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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8 views

Calculate the mean, the median and the quartiles.

Let $D=\{(x,y):x>0,x^2+y^2<1\}$ and let $(X,Y)$ be the random variable with the density: $$f(x,y)=\frac{2}{\pi}1_{D}(x,y).$$ Let $Z=\frac{Y}{X}$. Calculate the mean, the median and the first and ...
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0answers
13 views

Probability and Statistics (Normal Distribution)

Having trouble with the last part of this question. Not sure how the man would divide his pile of vouchers? It seems that you could interpret this question in a lot of ways. Any tips would be ...
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0answers
4 views

Obtaining the Log-logistic distribution from a truncated logistic distribution

Let $$f(x) = \frac{e^x}{(1+e^x)^2}~,~ -\infty \lt x \lt \infty~~~~~(1)$$ be the standard logistic pdf of a random variable $X$. Then one can obtain the pdf of the log-logistic distribution via the ...
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0answers
6 views

Martingale Ideas in Elementary Probability

There is a non-symmetric version of the probability model in which the probability of success on each trial is "p" and the probability of failure on each trial is "q" and $p+q=1$. The probability of ...
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1answer
20 views

Calculate the probability given by three random variables

Let $X_1,X_2,X_3$ be IID random variables, each with the density $$f(x)=x e^{-x}\cdot 1_{(0,\infty)}(x).$$ Calculate $P(X_1+X_2+X_3>4,X_1+X_2<4)$.
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8 views

Question on Standard Brownian Motion [on hold]

What is the following probability $P [ W(2) >0 \ \text{and}\ \ W(1) <0]$?
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0answers
11 views

Convergence in law of sample means of random variable

Let $\{X_n | n \in \mathbb{N} \}$ be a sequence of independent identically distributed random variables with density function: $$f_X(x) = e^{\theta - x}I_{(\theta, \infty)}(x)$$ with $\theta > ...
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0answers
12 views

Show that for any geometric random variable $X$ and parameter $p, \mathrm{Pr}(X < t) = 1 − p^t$. [on hold]

How to prove the above stated equation? I tried the following : Pr⁡(X(i=1)^(t-1)▒〖Pr⁡(X=i)〗 =∑(i=1)^(t-1)▒〖p(1-p)i-1〗 =1-(1-p)t-1
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0answers
19 views

ConditionalProbability + Total probability Proof

For any 3 events X, Y and Z where Prob (Z ) > 0, it is required to prove that Prob (X U Y | Z ) = Prob (X|Z) + Prob (Y|Z) - Prob (X ∩ Y | Z) I'm not able to ...
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0answers
30 views

Probability of an unbalanced coin [on hold]

Let's say i find a coin on the ground and i flip it 100 times getting 99 heads, what is the probability that the coin is unbalanced?(in particular that the probability of getting head is higher than ...
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1answer
40 views

How to prove the folowing theorem in probablity? [duplicate]

Show that for any continuous random variable $X$ that takes only positive real values $\int_{0}^{\infty}\text{Pr}(X\geq x)dx=\mu$ where $\mu$ is the mean.
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1answer
20 views

Can two nodes in a Markov chain have transitions that don't total 1?

In all the Markov diagrams I see, the transitions from state A to B always total to one. Just one of many examples, this image ...
0
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1answer
30 views

Estimator for second moment for Poisson random variable

Let $X \sim Poiss(\lambda)$. As, $\displaystyle \sum_{i=1}^{N} X_i $ is sufficient statistic for both mean (and variance) of $Y$, so we can define the unbiased estimate for mean as , $ s=\frac{1}{N} ...
1
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1answer
22 views

Obtain the MGF of $Y$.

Let $X$ be a random variable whose probability density function is: $f_{X}(x)=e^{-x}$ Then, obtain the Moment Generating of function of $Y=1-e^{-X}$ What I did: We can find a bound for $y$ using ...
0
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1answer
23 views

Sigma-fields and probability

I'm unsure what this question asks of me. For (i) I have given a power set with 16 elements in terms of a,b,c and d. I don't understand what I need to do for (ii). I believe (iii) is fairly ...
1
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0answers
19 views

Probability of winning a tie-break in tennis?

The winner of a tennis tie break is the first to get to 7 points and lead by 2. Let $p$ be the probability of player 1 winning when serving, and let $m$ be the probabiliity of player 1 winning when ...
1
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1answer
23 views

If the probability of 3 events with non-zero probability equals the product of the individual probabilities, are they also pairwise independent?

Consider three events $A$, $B$, and $C$, none of which has a zero probability. If $A$, $B$, and $C$ satisfy $\Pr(A \cap B \cap C) = \Pr(A) \cdot \Pr(B) \cdot \Pr(C)$, does this imply that the three ...
2
votes
1answer
29 views

Probability of winning a game in tennis?

Suppose there is a tennis singles match, where Player A plays a single game against Player B. The probability that player A will win a single point is $x$, and thus $1-x$ is the probability that ...
1
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1answer
21 views

Sum of uniform random variables $U(0,1)$ and $U(0, a)$

The problem I have is: $X \sim U(0,1), Y \sim U(0,a)$ are independent random variables. Find the pdf of $X + Y$. I've got stuck in an integral-problem, and will show you what I've tried. Skip to the ...
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0answers
25 views

How to demonstrate the pdf of $P_{\sigma} (t)=\lambda_c e^{- \lambda_c t} / (1 - e^{- \lambda_c T})$

In $t_c$, there are $n$ expirations of $T$ and the remnant $\sigma$ seen from the above figure. Let the time $t_c$ forms the exponential distribution with parameter $\lambda_c$. How to demonstrate ...
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1answer
29 views

If three events are independent, are they also pairwise independent?

If three events A, B, and C satisfy $\Pr(A \cap B \cap C) = \Pr(A) \cdot \Pr(B) \cdot \Pr(C)$, does this imply that the three events also satisfy the following? $\Pr(A \cap B) = \Pr(A) \cdot \Pr(B)$ ...
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0answers
19 views

Dominated Convergence Theorem.

Dominated Convergence Theorem "Suppose $X_{n}\rightarrow X$ a.s., and there is a random variable $Y$ with $E[Y]<\infty$ such that $|X_{n}|<Y$ for all $n$. Then $E[lim_{n \to ...
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1answer
5 views

CDF of the kinetic energy of a particle under uniform distribution

We are given that X~Uniform[2,3] and the kinetic energy is $T=\frac{1}{2X^2}$ I tried the following: $P(T\leq a) = P(\frac{1}{2X^2}\leq a) = P(-\sqrt{2a}\leq X \leq \sqrt{2a}) = ...
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1answer
35 views

A Seemingly Trivial but Computationally Complicated Probability Problem

Suppose $X,Y$ are independent $Uniform(-1,1)$ random variables. Determine the distribution of $Z=X-Y$. I do not really think I should add my work here because whatever I have tried until now, has ...
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1answer
13 views

Conditional Probability Problem With Cards

X = # of Aces Y= # of Kings $h(X$ | $y=2) = \frac{f(x,y)}{f_Y(y)}$ Need help with what to do next. Edit 1: This is the function I came up with: $ h(X$ | $2) = \frac{ \displaystyle \binom{4}{x} ...
1
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1answer
11 views

density of 2 bivariate gaussian random variables

$X_1$ and $X_2$ are bi-variate Gaussian with equal mean and variance. how do i find the density of & $y = A_1X_1 + B_1X_2$.? I think I should use correlation co-efficient here which i assume as ...
-2
votes
1answer
24 views

how do I find the expected payout? [on hold]

You can roll a dice three times. You will be given $X$ where $X$ is the highest roll you get. You can choose to stop rolling at any time (e.g., if you roll a $6$ on the first roll, you can stop). What ...
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1answer
23 views

expectation of uniformly distributed $n$ number of samples

I am trying to fine the expectation: $E((x_1+ x_2+ \cdots +x_n )^2)$ as a function of $n$ where all $x_1$ to $x_n$ have uniform distribution $U(0,1)$. I can do if there is only $x_1$ and $x_2$ but ...
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0answers
20 views

Limit definition of Sets.

Proposition 1.32 $X_{n}\xrightarrow{a.s.} X$ if and only if for any $\epsilon>0$ $P( | X_{n}- X |<\epsilon, \; \forall n\geq m )\rightarrow1$ $as$ $ m\rightarrow\infty$ Proof. Suppose first ...
2
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1answer
24 views

Find the covariance of $Y_1$ and $Y_2$

I had a statistics question I was hoping for help on: Let $Y_1$ and $Y_2$ be discrete random variables with join probability function: $$f(x,y) = \begin{cases} \dfrac{y_1 + 2y_2}{18} & \text{if ...
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1answer
20 views

ways to choose 4 people including two or more male from N people with 1/3 male 2/3 female

A sample of four people is randomly drawn from a population of N > 4 people.Assume that 1/3 of the total population is male, and 2/3 is female. (To simplify things, let’s assume that N is always ...
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0answers
21 views

Central Limit Theorem proof.

I am trying to understand the proof of the Central Limit Theorem in my book. However, I don't really understand what is going on. I know the proof is assuming that the moment generating functions of ...
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0answers
13 views

How to prove stochastic dominance? [on hold]

Consider the set of constant vectors $p_i$ and $\tilde{p}_i$, such that $p_i \succeq \tilde{p}_i \succ \mathbb{0}\; \forall i$ (component wise inequality) and define: $M \triangleq ...
2
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1answer
31 views

A variation of a combination and a permutation, I think?

The scenario is that 6 people have the option of choosing 8 doors and we want to know each door a person goes through. I have four/five questions based on this. 1) How many different ways can 6 ...
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2answers
15 views

Probability of a word where 2 letters do not follow each other

I have seven letters, say A, B, C, D, E, E, G. I have figured out how many distinct possible combinations I can have as $7!/2!$. My question is, how many of these will have the two E's separated? I ...
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1answer
7 views

Relative frequency

In a given scenario where two fair dice are thrown: what is the probability of the second roll being higher than the first? I can think of two ways to resolve this problem; 1- listing the possible ...
0
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1answer
21 views

Doob-Kolmogorov Inequality

Denote by $(X(t),t\ge 0)$ a standard Brownian motion, i.e random variables with the following properties: $X(0)=0$. With probability 1, the function $t\mapsto X(t)$ is continuous on $[0,\infty)$. ...
0
votes
1answer
14 views

Determining density involving scaled beta distribution

Suppose $Y \sim \mathrm{Beta}(2,1)$. If $X = \theta{Y}$ (for some $\theta > 0$) how do I determine the joint density $f(x, \theta)$? Edit: the density for $Z$ is $2z$. Would it be correct to say, ...
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2answers
41 views

Help me understand how to take derivative of the PDF of X~binom(n,p) with respect to p.

This is the solution I was given. My questions: Why is it summed from k=1 to x. Shouldn't it be from k=1 to n? (If not, why not?) What is happening to the first term from line 1 to line 2? When we ...
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2answers
25 views

How can I calculte the probability of $X$ with a Generlized Hyperbolic Distribution?

I would like to know how to calculate the probability of $X$ when I have fitted a Generalized Hyperbolic Distribution to my data set. The depth of my knowledge is basic t-tests and z-tests. I am ...
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1answer
23 views

Independent events and Kolmogorov

Suppose we have a probability space $(\Omega, \mathfrak{F}, P)$, and independent events $(E_n)_n$. Consider $$M_n = \sum_{k=1}^n I_{E_k}$$ Is it correct to say that by the Kolmogorov $01$ law $M_n$ ...
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1answer
25 views

Show that given $N$ iid variates $X_i$ uniform on (0,1), $P(\max(\{x_i\} > \frac{1}{2}\sum x_i)$ is $\frac{1}{( N-1)!}$

Given an ensemble of $N$ random uniform variates on $(0,1)$, the probability that the greatest variate exceeds the sum of all the other variates is $\frac{1}{(N-1)!}$. Is there any nice way to prove ...
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0answers
20 views

Probability helps to evaluate a sum

Let's consider a sum $$\sum_{n=0}^{m} \binom {n+m} {n} \cdot 2^{-n}$$. How does this sum can be evaluated, considering the topics about probability? One of the solutions is written at the "Concrete ...
1
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1answer
35 views

Let $X_{1},X_{2},…$ be iid random variables with distribution $P(X_{i}=x)=p$ if$ x=1$ , and $P(X_{i}=x)=1-p=q$ if $x=0$ [on hold]

The full question is here. I've done the part i) and part ii) But I'm not sure what to do with part iii). Any help is appreciated.
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1answer
27 views

Comparing sums of random variables

Consider $X_0,X_1\ldots,X_n$ mutually independent and $X_i \sim U(a_i,b_i)$. What is the probability that $\sum_{i=1}^n X_i<X_0$? Can you extend to mutually independent random variables with ...
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0answers
4 views

Meeting probability generalized: different wait times and number of meetings

I am looking to extend the problem of two people meeting for lunch, for example as found here: Chance of meeting in a bar However, I am trying to generalize this problem in two ways which, in ...
1
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1answer
35 views

Expectation how does $E[XY^2]=E[Y^2E[X|Y]]$?

Given random variables X and Y show that $E[XY^2]=E[Y^2E[X|Y]]$ For the case that $X$ and $Y^2$ are independent I have $$E(XY^2)=E(X)(E(Y^2)= E(E(X|Y))E(Y^2)=E(E(X|Y)Y^2)$$ but I'm sure about the ...
17
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13answers
3k views

Is the Law of Large Numbers empirically proven?

Does this reflect the real world and what is the empirical evidence behind this? Layman here so please avoid abstract math in your response. The Law of Large Numbers states that the average of the ...
0
votes
1answer
10 views

What's the Probability Of Non-Defective Mobiles?

In a shipment of 100 mobiles,6 are found defective.If Arpit buys two mobile from that shipment,what is probability of both-being non-defective ?
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1answer
47 views

Why is $P(X>r)=q^r$?

I was studying the geometric distribution when I came across a result that I did not understand. If $X$ follows a geometric distribution, where $p=$$probability$ $of$ $success$ and $q=$$probability$ ...