# Tagged Questions

Questions on using, finding, or otherwise relating to probability distributions, pdfs, cdfs, or the like.

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### Transformations of two Laplace distributions resulting in a Laplace distribution

Suppose we have two independent identical random variables $X_1$ and $X_2$ with Laplace distribution \begin{align} f_X(x)=\frac{1}{2b}e^{-\frac{|x|}{b}} \end{align} I am looking for a non-...
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### An issue with the distribution function

I am reading a book about Boltzmann equation, here is a quotation: For a gas of $N$ particles, the number of particles having velocities in the $x$ direction between $c_x$ and $c_x + \mathrm dc_x$...
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### Is a particular sample a 'random sample'?

Say I have a high dimensional Bernoulli distribution $X$ (defined by $p_1,p_2,...,p_n$, independent marginals). I realized I cannot use the chi-squared test to check if a given set of $m$ samples from ...
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### Communicating classes of a power of the irreducible transition matrix? [on hold]

Suppose $P$ is an irreducible transition matrix, with period $d$. Consider the transition matrix $P^k$. In terms of $d$ and $k$, how many communicating classes does $P^k$ have, and what is the period ...
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### Multivariate to univariate distribution

Say one has a Student's t-copula (where all the margins and the copula can have different degrees of freedom). If you had a matrix of data (f.e. financial returns) and you know that the portfolio ...
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### Transformation technique to find PDF

Consider two random variables with the following joint PDF: $$f_{X,Y}(x,y) = \begin{cases} 2, & x > 0, y > 0, x + y < 1 \\ 0, & \text{otherwise} \end{cases}$$ I need to find ...
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### Generating samples from a Beta(2,2) distribution

I'm looking for a convenient way to generate $\text{Beta}(2,2)$ random variables, using independent $\text{Uniform}(0,1)$ random variables and elementary functions. I'd prefer to avoid rejection or ...
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### Conditional Probability: Birth rank of children in randomly chosen families

(BH 4.7) A certain small town, whose population consists of 100 families, has 30 families with 1 child, 50 families with 2 children, and 20 families with 3 children. The birth rank of one of these ...
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### Probability for a leading candidate to eventually win

Two candidates contest a close election. Each of the $n$ voters votes independently with probability $\frac12$ each way. Fix $\alpha \in (0,1)$. Show that, for large $n$, the probability that the ...
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### Bell numbers and the Moments of expected number of fixed points

Let $X_N$ be the random variable corresponding to the number of fixed points (1-cycles) in a permutation chosen uniformly at random from $S_N$. Then, the $m^{\text{th}}$ moment, when $m < N$, is ...
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### Queue depth to keep workers busy

I'm trying to find a probability of keeping w workers busy with a q queue depth feeding those w workers. When the queue has at least one item in it the item can be taken and the item was randomly ...
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### Understanding the flat (uniform) Dirichlet distribution density over a simplex

This should be really straightforward from the formula, but somehow I'm having trouble understanding the density of a Dirichlet distribution with $\alpha = [1, 1, ... 1] \in R^k$, which is a uniform ...
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### Finding P(S<0) with standard Normal Cumulative Distribution function

I know I'm supposed to use the the Standard Normal Cumulative distribution function. But I can't seem to get everything I need. Let $X$ bea random variable with $P(X=-1)=P(X=0)=0.25$ and $P(X=1)=0.5$ ...
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### Find the almost sure limit of $X_n/n$, where each random variable $X_n$ has a Poisson distribution with parameter $n$

$X_{n}$ independent and $X_n \sim \mathcal{P}(n)$ meaning that $X_{n}$ has Poisson distributions with parameter $n$. What is the $\lim\limits_{n\to \infty} \frac{X_{n}}{n}$ almost surely ? I ...
### Joint density function of $T_1,T_2$ and expectation of $E[T_1 ^2 +T_2 ^2 ]$
Given that $T_1,T_2$ are random variables representing the useful life (in hours) of two electrical appliance. The joint probability function of two variables distributed uniformly in the domain ...