Lets say I have a random variable X that can take values 1,2,3,4 and 5 with probabilities 0.2 0.3 0.1 0.25 0.10 0.05.

My question is how I can determine the Cumulative distribution function and how I can use it to generate the numbers from X?

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- Mar 17th 2011, 01:08 PMstordase39Cumulative Distribution function
Lets say I have a random variable X that can take values 1,2,3,4 and 5 with probabilities 0.2 0.3 0.1 0.25 0.10 0.05.

My question is how I can determine the Cumulative distribution function and how I can use it to generate the numbers from X? - Mar 17th 2011, 01:27 PMpickslides
You have five values and six probabilities.

- Mar 17th 2011, 01:41 PMPlato
I will get you started on the CDF:

$\displaystyle \[

P\left( {X \leqslant b} \right) = F(b) = \left\{ {\begin{array}{rl}

{0,} & {b < 1} \\

{0.2,} & {1 \leqslant b < 2} \\

{0.5,} & {2 \leqslant b < 3} \\

{?,} & {3 \leqslant b < 4} \\

?, & ? \\

?, & ? \\ \end{array} } \right.$ - Mar 18th 2011, 12:18 AMstordase39
Ok sorry for that... say that the probabilities are 0.2 0.3 0.1 0.1 0.3 then. How can i generate numbers from that distribution using the CDF.

- Mar 18th 2011, 02:43 AMmr fantastic
- Mar 18th 2011, 03:05 AMstordase39
- Mar 18th 2011, 03:26 AMPlato
- Mar 18th 2011, 01:24 PMmr fantastic
I'm inclined to suggest to the OP that s/he make a spinner, with the area for each number weighted according to the probability of that number occuring.

Memo to OP: The usefulness of the help you get is directly proportional to the**accuracy**and**clarity**of the question you post. - Mar 18th 2011, 11:12 PMCaptainBlack