determine if the following are probability distribution (if no, state why) X=1,2,3,4 and 5 P(x)= 3/10, 1/10, 1/10, 2/10 and 3/10
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By using the conditions of this problem, we may construct a probability space by the following:
1) Take as a sample space;
2) Take , which is the sigma-algebra of all subsets of , as an event space;
3) Take , as a probability function.
This function is additive: for all disjoint subsets , we have
.
Since is a finite set, the finite additiveness of is equivalent to its sigma-additiveness.
Since for all , , the function is non-negative.
Since
, the total probability is equal to 1.
Therefore, such defined a function is indeed a probability function, that is, the function correctly defines a probability distribution on the set {1, 2, 3, 4, 5}.