Posts Topics Forums Images
Search videos from message boards Videos Search messages from microblogs Microblogs Search messages from imdb.com Imdb Search messages from yuku.com Yuku Search messages from lefora.com (free forums) Lefora
My account: Login | Sign Up
Loading... 

Thread: I'm a pure mathematician. HELP!

Started 3 months, 2 weeks ago by gccd
Hi, As the title says I'm a pure mathematician. Sorry for the non specific title of the thread, I don't know what the following problem should be called! I don't think it is too hard but I stopped studying probability after my first year at uni and do not have much intuition in this field of mathematics. Anyway, here goes... If X1 and X2 are random variables that can take any values in ...
Site: Statistics Help - Talk Stats Forums  Statistics Help - Talk Stats Forums - site profile
Forum: Probability  Probability - forum profile
Total authors: 3 authors
Total thread posts: 12 posts
Thread activity: no new posts during last week
Domain info for: talkstats.com

Other posts in this thread:

Dragan replied 3 months, 2 weeks ago
Quote: Originally Posted by gccd Hi, If X1 and X2 are random variables that can take any values in the finite set {0,2,4,...,2n} all wih equal chance then how do I work out the probability, given an arbitrary positive real a that: X1 <= a <= X1+X2 If we call this probability P(a), how do we find a such that P(a) => ...

gccd replied 3 months, 2 weeks ago
Am I correct in thinking the sample space is S = {0,2,...,2n}? X1: S -> R is defined by th identity function X1(s) = s. Hence, f1(x) = P(X1 = x) = P({s € S: X1(s) = x}) = P({s€S: s = x) = 0 if x does not belong to {0,2,...,2n}; 1/(n+1) if x € S (the discrete uniform distribution?). Since X2: S -> R is defined by X2(s) = s we have f1(x) = f2(x). Let Y = X1 + X2. Y: SxS -> ...

Dragan replied 3 months, 2 weeks ago
Quote: Originally Posted by gccd Am I correct in thinking the sample space is S = {0,2,...,2n}? X1: S -> R is defined by th identity function X1(s) = s. Hence, f1(x) = P(X1 = x) = P({s € S: X1(s) = x}) = P({s€S: s = x) = 0 if x does not belong to {0,2,...,2n}; 1/(n+1) if x € S (the discrete uniform distribution?). ...

gccd replied 3 months, 2 weeks ago
Quote: Originally Posted by Dragan Yes, there is. It's a discrete triangular distribution . Briefly, for example, suppose I have a pair of (six-sided) dice with the numbers 0,2,4,6,8,10. Let Y = X1 + X2. The probability mass function will be (triangular) f_Y = {(Y/2 + 1) / 36 for Y = 0, 2, 4, 8, 10; (11 - Y/2) / 36 for...

gccd replied 3 months, 2 weeks ago
I have worked out the cdf explicity for X and Y now as well. If X and Y were independant the problem would now be solved with solution (1-FY(x) + fY(x))*FX(x) however, they are dependant. Let E be the event X1 <= x, E' be the event x <= Y = X1 + X2. Is there a way of calculating P(Y = x given E) = fY/E(x) and P(Y <= x given E) = FY/E(x) using fX(x), fY(x), FX(x) and FY(x) for then I can...

BGM replied 3 months, 1 week ago
Note Pr{X1 = x} = 1/(n+1) for x = 0, 2, ..., 2n and 0 otherwise Pr{X1 ≤ a} = (⌊a/2⌋+1)/(n+1) for 0 ≤ a ≤ 2n and Pr{X1 ≤ 0} = 0, Pr{X1 ≥ 2n} = 1 Pr{X1 = x|X1 ≤ a} = 1/(⌊a/2⌋+1) for x = 0, 2, ..., 2(⌊a/2⌋+1) and 0 otherwise Then for y = 0, 2, 4, ..., 2n, 2n+2, ..., 2(n+⌊a/2⌋+1) Pr{X1 + X2 = y|X1 ≤ a} = ∑ Pr{X1 + X2 = y|X1 ≤ a, X1 = 2x}Pr{X1 = 2x|X1 ≤ a} = ∑ Pr{X2 = y - ...

gccd replied 3 months, 1 week ago
Thank you very much. I had not thought of using the floor function which simplifies matters greatly and gives an explicit formula. For example I had got Pr{X1 ≤ a} = |A(a)|/(n+1) for 0 ≤ a ≤ 2n where A(a) = {x € S: x <= a} which gives the same cdf but in a less clear formula. I do have a couple of queries however. Quote: Originally Posted by BGM...

BGM replied 3 months, 1 week ago
The way I use to count is to make use of the following idea. We know that Pr{X1 = 0} = Pr{X1 ≤ a} = 1/(n+1) ∀a∈[0, 2) So we need to add 1 back after getting the floor function Sorry not quite understand your second queries

gccd replied 3 months, 1 week ago
Quote: Originally Posted by BGM We know that Pr{X1 = 0} = Pr{X1 ≤ a} = 1/(n+1) ∀a∈[0, 2) Sorry, I do not understand the notation used at the end of this line so I can not respond to what you have said directly. Perhaps an example will help illustrate why I made the first query. The second query doesn't matter ...

BGM replied 3 months, 1 week ago
Oh yes, there are ⌊a/2⌋+1 elements in the support so the support should be {0, 2, 4, ..., 2⌊a/2⌋}

 

Top contributing authors

Name
Posts
gccd
6
user's latest post:
I'm a pure mathematician....
Published (2009-09-15 14:04:00)
Quote: Originally Posted by BGM We know that Pr{X1 = 0} = Pr{X1 &#8804; a} = 1/(n+1) &#8704;a&#8712;[0, 2) Sorry, I do not understand the notation used at the end of this line so I can not respond to what you have said directly. Perhaps an example will help illustrate why I made the first query. The second query doesn't matter so much as it follows from the first and the fact that you used 2x and y whereas I used x and y/2....
BGM
4
user's latest post:
I'm a pure mathematician....
Published (2009-09-18 12:30:00)
As a conclusion, &#8704;a&#8712;[0, 2n] Pr{X1 = x|X1 &#8804; a} = 1/(&#8970;a/2&#8971;+1) for x = 0, 2, ..., 2&#8970;a/2&#8971; one more correction here, Pr{X1 + X2 = y|X1 &#8804; a} = (min{y/2, &#8970;a/2&#8971;} - max{0, (y-2n)/2} + 1)/(n+1)(&#8970;a/2&#8971;+1) for y = 0, 2, ..., 2n, 2n+2, ..., 2(n+&#8970;a/2&#8971;) as Pr{X2 = y - 2x} = 1/(n+1) for y - 2x = 0, 2, ..., 2n i.e. x = (y -...
Dragan
2
user's latest post:
I'm a pure mathematician....
Published (2009-09-11 17:31:00)
Quote: Originally Posted by gccd Am I correct in thinking the sample space is S = {0,2,...,2n}? X1: S -&gt; R is defined by th identity function X1(s) = s. Hence, f1(x) = P(X1 = x) = P({s € S: X1(s) = x}) = P({s€S: s = x) = 0 if x does not belong to {0,2,...,2n}; 1/(n+1) if x € S (the discrete uniform distribution?). Since X2: S -&gt; R is defined by X2(s) = s we have f1(x) = f2(x). Let Y = X1 + X2. Y: SxS -&gt; R is defined by...

Related threads on other sites:

Thread profile page for "I'm a pure mathematician. HELP!" on http://talkstats.com. This report page is a snippet summary view from a single thread "I'm a pure mathematician. HELP!", located on the Message Board at http://talkstats.com. This thread profile page shows the thread statistics for: Total Authors, Total Thread Posts, and Thread Activity