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
10 views

Elementary discrete probability. Need some guidance with a rather basic problem.

There are $m$ white balls and $n$ black balls in a box. Balls are randomly drawn from the box with no return. Denote $X_1$ : number of white balls that been drawn before the first black. For $2 \leq i ...
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0answers
22 views

How many ways can you choose team of 5 people out of 7 men and 6 women in which there are at least 3 men?

I am confused by this question. I solved it by selecting 3 men first out of 7 men and then selecting 2 people out of 10 remaining person ( 4 men and 6 women ) . So my answer is C(7,3) * C(10,2) = ...
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2answers
513 views

Problem on continuous probability distribution

Problem:We pick two random numbers, x and y, between 0 and 2. What is the probability that x*y<1 AND y/x<1. I am familiar with continuous probability distributions for one variable, but it ...
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2answers
27 views

Probability and Combinatorics

I am trying to solve example 4.15 here but think the total number of outcomes in the solution is incorrect. This is my reasoning. We have 3 that qualify as best three, say BBB, and 2 as bad say OO. ...
3
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0answers
16 views

Probability of the card following first ace being ace of spades or two of clubs

I am learning probability from Scheldon Ross' book. The question reads like this: A deck of 52 playing cards is shuffled, and the cards are turned up one at a time until the first ace appears. Is ...
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0answers
13 views

How do I go about solving this probability question?

I was playing around with dice this morning and flipping them, when a problem suddenly hit me. If I roll $n$ normal six-sided dice, and flip every single dice, what is the probability that the ...
1
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1answer
55 views

Expected time to failure

A machine needs two types of components in order to function. We have a stockpile of $n$ type-$1$ components and $m$ type-$2$ components. Type-$1$ components last for an exponential time with ...
1
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1answer
19 views

determination of probability

Recently I have faced a problem related to probability.I have tried it by bayseian theorem but failed.Here is the problem: A doctor knows that pneumonia causes a fever 95% of the time. She knows that ...
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0answers
14 views

Quantum probability and quantum measure theory

Do quantum probability and free probability mean the same thing - that is, they deal with noncommutative random variables? What about quantum measure theory? Is quantum measure theory the foundation ...
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0answers
12 views

A Feynman-Kac style derivation of a survival probability of a Compound Poisson process

Let $$R_t = u + \beta t - \sum^{N_t}_{i=1}U_i$$where $u\geq 0$, $\beta > 0$, $N_t$ is a Poisson counting process with intensity $\lambda$ and $U_i$ are jumps having a probability density $\nu(y)$ ...
0
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1answer
342 views

finding unconditional distribution by integrating conditional distribution

Given $$ f_Y (y)= \begin{cases}\frac{1}{120} e^{-\frac{1}{120}y} &, y\ge 0 \\ 0, &, y< 0 \end{cases}$$ and $$f_{X|Y} (x|y) = \begin{cases}\frac{1}{y} &, x\in [0, y] \\0 &, ...
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2answers
29 views

Class Coin Toss Experiment

My classmates and I are doing a coin toss experiment (i.e. toss coin 100 times). I have already determined that I have a fair coin, since I tossed $43$ heads, and this falls into a $95$% confidence ...
2
votes
2answers
30 views

What is the variance of the volumes of particles?

According to Zimmels (1983), the sizes of particles used in sedimentation experiments often have a uniform distribution. In sedimentation involving mixtures of particles of various sizes, the larger ...
7
votes
2answers
538 views

Bingo Probability Problem

A Bingo card has 25 squares with numbers on 24 of them, the center being a free square. The integers that are placed on the Bingo card are selected randomly and without replacement from 1 to 75, ...
0
votes
1answer
28 views

Expected value and single event probability [on hold]

Can expected values be added together to represent the overall expected value of a single event? Or is there a different way to do expected value for a group of probabilities? Also if I have 10 bets ...
1
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2answers
23 views

Find the required Chi-square score for an arbitrarily low p-value (2 degrees of freedom)

I'm trying to use the Chi-Square test to find the significance of data that suffers from the multiple testing problem. Because I have this multiple testing problem, the required p-value to view a test ...
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0answers
21 views

What is the proof behind the mean confidence interval for a Binomial Distribution?

How do we obtain the range to be as [$\mu-$$zσ$, $\mu+$$zσ$]? Is it when $n$ is sufficiently big?
4
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2answers
59 views

How to take into account uncertainty on number of events

Suppose I generate a set of events $X_{i}$ for $i = 1,2 \dots N$ and suppose every event is either a success or a failure, ie. $X_{i} = 0, 1$. If $N$ is fixed, the MLE for the probability of success ...
2
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0answers
29 views

Probability of a run of *k* or more of a subset of categories in *m* multinoulli trials?

Given a multinoulli distribution of categories $(C_1,C_2,...,C_n)$ with associated probabilities $\left\{p_1,p_2,\ldots ,p_n\right\}$ with $\sum _{i=1}^n p_i=1$, is there a tractable way to get the ...
0
votes
1answer
53 views

Coin Toss Experiment

I conducted an experiment where I tossed a coin $n=100$ times. I am assuming that the coin flips heads with a probability $p=0.5$. So that the coin is fair with a level of significance of $5%$, I want ...
3
votes
1answer
50 views

Probability question from GRE subject test

I ran across the following problem while practicing for the GRE math subject test: Suppose $X$ is a discrete random variable on the set of positive integers such that for each positive integer $n$, ...
0
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1answer
12 views

Extreme value distributions of unaccountably infinite set of random variables

Let us suppose that we have an uncountably infinite set $A=\{x_1,x_2, \cdots\}$ of i.i.d. random variables $x_i$, say with gamma distribution. Are minimum and maximum extreme value distributions ...
0
votes
1answer
64 views

What is the probability of an event happening in some interval given probability of it in x interval?

Suppose there is an event that happens with a probability of y in x interval of time, what would be the probability of it happening in x/2 interval of time? Would that be y/2 or is there something ...
2
votes
1answer
46 views

Intuition for probability density function as a Radon-Nikodym derivative

If someone asked me what it meant for $X$ to be standard normally distributed, I would tell them it means $X$ has probability density function $f(x) = \frac{1}{\sqrt{2\pi}}\mathrm e^{-x^2/2}$ for all ...
2
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2answers
54 views

Probability distribution of number of waiting customers in front of a counter

The number of customers arriving at a bank counter is in accordance with a Poisson distribution with mean rate of 5 customers in 3 minutes. Service time at the counter follows exponential distribution ...
3
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2answers
75 views

Combinatoric Birthday Paradox

There is likely a closed form solution for this problem but it's had me puzzled for days. This is about a variant on the classic birthday paradox. To recap, the birthday paradox is where given only 23 ...
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0answers
30 views

Odds for rolling specific faces on a 3-sided die [on hold]

Firstly, thank you for taking my question! Imagine five (5) $3$-sided dice, so three unique faces. What are the odds (percentage) of rolling $3$ of the same face when rolling $5$ dice? When rolling ...
1
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3answers
132 views

$\mathrm E [X \mid X=x] = x$?

I've gotten so caught up in measure-theoretic probability that I'm actually having trouble showing this simple result. Let $X$ be an integrable random variable. Then $$ \mathrm E[X \mid X=x] = ...
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votes
1answer
26 views

lottery question [on hold]

for the lottery -- if I have 4 numbers How can I see all of the 4 number combinations, never using the same number more than once in each combination
2
votes
3answers
276 views

Is the limit of càdlàg functions càdlàg?

Is the pointwise limit of càdlàg functions càdlàg? If not which are the weaker conditions to assure it? I cannot find a counterexample
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votes
2answers
47 views

100-sided dice was rolled 98 times, how do you choose next numbes to bet, based on current outcomes.

100-sided dice was rolled 98 times, Numbers form 1 to 50 were rolled exactly once, except number 25, which wasn't rolled yet. Number 75 was rolled 49 times You can only bet if the next roll result ...
0
votes
2answers
220 views

Probability of no more than three heads given that at least one toss resulted in heads

You toss a coin four times. Find the probability of no more than three heads given that at least one toss resulted in heads. So if I set event A as no more than three heads and B as at least one ...
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0answers
43 views

When the sum of Markov chains is a Markov chain: “dumb” algorithm

Suppose I have two (independent) discrete-time and space, preferably non-homogeneous Markov chains $\Gamma^{(i)}=\{\gamma_1^{(i)},\gamma_2^{(i)},...\}, \ i=1,2$ and I want to find a way to check when ...
0
votes
1answer
30 views

Probability that one normal Random Variable will fall within a given range of another.

I'm struggling with the following problem: (ed: Don't be lazy. Just type it out. ) A certain small freight elevator has a max. capacity $C$, which is Normally distributed, with mean ...
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0answers
78 views

Optimal allocation in network

We want to analyse specialization matters in a given network (N,g). Nodes represent individuals that can produce goods and services (just like in our usual economy) and that can be consumers too. ...
0
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1answer
21 views

Is there an upper bound for expectation of product of two measurable function on a random variable?

I wonder if there is an useful upper bound for $\mathbb{E}_{x\sim p(x)}[f(x)g(x)]$ in the following form: $$ \mathbb{E}_{x\sim p(x)}[f(x)g(x)] \leq \mathbb{E}_{x\sim p(x)}[f(x)]\times xxxxxx $$ The ...
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0answers
48 views

Probability - There is a radar, a computer and a gyroscope [on hold]

There is a radar, a computer and a gyroscope on board an airplane. The probability that the radar fails is 0.2. If the radar fails, the gyroscope will also fail, and the probability that the computer ...
-1
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1answer
15 views

Distribution of specific distributions

I have a normal distribution of independent variables, and there are a specific number of samples to this distribution: say 1 million samples. A function is set by the largest value of these million ...
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0answers
21 views

Scrabble/words with friends [on hold]

How many letter combinations are possible with 7 tiles? Just the math answer please, 7 tiles in 7 slots, how many different combinations? Thank you :)
0
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2answers
27 views

Why is this counting function finite? (It is used Probability)

Why is this counting function finite? I don't understand this interpretation of the author. Can you explain more about this? Please.
20
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5answers
2k views

Are primes randomly distributed?

There is a famous citation that says "It is evident that the primes are randomly distributed but, unfortunately, we don't know what 'random' means." R. C. Vaughan (February 1990) I have this very ...
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0answers
24 views

Distribution of the test statistic?

Let $\mathbf{x}_i \sim \mathcal{N}(\boldsymbol\mu, \boldsymbol\Sigma)$. I am trying to find a distribution of the following test statistic $ T(\mathbf{x}) = \frac{\bar{\mathbf{x}}^H ...
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votes
1answer
50 views

Billingsley Exercise 8.8 (Markov Chains)

I am studying from Billingsley and would like some hints on the following exercise. Suppose $S = \{0,1,2,...\}$, $p_{00} = 1,$ and $f_{i0} > 0$ for all $i$. Here, $S$ represents the state ...
0
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0answers
12 views

Meaningful Extreme value distribution

Extreme value theory (EVT) dictates that the limit distribution of the minimum of the set of i.i.d. Chi-square random varibales $\{C_1,C_2,\cdots,C_n\}$ is Weibull. The Weibull distribution has ...
0
votes
3answers
33 views

Probability of picking a card one out of 52 times.

Let's say we have a standard deck of 52 cards. What would be the probability of choosing the 2 of diamonds? Obviously, it would be $\frac{1}{52}$. If we were to randomly choose another card from ...
2
votes
2answers
54 views

What conditional independence theorem is being used here

In stanford's machine learning lecture 1, linear regression is defined on page 11, section 3 as: For $i = 1, \ldots, m$, $y^{(i)} = \theta^T x^{(i)} + \epsilon^{(i)}$, where $\epsilon^{(i)}$ are IID ...
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0answers
54 views

Of strings and substrings: A problem of probability

Problem Let $\Sigma=\{a, b\}$. Let $\Sigma^*$ denote the Kleene star of $\Sigma$: \begin{equation*} \Sigma^* = \{\varepsilon, a, b, aa, ab, ba, bb, aaa, aab, \ldots\} \end{equation*} where ...
1
vote
1answer
14 views

Relationship between minimizing a conditional variance and a covariance

We are working with discrete-time stochastic processes. Let $v_k$ be a $\mathcal F_k$-predictable process, and let $X_k, \eta_k$ be $\mathcal F_k$-adapted processes. Define $V_k = v_kX_k+\eta_k$ and ...
0
votes
1answer
24 views

Probability of 2 students being chosen the both have under 100 books at home

Suppose we select two students at random from the class of fifteen. What is the probability that both students chosen have less then 100 books at home? Data provided is the amount of books each ...
0
votes
1answer
290 views

How to Calc the odds of winning a lucky dip

How do I calculate the odds of winning? I am doing a lucky dip raffle - you pay $£1$ and pick out $3$ balls, there are $495$ balls and $50$ prizes. Each ball has a number on, and if the number matches ...