removes only values below the lower endpoint. For other supports, use the cumulative total immediately before that endpoint.

02 / WORKED EXAMPLES

See the method in action.

EXAMPLE 01

Build and use cumulative values

X has probabilities 0.1, 0.3, 0.4, 0.2 at 0, 1, 2, 3. Find F(1), P(X > 1) and P(1 < X ≤ 3).

Probability distribution of X
xP(X = x)
01/10
13/10
22/5
31/5

Worked solution

  1. 1

    Accumulate through one.

    F⁢(1)=P⁢(X=0)+P⁢(X=1)=0.1+0.3=0.4

    The definition of F⁢(1) includes both possible values no larger than 1.

  2. 2

    Take the complementary upper event.

    P⁢(X>1)=1−F⁢(1)=1−0.4=0.6

    The events X≤1 and X>1 partition all possible values.

  3. 3

    Identify the values in the final interval.

    P⁢(1<X≤3)=P⁢(X=2)+P⁢(X=3)=0.4+0.2=0.6

    The lower endpoint is excluded, while the upper endpoint includes the remaining support value 3.

Answer

F(1) = 0.4; both event probabilities are 0.6.

EXAMPLE 02

Read a jump

An integer-valued variable has F(0) = 0.2, F(1) = 0.55 and F(2) = 1. Find P(X = 1) and P(X ≥ 1).

Worked solution

  1. 1

    Subtract the cumulative totals around one.

    P⁢(X=1)=F⁢(1)−F⁢(0)=0.55−0.20=0.35

    For an integer-valued variable there are no possible values strictly between zero and one.

  2. 2

    Write the complement of at least one.

    {X≥1}c={X≤0}

    The complementary event must exclude one rather than remove it.

  3. 3

    Calculate the upper probability.

    P⁢(X≥1)=1−F⁢(0)=1−0.2=0.8

    The given cumulative value already combines every outcome below one.

Answer

P(X = 1) = 0.35; P(X ≥ 1) = 0.8.

03 / YOUR TURN

Try it yourself.

Check your understanding

If F(2) = 0.7, what is P(X > 2)?

Show answer & reasoning

0.3.

Since F⁢(2)=P⁢(X≤2)=0.7, its complement is P⁢(X>2)=1−0.7=0.3.

Keep practising

6 worksheet questions · 13 marks

Read the questions online
  1. For probabilities 0.2, 0.5 and 0.3 at x=0, 1, 2, give F⁢(0), F⁢(1) and F⁢(2).
    3 marks
  2. For the same distribution, find P⁢(X<2).
    2 marks
  3. An integer-valued X has F⁢(2)=0.65 and F⁢(3)=0.90. Find P⁢(X=3).
    2 marks
  4. X takes only the values 2, 5 and 8, with probabilities 0.1, 0.6 and 0.3. Find F⁢(6).
    2 marks
  5. For integer-valued X, F⁢(1)=0.3 and F⁢(4)=0.95. Find P⁢(2≤X≤4).
    2 marks
  6. A proposed cumulative function has F⁢(1)=0.7 and F⁢(2)=0.6. Explain why it is impossible.
    2 marks
Read the worked solutions

Equivalent correct methods earn the corresponding marks. Include units where asked.

  1. For probabilities 0.2, 0.5 and 0.3 at x=0, 1, 2, give F⁢(0), F⁢(1) and F⁢(2).
    3 marks

    Take running totals: 0.2; 0.2+0.5; 0.2+0.5+0.3.

    0.2, 0.7, 1.
  2. For the same distribution, find P⁢(X<2).
    2 marks

    The event includes x=0 and x=1 only.

    Add 0.2+0.5.

    0.7.
  3. An integer-valued X has F⁢(2)=0.65 and F⁢(3)=0.90. Find P⁢(X=3).
    2 marks

    Subtract the cumulative total before 3 from the total at 3.

    0.90−0.65=0.25.

    0.25.
  4. X takes only the values 2, 5 and 8, with probabilities 0.1, 0.6 and 0.3. Find F⁢(6).
    2 marks

    The values no larger than 6 are 2 and 5.

    Add 0.1+0.6; there need not be mass at 6.

    0.7.
  5. For integer-valued X, F⁢(1)=0.3 and F⁢(4)=0.95. Find P⁢(2≤X≤4).
    2 marks

    F⁢(4) includes all values up to 4.

    Subtract F⁢(1), which excludes everything below 2: 0.95−0.3.

    0.65.
  6. A proposed cumulative function has F⁢(1)=0.7 and F⁢(2)=0.6. Explain why it is impossible.
    2 marks

    The event X≤1 is contained in X≤2.

    Adding possible values cannot reduce total probability.

    A cumulative probability cannot decrease.
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Curriculum reference & lesson scope

SACE Board of South Australia

Stage 2 Mathematical Methods: discrete random variables and probability distributions, expected value and variance, transformations and independent sums, Bernoulli and binomial models. Original supporting lessons and exercises follow the approved Ascent chapter structure.

Official curriculum source ↗

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