Question Details

Let X be a discrete valued random variable with cumulative dist. F(x) is/are correct:

Options

A

F(x) is a left continuous

B

always a positive F(x)

C

has jump discontinuity

D

is non decreasing F(x)

Show Answer

Correct Answer :

Option C

has jump discontinuity

Option D

is non decreasing F(x)

Solution :

The correct options are:
1. has jump discontinuity
2. is non decreasing F(x)

Let us analyze the properties of the cumulative distribution function (CDF), F(x), for a discrete valued random variable X step-by-step:

1. Non-decreasing Property:
By definition, the cumulative distribution function of a random variable X is given by:
F(x)=P(Xx)
If we choose two real numbers x1 and x2 such that x1<x2, the event {Xx1} is contained within the event {Xx2}. Consequently, the probability must satisfy:
F(x1)F(x2)
This demonstrates that F(x) is always a non-decreasing function. Therefore, the option is non decreasing F(x) is correct.

2. Jump Discontinuities:
For a discrete valued random variable X, the probability is concentrated at specific, isolated values (say, xi where P(X=xi)>0). The CDF of a discrete random variable is a step function that remains constant in the intervals between these values and jumps abruptly at each point xi. The size of the jump at any point x=xi is equal to the probability mass at that point:
P(X=xi)=F(xi)-limxxi-F(x)
Because of these step-like changes, the function contains jump discontinuities at all values of x where the probability mass is non-zero. Therefore, the option has jump discontinuity is correct.

Why other options are incorrect:
- F(x) is left continuous: By mathematical convention, a cumulative distribution function is defined to be right-continuous, not left-continuous.
- always a positive F(x): The values of F(x) are bounded such that 0F(x)1. For values of x less than the smallest possible value that the random variable can take, F(x)=0. Thus, it is not always strictly positive.

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