Model Estimation - weeks 4/5 Flashcards
(5 cards)
1
Q
CDF — Cumulative Distribution Function
A
2
Q
What does the CDF F_X(x) represent?
A
It represents the probability that the random variable X takes a value less than or equal to x: F_X(x) = Pr(X ≤ x)
3
Q
What is the difference between the PMF and the PDF?
A
The PMF assigns probabilities to exact values (for discrete variables), while the PDF gives a density over real numbers (for continuous variables), and probabilities must be computed via integration.
4
Q
Why is Pr(X=x)=0 for continuous variables?
A
Because the total probability is ‘spread out’ continuously over an infinite number of values; individual points have no width, so their probability is 0.
5
Q
A
