Proposition: Monotonically Increasing Property of Probability Distributions

Every probability distribution is monotonically increasing, i.e. for a given random variable \(X\) and some real numbers \(x,y\) with \(x < y\) it follows that the probability of \(X\) taking a realization smaller or equal \(x\) is smaller or equal to the probability of \(X\) taking a realization smaller or equal \(y\), formally:

\[x < y\Longrightarrow p(X \le x)\le p(X\le y).\]

Moreover, the limits of the probability distribution, as \(x\) tends to infinity, are

\[\lim_{x\to-\infty}p(X\le x)=0\quad\quad\text{and}\quad\quad\lim_{x\to+\infty}p(X\le x)=1.\]

Proofs: 1


Thank you to the contributors under CC BY-SA 4.0!

Github:
bookofproofs


References

Bibliography

  1. Hedderich, J.;Sachs, L.: "Angewandte Statistik", Springer Gabler, 2012, Vol .14