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Math Help - check validity probability models/distribution

  1. #1
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    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?
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  2. #2
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    Quote Originally Posted by sltess View Post
    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. \int_{-\infty}^{+\infty} f(x) \, dx = 1.

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