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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1answer
21 views

I roll a fair die repeatedly until I get $6$, what is the probability that neither $1$ nor $2$ occurs before $6$ appears.

I roll fair a die repeatedly until I get $6$, what is the probability that neither $1$ nor $2$ occurs before $6$ appears. Not sure how to go about this.
-3
votes
0answers
12 views

Poisson Counting Insurancee example [on hold]

An insurance company finds that for a certain group of insured driver , the number of accidents over each 24 hours period rises from midnight to noon and then declines until the following ...
1
vote
3answers
19 views

Probability of an even number of sixes

We throw a fair die $n$ times, show that the probability that there are an even number of sixes is $\frac{1}{2}[1+(\frac{2}{3})^n]$. For the purpose of this question, 0 is even. I tried doing ...
0
votes
2answers
24 views

What is the probability that when a deck of cards is shuffled and dealt, exactly 3 of the 4 aces will be dealt within the last 20 cards?

I am trying to figure out this problem, I think that it is a "permutations with repetition" type of question.
2
votes
1answer
15 views

Probability: Finding the Number of Apples Given Two Scenarios

You have a bag containing 20 apples, 10 oranges, and an unknown number of pears. If the probability that you select 2 apples and 2 oranges is equal to the probability that you select 1 apple, 1 ...
1
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1answer
8 views

Probability density function in Rayleigh distribution

It says that $$ f(x;\theta) = (x/\theta)e^{-x^2/(2\theta^2)}, x>0 $$ is the Rayleigh distribution. And asks to verify that $f(x;\theta)$ is a legitimate pdf. Can you explain how to verify ...
0
votes
1answer
27 views

Find $c=c(n)$ so $T = c \sum_{i=1}^{n} |X_{i}|$ is an unbiased estimator.

I'm having some trouble trying to solve the following problem: Assuming that $X =(X_{1},\ldots,X_{n})$ is a random sample from the normal distribution with mean $0$ and unknown standard deviation ...
0
votes
1answer
20 views

Moments of a random sum with bounds Poisson distributed?

We have that $N$ and ${X_1,X_2,\dots}$ are all independent and that $f(x)=Cx^2(1-x)^2$. Then, we have: $$Z=\sum_{j=1}^{N+1}X_j$$ $N$~Poisson$\lambda$. Find the expectation and the variance of $Z$. ...
1
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2answers
31 views

Does the sum of Poisson random variables have a Poisson distribution?

So I have been taught that the sum of Poisson random variables have a passion distribution. However, I have a problem with this. Suppose you have a Poisson random variable $X$ with $E(X) = a$. Then ...
0
votes
1answer
21 views

Ms. A selects a number $X$ randomly from the uniform distribution on $[0, 1]$. Then Mr. B repeatedly, and independently, draws numbers. [on hold]

Ms. A selects a number $X$ randomly from the uniform distribution on $[0, 1]$. Then Mr. B repeatedly, and independently, draws numbers $Y_1, Y_2, ...$ from the uniform distribution on $[0, 1]$, until ...
0
votes
1answer
9 views

Pseudo-inverse of the Cumulative Distribution Function of X

The goal of these calculations is to write a Python function that generates pseudo-random values with the distribution described below. This isn't relevant to the question (or even to this ...
1
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0answers
9 views

Borel isomorphism between polish

In my lecture on stochastics the following result has been used: For any uncountable Polish space $X$ there is a Borel isomorphism between this space and the real line. I was not able to find a ...
0
votes
2answers
29 views

How does one find the mode of a distribution without counting manually?

I know if I have a set of elements $\lbrace 1,2,3,4,4,4,5,8,9\rbrace$ Then the mode is $4$ in this case. How do I find the mode for more complex distributions? I have formulas that give me ...
0
votes
1answer
36 views

Conditional Probability Problem: Two Radios from Two Factories

Q: There are two local factories that produce radios. Each radio produced at factory A is defective with probability .05, whereas each one produced at factory B is defective with probability .01. ...
0
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0answers
24 views

Probability of at most $K$ consecutive zeroes in a sequence of 0s and 1s.

I am studying for a probability in computer science course and came upon this exercise problem that I have trouble solving. I need this to prove that in a sequence W of length n, consisting of 1s and ...
0
votes
1answer
23 views

Use Maximum Likelihood Estimation to guess which dice got selected

We have two six-sided dice (faces numbered 1 through 6) and two tetrahedral dice (faces numbered 1 through 4). Someone selects two of them and throws each once. Then they tell us the sum of the ...
0
votes
1answer
19 views

Urn with white and black balls, random variable, conditional probability

An urn contains white and black balls with $p_w=p$ and $p_b=1−p$. If I made some extractions with replacement, what are the support and the probability function of $X_a$, where $X_a$ is the random ...
0
votes
1answer
20 views

Calculate characteristic function

$p(n)=(1-r)^2nr^{n-1},n=1,2,...$ $f(z)=1/(1-z)$ has derivative $f'(z)$ with convergent power series $f'(z)=1/(1-z)^2=1+2z+3z^2+...$ the answer I have got is $(1-r)^2e^{it}(1-re^{it})^{-2}$ , I am not ...
1
vote
4answers
60 views

$2$ players take turns and draw from a box containing $1000$ balls, $3$ of them are black.

I'm not sure how to tackle this question. Assume a box containing $1000$ balls, $3$ of them are black and the rest are white. $2$ players $A_1$ & $A_2$ take turns and draw from the box without ...
2
votes
0answers
17 views

Application of Doob's optional stopping theorem to an elementary probability problem

The elementary probability problem is as follows. Let $(X_k)_{k\in\mathbb{N}}$ be a sequence of i.i.d. random variables such that $X_k \sim U(0,1)$ for each $k$. Define $\tau := \inf\{n\geq 0: ...
2
votes
2answers
30 views

Average number of events happening if each happens with $p=\frac{1}{n}$ and we run it $10000 n$ times.

Let an event $e$ have probability of happening $\frac{1}{n}$. Let us assume we have $m$ independent possibilities for similar events to happen. With $m>>n$. What is the average number of times ...
0
votes
0answers
27 views

Probability Mass Function of a Sentence

We have a sentence: Some dogs are brown. We choose one letter (out of the 16) at random. Let Y be the length of the whole word containing the letter. How can I find the probability mass function of Y? ...
-3
votes
1answer
48 views

How did they calculate the possible endings? [on hold]

On this link @edit you can see all the possibilities of endings. The game has six stages, on each you have 3 choices and at the end, you have 5 stages with 2 endings each. Its like: 1. > 2a 2b 2c > ...
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0answers
22 views

The “how many pieces do you have buy on average” problem, a markov problem?

I recently discovered a problem similar to this one in a book about Markov chains: Assume you can buy $n-$ different set of cards in a store, but you do not know which one you'll buy: What is the ...
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votes
1answer
25 views

Given probability distribution $f(x)=2-bx$ find $b$ and range for $x$

Suppose that the distances between houses and the center of a city are distributed with the density function: $f(x)=2-bx$, where $x$ denotes distance. If this is a proper density function, what can we ...
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votes
2answers
55 views

Given any 40 people, at least four of them were born in the same month of the year [on hold]

Given any 40 people, at least four of them were born in the same month of the year. Why is this true?
0
votes
1answer
22 views

Calculate the characteristic function $\varphi_W$ of W

$p(x)=xe^{-x}$ for $x\geq 0$ or $0$ otherwise. I tried to substitute $e^{-x}$ but then i found there is still a $x$ in front.
3
votes
1answer
29 views

Let $E(X)=\mu$ and $\operatorname{Var}(X)=\sigma^2$. If $E(Y|X)=a+bX$, find $E(XY)$ as a function of $\mu$ and $\sigma$.

I can't figure out the answer for a question on my econometrics course. Somehow it seems simple, but still I can't seem to figure it out. Maybe I am thinking the wrong way about it. Could someone ...
0
votes
1answer
19 views

Conditional entropy and independent conditioning variables

Let $X,Y,Z,Y',Z'$ be random variables where $Y\sim Y', Z\sim Z'$, $Y$ and $Z$ are independent, while $Y'$ and $Z'$ are not. Is $H(X|Y,Z)=H(X|Y',Z')$? It seems whether $p(Y,Z)$ factorises or not does ...
2
votes
1answer
38 views

Find a continuous PDF on $[0,6]$ for given probabilities

Find a continuous probability density function $f$ on $[0,6]$, such that $\mathbb{P}([0,2]) = 0.6$, $\mathbb{P}([1,4]) = 0.5$ and $\mathbb{P}([3,5]) = 0.2$. After some calculations I came up with ...
1
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0answers
34 views

If $P(X_1 < X_2)$, what is $P(X_1 < X_2 \cap X_1 < X_3)$?

Say $X_i$ can have a real value in the range [1,100]. All $X_i$ are independent of each other and all values are equally likely. So then $\mathbb{P}(X_1 < X_2) = \frac{1}{2}$, right? But then, ...
1
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0answers
25 views

Poisson Process with continuous rate, Finding Conditional Number of Arrivals

Poisson with customer arrival to the shop rate given by $\lambda (t)=16-(t-4)^2$ Calculate $P(N(5)-N(3)=40|N(4)=70)$ where $N(i)$ means the number of arrivals in the first $i$ hours. The shop ...
0
votes
1answer
14 views

Probability of a vector of normal distribution

Given the set of vectors $\{\mathbf{g}^{1}, \ldots, \mathbf{g}^{N-1} \}$ where $\mathbf{g}^{i} \in \mathbf{R}^M$. Assume that $N \leq M$ and elements of $\mathbf{g}^{i}$ follows normal distribution, ...
1
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3answers
46 views

Find the distribution of $Y = -\log (1-X)$ given that $X\sim U(0,1)$.

If $X \sim U (0,1)$ then if we define a new random variable $Y=-\log (1-X)$ then what will be distribution of $Y$. Please explain.
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0answers
24 views

Appropriate distribution for set of probabilities $p_1 ,…, p_n$

I am doing some evaluation of a system, that has set of probabilities $p_i$ $i= \in \{1,...,N\}$, I need to model them as random variables such that : $$ \sum_i p_i \leq 1$$ and $$ 0 \leq p_i \leq 1 ...
2
votes
0answers
27 views

Showing a relation between binomial and negative binomial analytically

If $X$ is binomial random variable $B(n,p)$ and Y is negative binomial $(r,p)$, How can I show that $F_X(r-1) = 1- F_Y(n-r)$. While it is possible to show that using the definition of binomial and ...
1
vote
1answer
28 views

Derive the distribution of $Z$ given two identically and independently exponentially r.v.s?

$$Z=\frac{X}{X+Y}$$ $(X,Y)$ are iid r.v.s with $$f(x)=\lambda e^{-\lambda x}$$ We are asked to condition on $Y$ to derive the distribution of $Z$; $F(t)$ and $f_Z(z)$. I don't know where to ...
2
votes
1answer
23 views

What is $\operatorname{Pr}\{X_j=0|X_i=k\}$ [on hold]

Suppose $u_n=\operatorname{Pr}\{X_n=0|X_0=1\}$ What is $\operatorname{Pr}\{X_j=0|X_i=k\}$, where $\{X_n\}$ is a branching process and $k\geq 0$, if we were to write the answer in terms of the ...
3
votes
0answers
26 views

Markov Chain: Steady State Distribution.

A total of $M$ balls are divided between two urns A and B. A ball is chosen uniformly at random. If it is chosen from urn A then it is placed in urn B with probability $b$ and otherwise it is returned ...
0
votes
1answer
16 views

If $P$ is a transition matrix, and $m_{ij}$ the mean return time, how to show $m_{ij} = 1+ \sum_{k \neq j}P_{ik}m_{kj}$?

If $P$ is a transition probability matrix of a finite state regular Markov Chain, and $m_{ij}$ is the mean return time, how can I show that $m_{ij} = 1+ \sum_{k \neq j}P_{ik}m_{kj}$? It seems rather ...
-1
votes
0answers
32 views

show that $Y_1$ is unbiased for $\theta$ and find its variance [on hold]

Let $X_1,\ldots,X_n \stackrel {\text{iid}} {\sim} \text{$P_0$}(θ)$ $$Y_1= \frac {X_1+3X_2+5X_5} {9} $$ $$ Y_2= \sum_{i} X_i$$ Show that $Y_1$ is unbiased for $\theta$ and find its variance. Show ...
1
vote
1answer
26 views

Expected value problem: flip $6$ fair coins before we obtain $3$ heads and $3$ tails?

How many times on average (expected value) must we flip $6$ fair coins before we obtain $3$ heads and $3$ tails? I know I need $∑ xp(x)$. I just don't know how to apply it.
0
votes
1answer
23 views

Why does $E(C\cdot \epsilon\; \vert\; C\cdot X) = E(C\cdot \epsilon\; \vert\; X)$?

Let $C$ be an $n\times n$ matrix, $X$ is $n \times k$, $\epsilon$ is $n \times 1$ This is taken from a simply proof of strict exogeneity in an Econometrics textbook by Hayashi. The explanation he ...
0
votes
0answers
8 views

When does a periodic but positive recurrent markov chain have a limiting distribution

So I know it's a fact that an aperiodic, finite state, irreducible (so positive recurrent) markov chain has a unique stationary distribution which is limiting. However, I am curious if there is a ...
2
votes
2answers
38 views

What is the probability that a psychic correctly “predicts” the outcome of at least 5 out of 10 coin flips?

Assume the psychic is actually just randomly guessing on each flip. The attempt: let E be the event in question number of outcomes per flip = 2 chance of correctly guessing the correct outcome = ...
0
votes
1answer
31 views

Troubles With The Beginning

The following is the question I'm having a bit of troubles starting: Musicnotes.com sells sheet music in the following genres: rock jazz, new age, and country. An experiment consists of recording the ...
1
vote
0answers
31 views

How to Calculate Covariance of Branching Process

Suppose we have a branching process $\{X_n\}$, where $X_0=1$. How would I go about calculating the covariance $\operatorname{Cov}(X_j,X_i)$ for $i\leq j$? Not sure how to start, so hint would nice to ...
0
votes
1answer
21 views

Prove a conditional distribution is uniformly distributed across a given interval?

$X$ and $Y$ are independent random variables identically exponentially distributed with $\lambda$. Take $Z=X+Y$. Show that $(X|Z=z)$ is uniformly distributed over $(0<x<z)$. Then, find ...
0
votes
0answers
19 views

How to determine the limiting distribution of a Markov Chain which can only increment up or down a state at every stage?

I have a random walk Markov chain that has states from $0$ to $N$. The conditions are that when the chain is at $0$, the chain will go to state $1$ with probability $1$. When the chain is at state ...
0
votes
0answers
68 views

How many ways are there to choose one-half dozen donuts from $9$ varieties so that there are exactly $4$ glazed? [on hold]

How many ways are there to choose one-half dozen donuts from $9$ varieties so that there are exactly $4$ glazed? How should I approach this problem? Okay I think it's C(10, 2) because I already have ...