[Math] Calculating the probability mass function

functionsprobabilityprobability distributions

Let $X$ be a continuous random variable with range $[x_l,\infty)$ and p.d.f.

$f_x(X)\propto x^{-a}$, for $x\in[x_l,\infty)$

for some values $x_l > 0$ and $a \in \mathbb{R}$.

Assume $x_l$ = 0.5. Let K = ceil(X) or floor(X), that is X rounded (Up or down) to the nearest integer.

i. State the range of K and derive its probability mass function p(k). Note that

Pk(K=k) = Px(k - 0.5 ≤ X < k + 0.5)

ii. Demonstrate that this equation for pk satisfies the requirements for a p. m. f.

iii. Without reference to the form derived in (i), please explain why (for small $a$)

p(k) = (2^(a-1)) * (a-1) * k^(-a)

Can someone please at least explain to me what exactly I need to do for all these steps? It's quite confusing as I have not found some proper explanations with regards to pmf anywhere. I would appreciate it even more if someone could help me solve them 🙂

Best Answer

For part (iii).

From this post, you have $$ f_X(x) =2^{a-1}(a-1)x^{-a}, \ x\ge 1/2. $$ Then $$\eqalign{ p(k)&= \int_{k-{1\over2}}^{k+{1\over2}} 2^{a-1}(a-1)x^{-a}\,dx\cr &\approx \Bigl( (k+{1\over2}) - (k-{1\over2}) \Bigr) 2^{a-1}(a-1)k^{-a}\cr & = 2^{a-1}(a-1)k^{-a}.} $$

I'm not sure if this is what you're expected to do, as the integral above can be computed exactly (and this is what you do for part (i)).

Perhaps you're expected to think of the pmf as a "bar chart". The bar chart can be approximated by the graph of the density function. Each bar has width 1, is centered at $k$, and the height is $f_X(k)= 2^{a-1}(a-1)k^{-a}$.

(I'm not sure what "for small $a$" means here, $a$ must be greater than 1 in order for $f$ to actually define a density.)

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