1
vote
1answer
19 views

probility, placing balls, covariance

Can you please help to see where I did wrong? There are 10 balls, and each ball to be place in bin 1 and bin 2. Each ball is placed indepedently. Let X be the number of balls in bin 1 and Y be the ...
2
votes
1answer
15 views

probability, transformation on Random Variable

This is a more general question about the transformation of a random variable. Say X is given as a certain distribution, and Y=g(X). If it asks to compute the pdf of Y, I am having trouble to ...
0
votes
0answers
41 views

probability, birthday paradox: need help to understand the solution

I need help to understand the following solution to a birthday paradox problem. problem:So you have $20$ people. Then let $P=$ # of pairs that share the common birthday. Compute ${\bf E}[P]$, ...
1
vote
2answers
30 views
0
votes
1answer
6 views

Variences and adding them from independent random variables?

If I have 3 random varibles X, Y and Z and X=Y+Z then var(X)=var(Y)+var(Z), but Y=X-Z therefore var(Y)=var(X)+var(Z), it is clear that these two contridict, so what makes one of them right and the ...
3
votes
2answers
52 views

Transformation on a random variable

Can someone please help me with formatting this question? $Y$ is an exponential random variable with parameter $1$. Let $Z=-Y$, what is the pdf of $Z$? Attempt: $$\Pr(-Y< y)=\Pr(Y>-y) ,$$ ...
0
votes
1answer
17 views

probability, depedence => uncorrelated?

One quick question. Two random variables are dependent, so it must be uncorrelated? Also for the terminalogy, does the term "uncorrelated" means two random variables have a corvariance factor of 0? ...
1
vote
1answer
22 views

probability, please help on bayes question

I dont need exact answer, I just need help to judge wether my following method is correct or not. Question:A physician has 5 patients. There are treatments A and B. Physician gives treament A to 3 ...
0
votes
1answer
21 views

probability, at least one is not present

you have $5$ red balls, $10$ green balls, and $15$ yellow balls in a balls. You randomly choose $5$ without replacement. What is the probability that at least one of the $3$ colors is not present ...
0
votes
1answer
21 views

Likelihood of Two Binomial Distributed RV's

We are given that Let X1~Bin(n1 = 34, p1) and X2~Bin(n2 = 56, p2) In general, what is the likelihood, L(p1, p2) = f (X1, X2 | p1, p2) for the data X1 and X2 I believe that I am supposed to use a ...
0
votes
0answers
7 views

deterministic limit of gaussian distribution

Let $a$ be a random variable over some set $A$, and let $\mathcal A \subseteq A$ be an event. Let $\mathcal E \subset \mathbb R^n$ be another event, and let $x_1, \dots, x_n$ be several Gaussian ...
2
votes
1answer
39 views

what is the distributions of the random variable?

If moment generating function is $m(t)=[(1/3)e^{t}+(2/3)]^{5}$, then what is the distributions of the random variable?
1
vote
1answer
29 views

probability, need help on the marginal densities

I need help on the marginal densities. In particular, I know you just integrate the joint pdf f(x,y) from y=-infinity to +infinity, but in the context of the below question, I have trouble to define ...
2
votes
3answers
74 views

Probability, random line up

Five distinct families arrive to a party. Each family consists of 3 people. The 15 participants of the party are arranged randomly in a line. Let X be the number of families that their members sit ...
1
vote
1answer
71 views

probabilty, random variable independent

Let $X$ and $Y$ be independent Poisson random random variables with ($\lambda=1$). Are $X-Y$ and $X+Y$ independent? Justify My attempt: $X-Y$ => random variable is $0$. $X+Y$=> Poisson of ...
0
votes
2answers
29 views

Probability Density Function with continuous random variables

Let $X$ have density $$ f_X(x) = \begin{cases} \sqrt{3(x+2)}/6 & -2 \leq x \leq 1 \\ 0 & \text{otherwise}. \end{cases} $$ Find the probability that $X$ is positive. Would this just ...
0
votes
2answers
26 views

probability, indicator random variable

Let $A,B,C$ be independent events with $P(A)=P(B)=P(C)=\dfrac{1}{2}$. Let $X$ be the indicator r.v. of the event $A \cup B$ and $Y$ the indicator r.v. of the event $B \cup C$. Compute ${\bf E}[XY]$. ...
0
votes
0answers
10 views

Expectation of modulus of normal distribution.

I consider random variable $\xi \in N(o, \sigma^2) $. How to find teh expectation: $\mathbb{E}(|\xi|)$? It seems to be connected with the variance of $\xi$, but in which way?
0
votes
1answer
22 views

Probability: arithmetic on Random Variables

I have a question about the arithmetic on random variable in probability. Question: Are the events $\{X=Y\}$, $\{Y=Z\}$,$\{Z=X\}$ independent? My solution: $$ P(X=Y,Y=Z,Z=X) = {(0.5^2 ...
1
vote
0answers
54 views

Bounds for sum of random variables

Let $A_1,...,A_M$ be random variables, not necessarily independent. For each one of them I know that $P( A_i \geq a )\leq B_i, \quad i=1,2,...,M$. How can I retrieve lower/upper bounds for ...
0
votes
2answers
34 views

probability: arithmetic with random variables.

I have a question of using arithmetic on random variables. Please refer to the following question, to which I will present my solution using the arithmetic (which I thought it's correct but actually ...
0
votes
1answer
22 views

calculating variance of a random variable

Suppose you have a playlist consisting of four songs that you play in a smart shuffle mode. In this mode, after the current song is played, the next song is chosen randomly from the other three ...
0
votes
0answers
13 views

Non-Linear Transformation of two R.V.

Suppose I want to take some action if an object is with in some distance from me with some probability. I have an x and y measurement of its position with noise ...
1
vote
1answer
33 views

Calculating bounds with multiple random variables.

I have this problem: Suppose there are 4 students (who we'll refer to as A, B, C, and D) in a class and each student is equally likely to have been born in any of the twelve months of the year. For ...
0
votes
1answer
25 views

calculating X, Y, Z random variables

Suppose X, Y, and Z are random variables that each take the value 0 or 1. If P(X=0,Y=1,Z=0)=1/3 and P(X=0,Y=1,Z=1)=1/4, what is the value of P(X=0,Y=1)? I am trying to calculate this but I am really ...
0
votes
2answers
28 views

Covariance of dependent random variables from a Poisson process

Question: Given a Poisson process $N(t),t≥0$ with rate $λ$, calculate the covariance of $N(2)$ and $N(3)$. Attempt: So clearly $N(2) \sim Po(2\lambda)$ and $N(3) \sim Po(3\lambda)$. So, ...
0
votes
1answer
49 views

Fair Die tossed twice, random variables

A fair die is tossed twice. Let $d_1=\text{value of die on roll 1}$ and $d_2=\text{value of die on roll 2}$ Let $X=d_1+d_2$, the sum of the faces; $Y=\max\left\{d_1,d_2\right\}$, the maximum of the ...
0
votes
0answers
19 views

Conditional Probability Question - on route availability

Hey Guys I am seemingly stumped with this question I have gotten involving conditional probability and routes Suppose route $A$ to $B$ is available 0.5 of the time An alternative route to B from A ...
1
vote
1answer
36 views

{Probability}: choosing keys from a pool without replacement

The OP is trying to understand the following question. The OP understand that if you can always write out the term $$P(X=k) \implies (1-\frac{1}{N})(1-\frac{1}{N-1})\cdots(1-\frac{1}{N-k+1}),$$ ...
0
votes
1answer
42 views

probability of playing music player on shuffle and listening to every song.

I have a few problems I am trying to work out but I am not totally confident in my answers: The problem is such: Suppose you have a playlist consisting of four songs. You play your playlist in ...
0
votes
1answer
27 views

Expected value vs values which happen with the biggest probability

If $X$ is a random variable from binomial distribution $Bin(n,p)$, then $$P(X = k) = \binom{n}{k}p^k(1-p)^{n-k}$$ where $p$ is the probability of one success. The expected value of random variable ...
1
vote
1answer
29 views

Finding density function of random variable, which is division of two other random variables.

I have following 2-dimensional random variable $(x,y)$: $$ f(x,y) = 1, \quad 0 \leq x \leq 1, \quad 0 < y \leq 1 $$ I have to find density function of random variable $Z = \frac{X}{Y}$. I am ...
0
votes
1answer
54 views

Probability: deviation from the mean

I am having trouble to understand the following. If $S_n=X_1+X_2+......+X_n$, where X_1,X_2 are Bernouli (p). I don't understand this. So you get an intermediate point Constant* sqrt(n). To the ...
0
votes
1answer
28 views

probability: chebychev inequality question

For this question, I don't understand the highlighted part of the solution I thought it should be >5, but then 6?
1
vote
2answers
35 views

Prove that a constant multiplied by a Poisson random variable is not Poisson

Does the following constitute a proof that the multiplication of a Poisson random variable $K$ with an integer constant $a$ is not itself Poisson? That is, $f_K(k) = \frac{\lambda^k}{k!} ...
2
votes
1answer
32 views

$\rho_\gamma(X)=\frac{1}{\gamma} \log \mathbb{E}[e^{-\gamma X}]$

$\rho_\gamma(X)=\frac{1}{\gamma} \log \mathbb{E}[e^{-\gamma X}]$ is a convex risk measure, but it fails the subadditivity property in order to be called coherent. A mapping ...
1
vote
3answers
35 views

Independence of max and min of a set of random variables.

Suppose $X_1,\ldots,X_n$ are independent and identically distributed random variables with cdf $F_X(x)$. Define $U$ and $L$ as $U=\max\{ X_1, \ldots ,X_n\}$ and $L = \min\{X_1,\ldots,X_n\}$. Are $U$ ...
1
vote
2answers
78 views

Random Variable Probabilities

Suppose you have a playlist consisting of four songs that you play in a smart shuffle mode. In this mode, after the current song is played, the next song is chosen randomly from the other four ...
2
votes
2answers
49 views

Is this probability inequality always true?

For $n$ random variables $X_1$, $X_2$, $\dotsc$, and $X_n$. Is it always true that: $$\mathbb{P}\left[\sum_{k=1}^{n} X_k>a\right]\geq\mathbb{P}\left[\max\{X_1, X_2, \dotsc, X_n\}>a\right].$$ ...
0
votes
0answers
20 views

How to calculate this CDF?

Let suppose that we have three points in the euclidean plan $\mathbb{R}^2$ which are depicted inside a circle of radius $R$ as follow: $P_1=(D,0)$ (the center of the circle), $P_2=(0,0)$, and ...
1
vote
1answer
15 views

Number of storms in a rainy season

This is a follow-up to my previous question. Now instead of finding a probability I would like to now find the expectation too. I will restate the question and my solution below. I would appreciate if ...
0
votes
0answers
29 views

Order statistics of random variables

Let $\{I_1, I_2, \dotsc, I_N\}$ be $N$ i.i.d random variables. I know that the smallest orders statistics and the largest one are defined respectively as follow: $$I_{(1)}=\min(\{I_1, I_2, \dotsc, ...
2
votes
1answer
25 views

Probability of two independent random variables being equal

Assume that $X$ and $Y$ are two independent random variables that follow the binomial distribution of parameters $p$ (the probability of one success) and $n$ (the number of trials). I was wondering ...
1
vote
0answers
46 views

Almost sure convergence of a sum of independent exponential random variables?

I'm in difficult with this exercise... I hope someone can help me. Let $X_1,X_2,...$ be independent random variables, $X_n\sim \exp(\lambda_n)$, where $$0 < \lambda_n\rightarrow \lambda , \lambda ...
2
votes
1answer
53 views

Bell's inequality

Let $\xi, \eta, \zeta$ be random variables such that $|\xi|, |\eta|, |\zeta| \le 1$. I need to prove such inequality: $|\mathbb{E}(\zeta \xi)-\mathbb{E}(\zeta \eta)| \le 1 - \mathbb{E}(\xi \eta)$ ...
1
vote
1answer
43 views

Find the probability generating function

I have an exercise of this type that I just can not solve "Are $x$ and $y$ be independent random variables, $X$-Poisson($a$), $Y$-Poisson($b$). Find the probability generating function of the random ...
1
vote
1answer
45 views

How do we square a random variable?

How do we square a random variable? For example, Let $Y=X^2$. $$f_X(x)={\frac{1}{\sqrt{2\pi}}} \cdot e^{\tfrac{-x^2}{2}}$$ How do we derive $f_Y(y)$? Thanks in advance.
0
votes
1answer
32 views

Expected value of random discrete infinite variable

We are given $\xi$ random discrete variable, which takes values $> 1$. $P(\xi = k) = \frac C {k \cdot (k+1) \cdot (k+2)}$, where C is some constant. I'm obliged to find expected value of $\xi$. ...
0
votes
0answers
19 views

CDF of a discrete random variable?

What is the CDF of a discrete random variable? Is there an explicit formula of the CDF of a discrete random variable? I know that a CDF of a continuous (real-valued) random variable is: ...
2
votes
1answer
21 views

Convergence in Probability of a Sequence of Exponential Random Variables

If $X$ is an exponential random variable with $\lambda = 3$ and $Y_n = \frac{X^n}{n}$, I am trying to prove whether or not $Y_n$ converges in probability. My original approach was the following: ...