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 (...

learn more… | top users | synonyms (2)

44
votes
2answers
33k views

Expected time to roll all 1 through 6 on a die

What is the average number of times it would it take to roll a fair 6-sided die and get all numbers on the die? The order in which the numbers appear does not matter. I had this questions explained ...
14
votes
9answers
9k views

Proving Pascal's Rule : ${{n} \choose {r}}={{n-1} \choose {r-1}}+{{n-1} \choose r}$ when $1\leq r\leq n$

I'm trying to prove that ${n \choose r}$ is equal to ${{n-1} \choose {r-1}}+{{n-1} \choose r}$ when $1\leq r\leq n$. I suppose I could use the counting rules in probability, perhaps combination= ${{n}...
48
votes
10answers
7k views

The Monty Hall problem

I was watching the movie 21 yesterday, and in the first 15 minutes or so the main character is in a classroom, being asked a "trick" question (in the sense that the teacher believes that he'll get the ...
41
votes
4answers
8k views

Probability for the length of the longest run in $n$ Bernoulli trials

Suppose a biased coin (probability of head being $p$) was flipped $n$ times. I would like to find the probability that the length of the longest run of heads, say $\ell_n$, exceeds a given number $m$, ...
27
votes
4answers
14k views

Intuition behind using complementary CDF to compute expectation for nonnegative random variables

I've read the proof for why $\int_0^\infty P(X >x)dx=E[X]$ for nonnegative random variables (located here) and understand its mechanics, but I'm having trouble understanding the intuition behind ...
43
votes
18answers
76k views

In a family with two children, what are the chances, if one of the children is a girl, that both children are girls?

In a family with two children, what are the chances, if one of the children is a girl, that both children are girls? I just dipped into a book, The Drunkard's Walk - How Randomness Rules Our Lives, ...
52
votes
10answers
23k views

Taking Seats on a Plane

This is a neat little problem that I was discussing today with my lab group out at lunch. Not particularly difficult but interesting implications nonetheless Imagine there are a 100 people in line to ...
3
votes
1answer
1k views

Probability distribution in the coupon collector's problem

I'm trying to solve the well known Coupon Collector's Problem by explicitly finding the probability distribution (so far all the methods I read involve using some sort of trick). However, I'm not ...
12
votes
2answers
4k views

How calculate the probability density function of $Z = X_1/X_2$

Let $X_1$ and $X_2$ be two continuous r.v., my question is: what is the p.d.f of $Z=X_1/X_2$?
16
votes
3answers
7k views

Expectation of the maximum of i.i.d. geometric random variables

Given $n$ independent geometric random variables $X_n$, each with probability parameter $p$ (and thus expectation $E\left(X_n\right) = \frac{1}{p}$), what is $$E_n = E\left(\max_{i \in 1 .. n}X_n\...
216
votes
13answers
28k views

Given an infinite number of monkeys and an infinite amount of time, would one of them write Hamlet?

Of course, we've all heard the colloquialism "If a bunch of monkeys pound on a typewriter, eventually one of them will write Hamlet." I have a (not very mathematically intelligent) friend who ...
30
votes
8answers
37k views

Expected Number of Coin Tosses to Get Five Consecutive Heads

A fair coin is tossed repeatedly until 5 consecutive heads occurs. What is the expected number of coin tosses?
27
votes
7answers
2k views

Prove: $\binom{n}{k}^{-1}=(n+1)\int_{0}^{1}x^{k}(1-x)^{n-k}dx$ for $0 \leq k \leq n$

I would like your help with proving that for every $0 \leq k \leq n$, $$\binom{n}{k}^{-1}=(n+1)\int_{0}^{1}x^{k}(1-x)^{n-k}dx . $$ I tried to integration by parts and to get a pattern or to ...
43
votes
2answers
19k views

Expectation of the maximum of gaussian random variables

Is there an exact or good approximate expression for the expectation, variance or other moments of the maximum of $n$ independent, identically distributed gaussian random variables where $n$ is large? ...
20
votes
3answers
1k views

Birthday-coverage problem

I heard an interesting question recently: What is the minimum number of people required to make it more likely than not that all 365 possible birthdays are covered? Monte Carlo simulation ...
7
votes
2answers
21k views

Integral of CDF equals expected value

The question as below... Let $X$ be a non-negative random variable and $F_{X}$ the corresponding CDF. Show, $$E(X) = \int_0^\infty (1-F_X (t)) \, dt$$ in the case that, $X$ has a a) discrete ...
7
votes
4answers
6k views

Probability of picking a random natural number

I randomly pick a natural number n. Assuming that I would have picked each number with the same probability, what was the probability for me to pick n before I did it?
43
votes
7answers
32k views

Probability of 3 people in a room of 30 having the same birthday

I have been looking at the birthday problem (http://en.wikipedia.org/wiki/Birthday_problem) and I am trying to figure out what the probability of 3 people sharing a birthday in a room of 30 people is. ...
19
votes
3answers
21k views

pdf of the difference of two exponentially distributed random variables

Suppose we have $v$ and $u$, both are independent and exponentially distributed random variables with parameters $\mu$ and $\lambda$, respectively. How can we calculate the pdf of $v-u$?
16
votes
8answers
3k views

Boy Born on a Tuesday - is it just a language trick?

The following probability question appeared in an earlier thread: I have two children. One is a boy born on a Tuesday. What is the probability I have two boys? The claim was that it is not ...
2
votes
2answers
1k views

The coupon collectors problem [closed]

Each box of a certain breakfast cereal contains one of ten different coupons, each with the same probability. We win a prize if we manage to obtain a complete collection of all the different coupons. ...
11
votes
6answers
817 views

Book on combinatorial identities

Do you know any good book that deals extensively with identities obtained using combinatorial and/or probabilistic arguments (e.g., by solving the same combinatorial or probability problem in two ...
16
votes
1answer
3k views

Probability that a random binary matrix is invertible?

What is the probability that a random $\{0,1\}$, $n \times n$ matrix is invertible? Assume the 0 and 1 are each present in an entry with probability $\frac{1}{2}$. Is there an explicit formula as a ...
16
votes
2answers
1k views

What's the General Expression For Probability of a Failed Gift Exchange Draw

My family does a gift exchange every year at Christmas. There are five couples and we draw names from a hat. If a person draws their own name, or the name of their spouse, all the names go back in a ...
23
votes
2answers
7k views

Probability that a stick randomly broken in two places can form a triangle

Randomly break a stick (or a piece of dry spaghetti, etc.) in two places, forming three pieces. The probability that these three pieces can form a triangle is $\frac14$ (coordinatize the stick form $...
14
votes
5answers
2k views

Probability of dice sum just greater than 100

Can someone please guide me to a way by which I can solve the following problem. There is a die and 2 players. Rolling stops as soon as some exceeds 100(not including 100 itself). Hence you have the ...
5
votes
3answers
10k views

How to use stars and bars (combinatorics)

How to use the stars and bars method? Say I want to find number of combinations I can get with $x_1+x_2+x_3+x_4=22$, where $x_i\in\mathbb{N}$. Is this the correct time to apply the method?
0
votes
2answers
115 views

What are numerical methods of evaluating $P(1 < Z \leq 2)$ for standard normal Z? [closed]

Let $Z \sim Norm(0, 1)$ and denote its PDF and CDF by $\phi$ and $\Phi$ respectively. Then, theoretically, $P(1 < Z \leq 2) = \Phi(2) - \Phi(1).$ However $\Phi$ cannot be expressed in closed form, ...
232
votes
7answers
68k views

Multiple-choice question about the probability of a random answer to itself being correct

I found this math "problem" on the internet, and I'm wondering if it has an answer: Question: If you choose an answer to this question at random, what is the probability that you will be correct? ...
29
votes
8answers
38k views

What is the probability of a coin landing tails 7 times in a row in a series of 150 coin flips?

If you were to flip a coin 150 times, what is the probability that it would land tails 7 times in a row? How about 6 times in a row? Is there some forumula that can calculate this probability?
29
votes
9answers
12k views

If a 1 meter rope is cut at two uniformly randomly chosen points, what is the average length of the smallest piece?

If a $1$ meter rope is cut at two uniformly randomly chosen points (to give three pieces), what is the average length of the smallest piece? I got this question as a mathematical puzzle from a ...
9
votes
1answer
2k views

Probability that two random numbers are coprime

This is a really natural question for which I know a stunning solution. So I admit I have a solution, however I would like to see if anybody will come up with something different. The question is ...
7
votes
1answer
23k views

Gamma Distribution out of sum of exponential random variables

I have a sequence $T_1,T_2,\ldots$ of independent exponential random variables with paramter $\lambda$. I take the sum $S=\sum_{i=1}^n T_i$ and now I would like to calculate the probability density ...
10
votes
2answers
4k views

another balls and bins question

I've seen many variations of this problem but I can't find a good, thorough explanation on how to solve it. I'm not just looking for a solution, but a step-by-step explanation on how to derive the ...
9
votes
4answers
825 views

Why does this expected value simplify as shown?

I was reading about the german tank problem and they say that in a sample of size $k$, from a population of integers from $1,\ldots,N$ the probability that the sample maximum equals $m$ is: $$\frac{\...
3
votes
1answer
134 views

When Superposition of Two Renewal Processes is another Renewal Process?

When superposition of two renewal processes is another renewal process? If you merge (superpose) two Poisson processes with parameters $\lambda_1$ and $\lambda_2$, the outcome is another Poisson ...
0
votes
2answers
635 views

Coupon collector problem for collecting set k times.

Recently I tried to solve a problem that based on coupons collector problem. Let it be sth like this: If a package has one of 50 random baseball cards, how many packages do you need to buy to get a ...
6
votes
1answer
1k views

how to show convergence in probability imply convergence a.s. in this case?

Assume that $X_1,\cdots,X_n$ are independent r.v., not necessarily iid, Let $S_n=X_1+\cdots+X_n$, suppose that $S_n$ converges in probability, how can we show that $S_n$ converges a.s.?
2
votes
1answer
3k views

If $X$ and $Y$ are independent then $f(X)$ and $g(Y)$ are also independent.

Knowing that if you have two independent $X$ and $Y$, and $ f $ and $ g $ measurable functions, how to show that then $ U = f (X) $ and $ V = g (Y) $ are still independent.
13
votes
1answer
2k views

Formal definition of conditional probability

It would be extremely helpful if anyone gives me the formal definition of conditional probability and expectation in the following setting, given probability space $ (\Omega, \mathscr{A}, \mu ) $ ...
34
votes
5answers
6k views

How to find a random axis or unit vector in 3D?

I would like to generate a random axis or unit vector in 3D. In 2D it would be easy, I could just pick an angle between 0 and 2*Pi and use the unit vector pointing in that direction. But in 3D I don'...
23
votes
2answers
2k views

Expected number of rolling a pair of dice to generate all possible sums

A pair of dice is rolled repeatedly until each outcome (2 through 12) has occurred at least once. What is the expected number of rolls necessary for this to occur? Notes: This is not very deep ...
18
votes
4answers
2k views

probability textbooks

Has anyone compiled a moderately comprehensive list on the web or elsewhere of textbooks on probability For students who have not been introduced to the subject before That introduce both discrete ...
7
votes
2answers
22k views

Sum of independent Gamma distributions is a Gamma distribution

If $X\sim \mathrm{Gamma}(a_1,b)$ and $Y \sim \mathrm{Gamma}(a_2,b)$, I need to prove $X+Y\sim(a_1+a_2,b)$ if $X$ and $Y$ are independent. I am trying to apply formula for independence integral and ...
13
votes
3answers
21k views

Expected value of maximum of two random variables from uniform distribution

If I have two variables $X$ and $Y$ which randomly take on values uniformly from the range $[a,b]$ (all values equally probable), what is the expected value for $\max(X,Y)$?
5
votes
4answers
2k views

Probability Problem on Divisibility of Sum by 3

From the 3-element subsets of $\{1, 2, 3, \ldots , 100\}$ (the set of the first 100 positive integers), a subset $(x, y, z)$ is picked randomly. What is the probability that $x + y + z$ is divisible ...
9
votes
1answer
11k views

How to compute the sum of random variables of geometric distribution

Let $X_{i}$, $i=1,2,\dots, n$, be independent random variables of geometric distribution, that is, $P(X_{i}=m)=p(1-p)^{m-1}$. How to compute the PDF of their sum $\sum_{i=1}^{n}X_{i}$? I know ...
8
votes
4answers
4k views

Question on the 'Hat check' problem

The famous 'Hat Check Problem' goes like this, 'n' men enter the restaurant and put their hats at the reception. Each man gets a random hat back when going back after having dinner. The goal is to ...
7
votes
3answers
4k views

How can I (algorithmically) count the number of ways n m-sided dice can add up to a given number?

I am trying to identify the general case algorithm for counting the different ways dice can add to a given number. For instance, there are six ways to roll a seven with two 6-dice. I've spent quite ...
4
votes
2answers
182 views

What is the probability of rolling $n$ dice until each side appears at least once?

We roll a die until each side appears at least once, then we stop. What is the probability of rolling exactly $n$ dice? I guess the answer is $$6-6\left(\dfrac{5}{6}\right)^n\;,$$ but this may ...