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 ...
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) => ...
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 -> ...
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({sS: s = x) = 0 if x does not belong to {0,2,...,2n}; 1/(n+1) if x S (the discrete uniform distribution?).
...
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...
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...
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...
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
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 ...
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 so much as it follows from the first and the fact that you used 2x and y whereas I used x and y/2....
As a conclusion, ∀a∈[0, 2n] Pr{X1 = x|X1 ≤ a} = 1/(⌊a/2⌋+1) for x = 0, 2, ..., 2⌊a/2⌋ one more correction here, Pr{X1 + X2 = y|X1 ≤ a} = (min{y/2, ⌊a/2⌋} - max{0, (y-2n)/2} + 1)/(n+1)(⌊a/2⌋+1) for y = 0, 2, ..., 2n, 2n+2, ..., 2(n+⌊a/2⌋) as Pr{X2 = y - 2x} = 1/(n+1) for y - 2x = 0, 2, ..., 2n i.e. x = (y -...
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({sS: 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 -> R is defined by...
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