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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10
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308 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
votes
0answers
139 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) = ...
9
votes
0answers
408 views

Expected value of the distance square

Given two points $X,Y$ on two sides of square $[0,1]\times [0,1]$ ($X:(0,1/2),Y:(1,1/2)$ (PS: My original question is $X,Y$ on opposite of a square, but I think that's not the real case) )and $n$ ...
8
votes
0answers
100 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 ...
8
votes
0answers
345 views

How do you compute numerically the Earth mover's distance (EMD)?

I was trying to compute numerically (write a program) that calculated the EMD for two probability distribution $p_X$ and $q_X$. However, I had a hard time finding an outline of how to exactly compute ...
8
votes
0answers
212 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 ...
7
votes
0answers
97 views

Shooting bullets

This is from http://domino.research.ibm.com/Comm/wwwr_ponder.nsf/challenges/May2014.html Every second, a gun shoots a bullet in the same direction at a random constant speed between 0 and 1. The ...
7
votes
0answers
225 views

Entropy of matrix vector product

Consider a random $n$ by $n$ circulant matrix $M$ whose entries are chosen independently and uniformly from $\{0,1\}$. Let $M'$ be the $m$ by $n$ matrix which is formed by taking the first $m$ rows of ...
7
votes
0answers
152 views

Recurrence of a certain class of $2$-$d$ random walks

As is well known, a symmetric random walk on $\mathbb{Z}^d$ (the lattice of $d$ dimensional vectors with integer components) is recurrent if and only if $d=1,2$. In particular it is transient for ...
7
votes
0answers
300 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
votes
0answers
299 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
votes
0answers
146 views
+50

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
votes
0answers
50 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. ...
6
votes
0answers
85 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: ...
6
votes
0answers
202 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 ...
6
votes
0answers
523 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 ...
6
votes
0answers
422 views

How does the answer to Feynman's Restaurant Problem change if $M$ is not restricted to a single value?

First, the background: Feynman's restaurant problem asks how we can maximise the total rating of the meals we eat at a restaurant with $N$ items on the menu, given that we know up-front that we are ...
6
votes
0answers
189 views

Question on Conditional expectation

Let $X_1$ and $X_2$ be two random variables on $(\Omega,\mathcal{B},P)$. Suppose there is a function $g:\mathcal{B}\times\mathbb{R}\rightarrow[0,1]$ such that for any $x$, $g(\cdot,x)$ is a ...
6
votes
0answers
353 views

Calculating probability of some event using geometric considerations

I want to estimate exponentially the following probability: Let $\bf{U}\in\mathbb{R}^n$ be a random vector uniformly distributed on the $n$-dimensional hypersphere, centered at the origin with radius ...
6
votes
0answers
296 views

An application of the Optional Sampling Theorem

let $S(k), k\geq 0$ a discrete random process. Suppose $S(N)$ is with probability one either 100 or 0 and that $S(0)=50$. Suppose further there is at least a sixty percent probability that the price ...
5
votes
0answers
84 views

Probability that a five is seen before any of the even numbers are seen

A fair die is repeatedly tossed. What is the probability that a five is seen before any of the even numbers are seen? I have my own solution below and just want someone to verify it. According ...
5
votes
0answers
51 views

Probability of winning at Solitaire

Using a standard deck of playing cards, how many ways of assembling (shuffling) them will result in a competent player always "going out" in a standard (seven initial columns, every remaining third ...
5
votes
0answers
173 views

Probability that at least one of four hands missing at least one suit

Deal each of four players a 13-card hand at random. What is the probability that at least one of the four hands is missing at least one suit? Let $A_i$ mean that player $i$ is missing at least one ...
5
votes
0answers
101 views

Probability of transmission between two nodes in a neural network at exactly d timesteps

I have a network which is an Erdős–Rényi graph. It is a simple neural network with degree 0.7N where N is the number of nodes. Each weight between neurons is 1/N, meaning that if node n has fired the ...
5
votes
0answers
152 views

Coding Theory Problem to save Humanity

For starters, this problem doesn't originate from me, it's a friend's coding theory problem and I got interested, thinking about it, but I can't think of any as I only have very basic coding theory ...
5
votes
0answers
103 views

Random point distribtion

How to generate numerically a set of random points $(x_1,y_1), (x_2,y_2),\cdots, (x_N,y_N)$ such that the pair-wise distances $d = \sqrt { (x_i-x_j)^2 + (y_i-y_j)^2}$, for all $ 0<i\le N, ...
5
votes
0answers
186 views

Probability of Multiple Collisions in the Birthday Problem

I need help with an approximation concerning the birthday problem. In a recent MAA Monthly (August-September 2013) article "Simple Approximation Formulas for the Birthday Problem" by Matthias Arnold ...
5
votes
0answers
260 views

Inequality between incomplete beta and gamma functions

Let the regularized incomplete beta and gamma functions be defined as usual: \begin{equation} I_p(z,w) = \frac a {B(z,w)} \int_0^p t^{z-1} (1-t)^{w-1} \,\mathrm dt, \end{equation} \begin{equation} ...
5
votes
0answers
168 views

Central Limit Theorem on the Circle

I am interested in a circular equivalent to the classical CLT. Is there a necessary and sufficient condition telling when a normalized sum of circular distributed random variables converges to a ...
5
votes
0answers
146 views

Conditional expectation as a random variable

We have three random variables $x,y,z$. Is the condition "$y$ and $z$ are independent" enough to guarantee that "$\mathbb{E}(x\,|\,y)$ and $z$ are independent"? Would anyone give me a brief proof or ...
5
votes
0answers
203 views

I need help about some compactness arguments

I need help to find some compact sets for my engineering problem. Through this page I learned quite much about it however since I have neither read a book yet nor have an experience I am not able to ...
5
votes
0answers
162 views

Need advice: what should be my next step?

I am dealing with a quite algebraic question and I arrived at some good point. I had $2$ equations with $2$ unknowns and I was able to eleminate one of the variables. My final equation still seems ...
5
votes
0answers
138 views

Bayes analysis as used in a Presidential Election - with calculations shown

Can you show all the steps needed for a Bayesian probability progression as new information is received. As an example, initial estimate for Obama to win (popular vote) is 55%. In state-A, Democrats ...
5
votes
0answers
119 views

Probability distribution for finding two values in stages

Fix two arbitrary distinct values from $\{1,\dots,n\}$. Say for concreteness we choose the values $1$ and $2$. We sample uniformly with replacement from $\{1,\dots,n\}$ in a number of stages. Each ...
5
votes
0answers
641 views

1D Random Walk, with different step sizes in each direction.

A walker starts at a defined position greater than $0$, say $A$, and then makes a "decision" to walk either "$b$ steps to the right" or walk "$c$ steps to the left." He will choose the first option ...
5
votes
0answers
155 views

Bounding function involving Beta functions

Given $\frac{a}{x-1} \leq \frac{b}{y-1} \leq \frac{c}{z-1}$ with $a,b,c > 0$ and $x,y,z > 1$, I want to show that $$\frac{(\frac{a}{a+b})^{x-1}(\frac{b}{a+b})^{y-1}}{B(x,y)\cdot (x+y-1)} + ...
4
votes
0answers
22 views

An integral with respect to the Haar measure on a unitary group

Let $A,D\in \mathbb{C}^{n \times n}$ be diagonal matrices. I need to calculate $$\int_{U(n)}\det{(A-HDH^\dagger)}\,\mathrm{d}H$$ where $dH$ is the unit invariant Haar measure on the group of unitary ...
4
votes
0answers
49 views

Expected outcome for repeated dice rolls with dice fixing

Here is another dice roll question. The rules You start with n dice, and roll all of them. You select one or more dice and fix them, i.e. their value will not ...
4
votes
0answers
35 views

question about probability and balls in urns

An urn contains $r$ redd balls and $b$ blue balls. A ball is chosen at random from the urn, its color is noted, and it is returned together with $d$ more balls of the same color. This is repeated ...
4
votes
0answers
46 views

Crow probability question

Twenty crows land randomly on a wire. Each crow is crowing at the nearest crow. What is the expected number of crows that are not crowed at? I truly have no idea how to approach this problem. I was ...
4
votes
0answers
40 views

Generalized Binomial Model independent in the limit

Start with a generalized binomial model $$P(X_{n+1}=1\mid \mathcal{F}_n)=\theta_n+ n^{-1} d_n \sum_{i=1}^n X_i$$ $$P(X_{n+1}=1)=p_{n+1}=\theta_n + n^{-1}d_n \sum_{i=1}^n p_i$$ With $0\leq \theta_n+ ...
4
votes
0answers
57 views

How is Riemann–Stieltjes Integration insufficient for developing modern probability theory?

If we consider Riemann–Stieltjes integration then it can perfectly account for mixed probability distribution (a continuous R.V with some point mass). So why would we still need Lebesgue Integration ...
4
votes
0answers
120 views

sum of dependent bernoulli random variables is poisson?

Suppose you have a sequence of bernoulli variables, $X_n$ with $\frac{1}{n} = \mathbb{P}(X_n = 1) = 1 - \mathbb{P}(X_n = 0)$ and let $S_n = \sum_{k=1}^{n} X_k X_{k+1} $. The goal is that $S = \lim_{n ...
4
votes
0answers
135 views

6-digit password - a special decoding method

Consider the situation of decoding a 6-digit password that consists of the symbols A to Z and 0 to 9, where all possible combinations are tried randomly and uniformly. Consider the ...
4
votes
0answers
94 views

How to model this easy problem as sum of indicator random variables in order to apply Chernoff bound

Do you have an idea how I could model the following process somehow as a sum of independent indicator random variables? I have given a grid of size $n \times n$ for $n \rightarrow \infty$. Now I ...
4
votes
0answers
75 views

Strange Consequences of Large Cardinals in Probability

Large cardinal axioms are very strong hypothesizes and as any other strong hypothesis they have many strange consequences in mathematics. On the other hand we know that if we bring even the least ...
4
votes
0answers
62 views

Probability help! Am I even doing this right?

I am really bad with probability, so I just want some explanations and help with this problem (and probably many more to come!) and I also want to know if I am on the right track. Thank you! Lyme ...
4
votes
0answers
43 views

Probabilistic counting inequality

I am reading a proof involving the existence of a property in a tournament (a directed complete graph). To make the proof work, we need to have $n^ke^{-n/2^k}<1$. Here $n$ is the order of the ...
4
votes
0answers
47 views

On a problem of sphere-packing for Reed-Solomon codes

Suppose we have an $[n, k+1, n-k]$ Reed Solomon code $\mathcal C$ over $\mathbb F_q$, where $n-k=d$ is the minimum distance, and suppose that $d=2t+1$. We know that for every $r \in \mathbb F_q^n$ the ...
4
votes
0answers
51 views

Permutation order statistics integral

Let $U_i$ be $[0,1]$ i.i.d. uniform random variables, for $i=1,\ldots,n$. As an example, let $n=3$. Now pick an ordering, say $x_1>x_2<x_3$. and consider the order statistics integral ...