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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305 views

Probability of picking specific balls

Suppose I have $20$ red balls in one box and $20$ blue balls in another box. There $12$ red balls and $7$ blue balls have stars on them. I randomly take out one red ball and one blue ball at each ...
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2answers
49 views

dice probability - same 2 dice in 6 dice rolls

I have this simple probability problem that I am not sure I solved correctly. I am not interested in formulas, but rather the thought process of how to solve it. Suppose we roll six 6-sided dice that ...
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2answers
16 views

how Find the probability that the committee will consist of the following all dentists

A committee of four people is to be formed from six doctors and eight dentists. Find the probability that the committee will consist of only dentists
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2answers
27 views

Anagrams contained within random strings

What is the probability that a random string of length $n$ will contain an anagram of a shorter string of length $k$? E.g., you generate a string of 50 random letters, repetitions allowed, what are ...
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2answers
332 views

Mean and variance calculation

An unfair coin has probability $p$ of heads. I flip it until I get heads, then I flip it some more until I get tails. Let $X$ be the total number of flips. So here are some possible outcomes: HT : $X = ...
5
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1answer
384 views

Probability that a given Poisson variable samples greater than its mean $\lambda$, provided $\lambda > D$

Given a random variable $X \sim \text{Poisson}(\lambda)$ such that $\lambda > D$, with $\lambda, D \in \mathbb{N}$, what is the probability that a sample obtained from $X$ is greater than ...
4
votes
1answer
479 views

Random walk, Cat and mouse

Here is the problem. In graph G, on different vertices there is cat and mouse. Cat and mouse do independent random walk, but time is synchronous, in one unit of time both cat and mouse do one step. ...
3
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1answer
23 views

Almost sure convergence through subsequences

$\{X_i\}$'s are independent Poisson random variables with parameters $\lambda_i$ respectively satisfying $\sum_{n=1}^{\infty}\lambda_n=\infty$. Define $S_n=X_1+X_2+\cdots +X_n$ then show that ...
2
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1answer
28 views

Coupon collector problem with $k$ distinct coupon sets to complete

In the standard coupon collector problem we have an urn with $n$ different coupons, from which coupons are being collected, equally likely, with replacement. Simple analysis shows that the expected ...
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1answer
54 views

Properties of independence and conditional independence

Recently, I see some properties from conditional independence wiki page https://en.wikipedia.org/wiki/Conditional_independence I don't quite understand the properties of "Rules of conditional ...
1
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1answer
355 views

Distribution of sum of multiplication of i.i.d. exponential random variables.

I have two questions: A) Suppose that we have $Z=c\Sigma (X_i-a)(Y_i-b) $ where $X_i$s and $Y_i $s are independent exponential random variables with means equal to $\mu_{X}$ and $\mu_{Y}$ (for ...
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1answer
9 views

Bounding probability based on binary values

I've been reading this paper on probabilistic logic: http://ai.stanford.edu/~nilsson/OnlinePubs-Nils/PublishedPapers/problogic.pdf On page 76 theres a 3d diagram and Nilsson mentions the bounds on ...
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1answer
15 views

Number of edges in randomly induced graph

If I have a simple graph $G$ with $n$ vertices and $m$ edges, then I want to create a randomly induced graph $G_x$ by selecting vertices with a probability of $n/2m$. The edges of $G_x$ are defined to ...
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1answer
16 views

Derivative of Poisson that approximates Binomial

Instead of a standard urn ball problem, I have many urns and balls. Many. One might say, a continuum of balls $B$ and urns $U$. The likelihood of a single urn having $x$ matches is, under the ...
0
votes
1answer
33 views

Probability distributions associated with Markov chain

Let's say I have a Markov chain, with all the transition probabilities known, and there's a cost associated with each transition. The cost for transitioning from node $a$ to node $b$ is given by the ...
0
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1answer
29 views

Question related to Square Integrable Martingale

Let $X_n$ and $Y_n$ be martingales with $EX_n^2<\infty$ and $EY_n^2<\infty$ for all $n$. Show that $EX_nY_n-EX_0Y_0=\sum_{m=1}^nE(X_m-X_{m-1})(Y_m-Y_{m-1})$. I tried to expand the right ...
0
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1answer
31 views

Lower bound for $\Pi(n)$ - viability of probabilistic theory

Can somebody check the validity of my arguments below, and tell me why its wrong or right? Consider the sequence of non-negative integers. Let $a_0=0, a_1=1, ..., a_i=i,...$ Divisiblilty of $a_i$ ...
0
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1answer
68 views

Probability of hitting a number $Ib$ (rare case)

Consider a set $S$ of $N^{3/2}$ numbers. Fix a collection $T$ of $N^{\frac{1}{2}}$ numbers. With every trial, we have the freedom to choose $N^{1-\epsilon}$ of them at a time without overlapping. My ...
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votes
1answer
23 views

Sampling with independent probabilities

I'm looking for one specific sampling method that decides about inclusion probability of each item regardless of existence of other elements. As an example given 0.5 as the inclusion probability, it ...
0
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1answer
617 views

Expected state of a Markov chain

Let's start with a slightly trivial Markov chain defined as follows: the beginning state is called $1$ and the set of states is $\mathbb{N}$. At each step, when the current state is $n$, the ...
10
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0answers
373 views

Cramér's Model - “The Prime Numbers and Their Distribution” - Part 1

I was reading "The Prime Numbers and Their Distribution" by Gérald Tenenbaum and Michel Mendès France, the section about Cramér's Model, and I couldn't prove a couple of results. I would like to start ...
9
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0answers
158 views

Variational formulations in group theory?

I apologise if this is a naïve question. Are there any known / widely applicable / important variational formulations in (finite) group theory? That is, a relationship of the form $$\alpha(G) = ...
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0answers
263 views

Does this random variable have a density?

I have a persistent problem, which I'm almost certain can be answered using elementary probabilistic arguments, but for some reason I've been stuck for some time. Here is the problem. Let $(B_s, s ...
8
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0answers
130 views

Algorithm to compute fastest method of collecting $k$ re-spawning items which spawn at $n$ specified points

Let $V = v_1, \dots, v_n$ be the locations the items can spawn at, and let $U = u_1, \dots, u_k$ be the current positions of the items. We will assume a new items spawns instantly every time we ...
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0answers
251 views

Extracting an (almost) independent large subset from a pairwise independent set of Bernoulli variables

Let $n>1$, and let $X_1,X_2, \ldots ,X_n$ be non-constant random variables with values in $\lbrace 0,1 \rbrace$. Let us say that a subset of variables $X_{i_1},X_{i_2}, \ldots,X_{i_d}$ is complete ...
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0answers
88 views

A matrix with a dense submatrix - application of Chernoff’s Inequality

I am trying to solve an exercise from this book, which I will post here for convenience. I have a bit of a problem understanding how the hint of using Chernoff's bound implies the claim. Specifically ...
7
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0answers
101 views

Upper and Lower Bounds on $Var(Var(X\mid Y))$

Are there any particular properties that \begin{align*} Var(Var(X\mid Y)) \end{align*} satisfies so that we can derive any upper and lower bounds on it. For example, if we replace $Var$ with ...
7
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0answers
79 views

Probability on entering direction of a simple random walk

Let $X(n)$ be a simple random walk on $\Bbb{Z}^2$. Also we define $S_{R} = \inf\{n > 0 : X(n) \notin [-R, R]^2 \} $ : the exit time of the square $[-R, R]^2$, $T_{v} = \inf\{n > 0 : X(n) = ...
7
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0answers
684 views

Azuma's inequality to McDiarmid's inequality?

I was going through some notes on concentration inequalities when I noticed that there are two commonly-cited forms of McDiarmid's inequality. Long story short: I know how to prove the weaker one from ...
7
votes
0answers
326 views

Is this question solvable? $2$ non-linear equations and the proof that the solution is unique (with asymmetric bounty option)

As mentioned in the title I want to show the uniqueness of the solution to $2$ non-linear equations. However, it seems that I can not solve this question with my current mathematical knowledge. More ...
7
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0answers
313 views

Does this calculation have a name, or a generic formulation?

Background I would appreciate help in identifying / explaining this operation: To calculate each of the $n$ values of $f(\Phi)$: sample from the distribution of each of $i$ parameters, $\phi_i$ ...
6
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0answers
188 views

Does the set of $m \in Max(ord_n(k))$ for every $n$ without primitive roots contain a pair of primes $p_1+p_2=n$?

I have made the following observation: for those n even numbers that do not have primitive roots modulo n ,$Pr(n)$, the set $M(n)$ of those $k$ having a maximum multiplicative order $ord_n(k)$ ...
6
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0answers
108 views

Normalizing factor for product of Gaussian densities - interpretation with Bayes theorem

The normalizing factor for the product of two multivariate Gaussian densities, $f(x)$ and $g(x)$ with mean vectors $a$ and $b$ respectively, and covariance matrices $A$ and $B$ respectively, is itself ...
6
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0answers
276 views

The Expectation of a function of independent random variables

Assume we have for some index $i>n$ ($n \in \mathbb{N} $) the following ${\it Independent \ Random \ Variables}$ $$h_i \sim \text {i.i.d }\ \ \mathcal{CN}(0,1) \ \ \text{ Complex Gaussian}$$ ...
6
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0answers
237 views

Combinatorics: Number of possible 10-card hands from superdeck (10 times 52 cards)

I have the following problem from book "Introduction to Probability", p.32 A certain casino uses 10 standard decks of cards mixed together into one big deck, which we will call a superdeck. ...
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0answers
100 views

Finding an upper bound for $\frac{d}{d\theta}\beta^*(\theta)|_{\theta=\theta_0}$

Suppose that a random variable X has a distribution depending on a parameter $\theta$, $\theta \in \Theta$, and consider a test of hypothesis $H_0: \theta = \theta_0$ versus the alternative $H_1: ...
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0answers
84 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
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0answers
14 views

Is $F_n\to F_{\infty}$ equivalent to $\lim_{n\to\infty}\int\phi dF_n=\int\phi dF_{\infty}$ for every $\phi \in C(R)$?

If $F_1,F_2,...,F_{\infty}$ are distribution functions. Is $F_n\to F_{\infty}$ equivalent to $\lim_{n\to\infty}\int\phi dF_n=\int\phi dF_{\infty}$ for every $\phi \in C(R)$? I intuitively think this ...
1
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0answers
19 views

Sampling substrings of a beaded necklace to determine the necklace composition

I have a necklace composed of 100 beads, where each bead is one of 13 colors. If I am only able to look at one 4 bead sub-sequence at a time (connected, as they would be on the necklace) , how many ...
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0answers
39 views

Polynomial Interpolation When part of $y_i$'s are Shuffled

Hypothesis: Let $\vec{x}=[x_1,...,x_n]$ be elements of field $\mathbb{Z}_p$, where $p$ is a large prime. $x_i \neq x_j$, $x_i \in \mathbb{Z}_p$. Note $x_i$ values are NOT picked uniformly random and ...
1
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0answers
19 views

The probability that two matrix vector products are equal

Consider a random $n$ by $n$ circulant matrix $M$ whose first row entries are chosen independently and uniformly from $\{0,1\}$. Let $M'$ be the $m$ by $n$ matrix which is formed by taking the first ...
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0answers
21 views

An inequality related to supermartingale?

Let $X_n\ge0,n\ge0$, be a supermartingale. Show that $CP(\sup X_n>C)\le EX_0$. I tried to use the inequality supermartingale satisfies, which is $E(X_n|\cal {F_{n-1}})$$\le X_{n-1}$. However, ...
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0answers
28 views

Is there a link between conditional densities and conditional CDFs?

I have just read a measure theoretical discussion of conditional expectations and conditional densities. I am confused about the following: We know that for random variables $X$ and $Y$ (real ...
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0answers
6 views

Can we simplify the conditional covariance $\mathbb{V}[(X\:Y\:Z)|X+Y+Z=1]$?

Given random variables $X,Y,Z$ on a probability space, can I write the conditional covariance matrix $$\mathbb{V}\left[ \left(\begin{array}{c}X\\Y\\Z\end{array}\right) \Bigg|X+Y+Z=1\right]$$ as a ...
0
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0answers
27 views

Show that If E ⊂ F, then P(E) ≤ P(F).

I am trying to solve this following problem If E ⊂ F, then P(E) ≤ P(F). But i am having no idea where to start from. Can anyone please help me with that? Thanks
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0answers
29 views

How can I formed as below permutation problem

Hi I am writing a program and i encouraged the below permutation problem and need your help. There are 4 boxes: 3 of them have 2 balls The one box has 1 balls. The question is what is the ...
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0answers
22 views

Difference between the “Hazard Rate” and the “Killing Function” of a diffusion model?

I posted this question on Cross Validated - but I think it applies here too. Also, it increases the chances of the question being answered. Link here If this is not acceptable - administrators ...
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0answers
24 views

In an incomplete market does every payoff function admit at least two arbitrage-free pricings?

Consider an arbitrage-free (not necessarily complete) market. Prove or disprove the following assertion. If the market is incomplete, then every payoff function $A : \Omega \rightarrow \mathbb{R}$ ...
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0answers
31 views

Conditional distribution

One point is chosen at random in the square $Q=\{|x| + |y| \leq 1\}$. Let $(X, Y)$ coordinates that point. a) The random variable $X$ and $Y$ are independent ? b) Find the density of $X$ given that ...
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0answers
14 views

Not sure what formula to use? (what to solve for?)

The question states, "The weight of people in a certain pacific island is normally distributed with a mean of 175 lb. and a standard deviation of 33 lb. They want to design a one-person canoe that ...