# check validity probability models/distribution

• Jun 17th 2008, 12:43 PM
sltess
check validity probability models/distribution
This is a really easy question I just can't find the exact answer anywhere:

To check the validity of a probability model/distrobution, I know you need to check to make sure the probabilities of each event add up to 1.

According to my book, I am supposed to check that a distribution "satisfies the TWO requirements for a legitimate assignment of probabilities to individual outcomes."

What is the other requirement?
• Jun 17th 2008, 04:50 PM
mr fantastic
Quote:

Originally Posted by sltess
This is a really easy question I just can't find the exact answer anywhere:

To check the validity of a probability model/distrobution, I know you need to check to make sure the probabilities of each event add up to 1.

According to my book, I am supposed to check that a distribution "satisfies the TWO requirements for a legitimate assignment of probabilities to individual outcomes."

What is the other requirement?

For a function f(x) to be a pdf you require:

1. $\displaystyle \int_{-\infty}^{+\infty} f(x) \, dx = 1$.

2. $\displaystyle f(x) \geq 0$ for all x.