This tag is for basic questions about probability and for questions in which one wants to calculate a probability, expected value, variance, standard deviation, or similar quantity. For questions about the theoretical footing of probability (especially using measure theory), please ask under ...

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10 views

Why aren't these two sets of stochastic processes equal?

I'm learning about stochastic integrals now, and I don't understand the following: If $S$ and $L$ are two classes of processes where: $S=\{f(s,\omega) |f $ is progressively measurable and ...
-1
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3answers
23 views

Two random variables

$X$ and $Y$ are two independent identically distributed random variable with pdfs given by $0.5\big[\exp (- \vert x-1\vert) \big]$, where $x$ and $y$ range from $-\infty$. to $+\infty$. Question ...
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0answers
22 views

Let $X: U(0,3 \pi)$ - Uniform on $(0,3 \pi)$ Find the distribution of Y and the expectation of Y if Y is:

$$Y=\begin{cases} -\sin X , x \in(0, \pi] \\- \frac{1}{2} , X \in[\pi, \frac{3 \pi}{2}]\\ \cos X, X \in [\frac{5 \pi}{2}, \frac{11 \pi}{4}] \\ \frac{3}{4}, X \in (\frac{11 \pi }{4}, 3 \pi) ...
-1
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0answers
23 views

Calculating probability

I am not a mathematician so I am not sure if I am asking this properly. I wanted to find if semantic meaning could be derived from digital roots of spiritual words. I calculated roots of 76 words and ...
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0answers
39 views

probability that a hedgehog safely crosses a road [on hold]

If a hedgehog crosses a certain road before 7.00 a.m., the probability of being run over is $\frac1{10}$. After 7.00a.m., the corresponding probability is $\frac34$. The probability of the hedgehog ...
0
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3answers
25 views

Random independent variables, a question of expected value

The density function of $X$ and $Y$ (two independent variables) are respectively : $$\phi_X(x)=\begin{cases} \frac{1}{2}(1+x) , x \in (-1,1) \\ 0, \text{otherwise} \end{cases}$$ ...
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1answer
12 views

Find the density function of $X$, from the random vector $(X,Y)$ if the PDF of this vector is:

$$\phi(x,y)= \frac{|x|}{\sqrt{8 \pi}}e^{-|x|- \frac{1}{2}x^2y^2}, x,y \in R $$ Now I'm aware I would have to do $$\phi_X(x)=\int_{- \infty}^{+ \infty}\phi(x,y) dy$$, what is confusing me is this ...
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0answers
17 views

Calculate mean and correlation of a stochastic process

I am given the Stochastic process $Y_n$, where $n \in Z$ defined by: $ Y_n = X_n - X_{n-1}$ where $X_n$ is a process with independent and identically distributed geometric variables $X_n \sim G(p)$ ...
1
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1answer
21 views

Definition of random variable

In some books, they don't define the random variable based on measure theory. Instead, they define as follow (in the book All of Statistics of Larry Wasserman): My question is does this definition ...
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0answers
15 views

How does probability generating functions relate to thinning of a Poisson process?

For my exam in probability one of the questions is: "7. Generating functions (possibly with a focus on how probability generating functions relate to thinning of a Poisson process)." I can't figure ...
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1answer
31 views

Drawing at least one of each color marble

Suppose I have 300 marbles. 24 of them are red, 59 of them are green, 66 of them are blue, and 151 of them are yellow. What's the probability of drawing at least one of each color after 30 draws? So ...
1
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2answers
21 views

Basic question on the probability function and the probability distribution function

I have a question on the probability function. In my book it says that if A and B are mutually exclusive events $P(A∪B)=P(A) + P(B)$. Then when it starts talking about the probability distribution ...
1
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2answers
29 views

Sum of Binomial distribution when the success rate is different.

Is there any easy way to calculate the probability of the sum of two binomial random variable if the success rates of them are different each other? I mean that $X \sim Bin(n,p_0)%$, $Y \sim Bin(m, ...
0
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1answer
30 views

'Perfect Distribution' probability question [on hold]

If I throw two $6$-sided unbiased dice (with faces $1$ through $6$) thirty-six times, what is the probability that each sum appears exactly according to the $\{1,2,3,4,5,6,5,4,3,2,1\}$ distribution?
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1answer
24 views

Book on probability theory with sigma algebra

Please suggest or recommend a book on Probability theory emphasising on sigma algebra and with Kolmogorov’s axiomatic development.
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0answers
27 views

Selecting Keys From A Basket [on hold]

Nine women and two men sat in chairs. A male occupied seat 9 and 11. Keys were drawn from a basket in the order they sat. Find the probability of the woman in the sixth seat selecting the correct key ...
0
votes
2answers
22 views

Probability of picking 2 red and 2 blue marbles from a bag of 5 red and 5 blue

You pick 4 marbles from a bag of 5 red and 5 blue, with no replacement. What is the probability of getting exactly 2 marbles of each color? I think it's either 3/8 or 10/21 but I'm not sure which.
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0answers
28 views

Can someone help explain a proof from Feller Vol1 III.5?

One will need a copy of Feller's text (3rd edition) to answer this question. The proof I'm having difficulty with is Theorem 1, pages 84-85. When he discusses the r=1 case, he says ... "To the ...
0
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1answer
15 views

Sum of iid random variables with an odd distribution

I have $G_1,G_2$, iid with probability distribution function $f(y) = Ce^{-y}y^{-1/2}$ where c is a normalizing constant. I am trying to find the distribution of $G_1+G_2$. I have tried transforming ...
0
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0answers
15 views

How to approach a hypothesis test problem

I have a specific problem I'm working on, but I can simplify it to an example problem like this: I have two biased coins, one (A) which generates heads 10% of the time and one (B) which generates ...
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0answers
12 views

Convergence in distribution of distributions $p_n$ implies convergence in distribution of $s_n$?

Question Setup Suppose $p_n(x,y)$ is a sequence of probability densities on $\mathbb R^2$ and $q_n(x)$ is a sequence of densities on $\mathbb R$ such that \begin{align*} \int b(x,y) \ p_n(x,y) \ dx ...
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0answers
25 views

A Gaussian Divided by a Gaussian Equal to A Gaussian Divided by a Constant

I have a neural-network model in which each neuron is associated with an angle $\theta$. Firing rate as a function of $\theta$ is either a Gaussian or a constant. The claim has been made using this ...
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2answers
26 views

A problem on continuous random variables

I was reading a The First course on Probability by Sheldon Ross, while I stuck at this possibly stupid doubt. The problem is : The density function of X is given by $$ f(x) = \begin{cases} 2x, ...
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1answer
31 views

A roofing company has 8 roofing jobs to complete in the next two months in how many different orders can the roofing jobs be completed ?? [on hold]

A roofing company has 8 roofing jobs to complete in the next two months in how many different orders can the roofing jobs be completed ?? Please answer as soon as possible thanks so much !
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1answer
35 views

How to hedge a sports bet

Suppose I've got a $200 ticket on the Golden State Warriors to win the NBA Finals at 5 : 1. The finals start next week, with the Cavs listed at 2 : 1 to beat the Warriors and the Warriors 4 : 9 to ...
-1
votes
2answers
27 views

Events With States - Random Walks [on hold]

A mosquito is walking at random on the non-negative number line. She starts at $1$. When she is at $0$, she always takes a step $1$ unit to the right, but, from any positive position on the line, she ...
0
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1answer
32 views

Can anyone help clarifying the geometry in this probability, random variables question.

So basically the question is to find the CDF of $Z$ where $Z$ is the random variable that signifies the distance from a point in a square(sides 1 length) to a fixed vertex of the square. I do not ...
0
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1answer
17 views

Pdf of a normal variable accepted with probability dependant on the normal variable

Assume $z$ is a standard normal variable. If $z<0$, then we accept it with probability 1. if $z\ge0$, we accept it with probability $e^{-mz}$, where $m>0$. I'm trying to figure out the pdf of ...
0
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0answers
18 views

Random projection onto orthonormal bases [on hold]

Given an arbitrary N dimensional vector of length $L$, and a $M$ dimensional orthonormal basis chosen uniformly at random with $M<N$, what is the CDF of the length of the projected vector?
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0answers
18 views

Substitutions in Probability Generating Functions

I have a probability generating function: $$G_{i,j}(x,y)=\sum_{i,j}p(i,j)x^i y^j.$$ I was wondering what is the intuition beyond setting $G(y)=G_{i,j}(1,y)$? Does it represent anything special? I ...
0
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1answer
44 views

Probability of getting extra heads

Suppose you are tossing a coin $10$ times. You observe that the first $5$ tosses result in all heads. Then what is the probability that you would get $3$ heads in the remaining $5$ tosses? I have no ...
0
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2answers
35 views

determing the probability distribution

I have 2 sets of elements, say $A=\{a\}$ (only 1 element) and $B = \{b_1, b_2,..., b_n\}$. The probability of picking $A$ is $0.3$ and the probability of picking $B$ is $0.7$, and all elements in $B$ ...
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1answer
14 views

Group testing of individuals for disease

The problem asks to find the expected number of tests required to find all the individuals who are infected with a disease. Occurence of the disease has a probability of $0.002$. There were two parts ...
2
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1answer
33 views

Random variable $X$ is given with the density function $ \phi_X (x)= \frac{1}{2} e^{-|x|}$ Find the distribution of the random variable $Y$ if:

$$Y=\begin{cases}-X-2,\ \ \ \ X \leq -1 \\ \ \ \ X, \ \ \ \ \ -1 \leq X \leq 1 \\ \ \ \ \ 1, \ \ \ \ \ \ \ \ \ X >1 \end{cases}$$ Now I'm only interested in $t >1.$ (That is only ...
1
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1answer
13 views

Continuous random variables and probability density function

OK, I know that a random variable $X$ from some probability space to $\mathbb R$, with some additional properties. It is discrete if it's image in $\mathbb R$ is dicrete. It is otherwise called ...
1
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1answer
36 views

Probability of getting high heads total

Probability of getting high heads total in long coin-toss sequence If I flip a coin 300 times, what is the probability of getting head at least 200 times?
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0answers
19 views

Probability Question [on hold]

On a fighter plane 3 single-round shots are fired. The probability of success for the first shot is 0.4, the second 0.5 and the third 0.7. It is sufficient to fire 3 shots in order to destroy the ...
0
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1answer
38 views

How many different arrangements that end in “LL” are possible using the letters from the word “COLLEGE” [on hold]

How many different arrangements can be made that end in "LL" are possible using letters from the word "COLLEGE" Please answer as soon as possible thanks !
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2answers
26 views

I am trying to calculate the standard deviation of sales demand.

198 days total. Here are the sales numbers for days with a sale(16 days): 24,20,10,10,10,2,6,10,12,10,12,12.24,1,13,12 182 days without no sales what is the standard deviation? should the 182 ...
2
votes
0answers
14 views

Consequence of random walk with positive speed on a graph

Consider a random walk $X(n)$ on a vertex-transitive graph where the random walk has positive speed, i.e., $$ \lim\limits_{n \rightarrow \infty} \frac{d(X(n), X(0))}{n}= \alpha>0$$ almost surely. ...
0
votes
1answer
33 views

Calculating probability of digital roots [on hold]

I am trying to find correlations in words that share the same single digit digital root. I will assign a correlation if there is the same difference between the n digit digital roots of the words, or ...
0
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0answers
28 views

Entropy of $\operatorname{Beta}(\alpha, \beta, a, c)$

I know that the differential entropy of the two parameter Beta distribution $X \sim \operatorname{Beta}(\alpha, \beta)$ is $$ \begin{align} h(X) = \ln \operatorname{B} (\alpha, \beta) &- ...
2
votes
1answer
36 views

Distribution of the product of a Normal and an Exponential random variable

What is the probability distribution of $M$, given $M=V*X/k$, where $X$ is Normal, $V$ is Exponential, $k$ constant? Or, in the real world, the probability distribution of (Cost/k) where ...
1
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0answers
15 views

Distinct pairs formed using repeated sequences

Problem setting: Let $N$ and $M$ be positive integers. Let $I'$ and $J'$ be ordered sets, i.e., sequences, $\{1,2,\ldots,N\}$ and $\{1,2,\ldots,M\}$ , respectively. The sequences are $N$ and $M$ in ...
1
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1answer
17 views

find the probability that, in the next 7 weeks, there are exactly 3 weeks in which Jan receives exactly 2 free gifts

Can you give me a breakdown of the stages you take arriving at the answer to the following question: Jan buys $5$ packets per week with a $30\%$ chance of finding a gift per packet,find the ...
1
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2answers
35 views

Poisson Distribution Greater than problem

A company manufactures long continuous lengths of computer network cable. The manufacturing process is not perfect, and sometimes faults are present in the cables. Faults occur along the cables ...
1
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1answer
30 views

Expected Value to grab a ball

Say we have $b$ blue balls and $r$ red balls in a urn. Randomly we grab a ball out of the urn, until we grab a blue ball. Now I want to find the expected value of the number of balls that have been ...
5
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1answer
69 views

Convergence of a sum of random variables

Let $(X_n)$ be a sum of i.i.d. positive random variables such that $\mathbb{E}(X_1)=1$ and $\mathbb{P}(X_1\neq 1)>0$. Put $M_n=X_1\ldots X_n$. Show that $\sum _{n\geq 1}\sqrt{M_n}< +\infty $ ...
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0answers
17 views

Kino 90 numbers. You choose 10 numbers. What is the % of getting your number [on hold]

Kino 90 numbers. You choose 10 numbers. Starting from 1... to 90. There is a (say) 1/3 chance of this number being drawn. Example. Number 1... roll a 3-sided dice. I roll a 3--the number is drawn. ...
0
votes
1answer
34 views

Mean and standard derivation

A set of numbers consists of one's and three's. Find the mean and standard derivation if there are 23 one's and 17 three's. What's the meaning of this question ? I know the formula for mean and s.d. ...