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Let $X$: "Launch a die until you get the number 5 for the first time", a discrete random variable. I am asked to calculate $P(10

Is correct to say...

If $P(10

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3 Answers 3

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$P(10

You need to consider $P(10

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You're correct. Differences are a bit tricky to deal with, but it's clear that

$$P(X \le 10) + P(10 < X \le 20) = P(X \le 20)$$

since the union of the events $\{ X \le 10 \}$ and $\{ 10 < X \le 20 \}$ is just $\{ X \le 20 \}$. Rearranging this gives you

$$P(10 < X \le 20) = P(X \le 20) < P(X \le 10)$$

and if $F_X$ is the cumulative distribution function, with $F_X(x) = P(X \le x)$, then you have

$$P(10 < X \le 20) = F_X(20) - F_X(10)$$

or more generally, when $b \ge a$,

$$P(a < X \le b) = F_X(b) - F_X(a).$$

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Suppose $X$ is always $15$. Then $P(10