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Let $X$ be a random variable with distribution function $F$, such that
$$
\lim _{h \rightarrow 0^{-}} F(3+h)=\frac{1}{4} \text { and } F(3)=\frac{3}{4} .
$$

Then $16 \operatorname{Pr}(X=3)$ equals $\qquad$

1 Answer

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We are given:

  • $\lim _{h \rightarrow 0^{-}} F(3+h)=\frac{1}{4}$
  • $F(3)=\frac{3}{4}$


Recall that for any distribution function $F(x)$, the probability that $X=x$ is given by the jump in the CDF at $x$ :

$$
\operatorname{Pr}(X=3)=F(3)-\lim _{h \rightarrow 0^{-}} F(3+h)
$$

Substitute the given values:

$$
\operatorname{Pr}(X=3)=\frac{3}{4}-\frac{1}{4}=\frac{1}{2}
$$

So:

$$
16 \cdot \operatorname{Pr}(X=3)=16 \cdot \frac{1}{2}=8
$$

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