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)

11
votes
0answers
194 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) = \sup\{\...
11
votes
0answers
450 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 ...
11
votes
0answers
1k 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 ...
11
votes
0answers
171 views

Multiplicative version of Mcdiarmid's inequality?

Suppose you have $n$ i.i.d. random variables taking values in $\{0,1\}$, and $X$ represents their sum. Then you can use a Chernoff bound to control the deviation of $X$ from its expectation. The ...
10
votes
0answers
143 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 $[-R, R]^2$, $T_{v} = \inf\{n > 0 : X(n) = v\}$...
10
votes
0answers
398 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 \...
9
votes
0answers
112 views

probability of completing a self-avoiding chessboard tour

Someone asked a question about self-avoiding random walks, and it made me think of the following: Consider a piece that starts at a corner of an ordinary $8 \times 8$ chessboard. At each turn, it ...
9
votes
0answers
249 views

Interpretation of $\frac{22}{7}-\pi$

Integral and series proofs that $\frac{22}{7}>\pi$ We can prove that $\frac{22}{7}$ exceeds $\pi$ by using Dalzell integral $$\int_0^1 \frac{x^4(1-x)^4}{1+x^2}dx=\frac{22}{7}-\pi$$ or its ...
9
votes
0answers
161 views

Is this a correct Monte-Carlo expression for $\pi$?

I have a bicycle with one of those O-locks on it and too often when I park the bike and I want to lock it, the lock hits one of the spokes of the rim. This can be frustrating and surprises me that it ...
9
votes
0answers
353 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 ...
9
votes
0answers
289 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 ...
8
votes
0answers
78 views

Picking points on a sphere at random

Suppose we pick up $N$ points uniformly at random on a sphere. The probability that these points lie within a 'fixed' hemisphere is easily calculated to be $1/2^N$. But what is the probability that ...
7
votes
0answers
161 views

Discover to which batch a coin belongs

The following question is taken from a book, in a chapter on probabilty: You have two batches of unbalanced coins. One has coins which turn up head with probability $p_1$, and the other has coins ...
7
votes
0answers
119 views

Higher math and statistics/probability

So I've heard that certain areas of statistics and probability use manifolds and results from analysis and topology. Given that I lack the background to see where manifolds would become useful in ...
7
votes
0answers
65 views

Asymptotic value of card drawing game

A deck consisting of $r_0$ red cards and $b_0$ black cards is randomly shuffled. The host turns up the cards one at a time; if it is red, you get $\$1$; otherwise you pay the host $\$1$ (and you're ...
7
votes
0answers
265 views

What is the Probability of Transmission Between Two Nodes in a Neural Network?

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 ...
7
votes
0answers
387 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 ...
7
votes
0answers
1k 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 ...
7
votes
0answers
324 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
65 views

Kolmogoroff 0-1 does this proof work?

I have thought at this proof of the Kolmogorov 0-1 Law varying a little the sketch found in Probability essentials (Jean Jacod, Philip Protter). My questions are Is it a valid proof? Is it a bad ...
6
votes
0answers
52 views

What is the probability that they have no common prime factor?

I am seeking a simple way to solve the following problem. It is an easy problem, but I don't like the way I solve the problem. I listed two sets of numbers and counted one by one first and then find ...
6
votes
0answers
54 views

How to solve probability when sample space is infinite?

I came up with a random problem yesterday: Suppose that in a random trial, each point $(x,y)$ where $x,y \in \mathbb{R}$ and $0 \leq x,y \leq 1$ is assigned a value of $0$ with 50% chance and a ...
6
votes
0answers
88 views

Progressive Dice Game

You have a fair, regular 6-sided dice. The game is played for $n$ turns. Each turn you make a roll and gain that many points the rolled side is showing, then do one of the following: ...
6
votes
0answers
66 views

Exponential is to Poisson as Normal is to ???

In a time series, if the gap between successive events follows an exponential distribution with PDF $\lambda e^{-\lambda}$, then a Poisson distribution with parameter $\lambda$ tells you the ...
6
votes
0answers
83 views

Probability of number of people who know a rumor

Suppose that among a group of $n$ people, some unknown number of people $K$ know a rumor. If someone knows the rumor, there is a probability $p$ that they will tell it to us if we ask. If they don't ...
6
votes
0answers
105 views

Product of two random polynomials

Let $\alpha,\beta$ be two polynomials of the form $$\alpha(X)=\sum_{i=0}^{n}\alpha_iX^i,\quad \quad \beta(X)=\sum_{j=0}^n\beta_jX^j$$ where each coefficient is $1$ with a probability of $p$ and $0$ ...
6
votes
0answers
109 views

Probability that one part of a randomly cut equilateral triangle covers the other without flipping

At Probability that one part of a randomly cut equilateral triangle covers the other, the case with flipping allowed was quickly solved. The case without flipping seems more difficult and hasn't been ...
6
votes
0answers
60 views

At what rate does the entropy of shuffled cards converge?

Consider a somewhat primitive method of shuffling a stack of $n$ cards: In every step, take the top card and insert it at a uniformly randomly selected one of the $n$ possible positions above, between ...
6
votes
0answers
138 views

What is the probability that the Golden State Warriors will break the NBA regular season record of wins?

There are $82$ games in a regular season, and the current record is held by the Chicago Bulls, at 72-10. As of yesterday (March 4th 2016), the GSW season performance stood at 55-5. Assuming they ...
6
votes
0answers
62 views

What is the probability of a pen touching a bar given that the length of the pen is $10$ cm and the bars are regularly spaced at $15$ cm?

Problem: If a pen of length $10$ cm is thrown out of infinitely large window having vertical bars regularly spaced at $15$ cm, then find the probability that it will touch any of the bars. (Assume ...
6
votes
0answers
181 views

Bingo probability of a tie with 20 players

Assume "standard" bingo (75 numbers) with the columns ranging the following inclusive "semi-random" values B: 1 to 15, I: 16 to 30, N: 31 to 45, G: 46 to 60, O: 61 to 75. By semi-random I mean ...
6
votes
0answers
77 views

Conditional expectation involving some complications around exponential random variables

Here is my problem. Consider four independent exponential distributions $X^A_1$, $X^B_1$, $X^A_2$, $X^B_2$ where $X^A_1$ and $X^B_1$ are $exp(\lambda_1)$ and $X^A_2$ and $X^B_2$ are $exp(\lambda_2)$. ...
6
votes
0answers
173 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
votes
0answers
117 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
410 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 ...
6
votes
0answers
4k views

Distribution of the difference of two normal random variables.

If $U$ and $V$ are independent identically distributed standard normal, what is the distribution of their difference? I will present my answer here. I am hoping to know if I am right or wrong. ...
6
votes
0answers
66 views

$\pi$ Monte-Carlo - Probability that O-Lock hit a Spoke?

(Edit: can someone please help me migrate this to physics stack? I think they would be more interested in helping me out with this problem. Thanks.) I have a bicycle with one of those O-locks on it ...
6
votes
0answers
234 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 ...
6
votes
0answers
685 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
758 views

Asymptotics for the expected length of the longest streak of heads.

As Introduction to Algorithms (CLRS) describes, the problem is Suppose you flip a fair coin $n$ times. What is the longest streak of consecutive heads that you expect to see? The book claims ...
6
votes
0answers
355 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
62 views
+50

Example of a set and monotone class where monotone class is not a $\sigma$-algebra?

What is an example of a set $X$ and a monotone class $\mathcal{M}$ consisting of subsets of $X$ such that $\emptyset \in \mathcal{M}$, $X \in \mathcal{M}$, but $\mathcal{M}$ is not a $\sigma$-algebra?
5
votes
0answers
65 views

A “trick” with a deck of cards, probability of equal result

I recalled this "trick" I read in some magazine years ago and thought I'd try to explore it a bit more. You have standard deck of 52 cards. The cards are on the table, facing up. Your friend ...
5
votes
0answers
32 views

$\small| U-\frac{m}{n}\small| \leq \frac{1}{n^3}$

Let $U$ be uniform distributed in $[0,1]$ . Show that with probability $1$ there's maximum a finite amount of $n \in \mathbb N$, so that the inequality $\small| U-\frac{m}{n}\small| \leq \frac{1}{n^3}...
5
votes
0answers
48 views

Poisson: Conditional Probability on Pizza order

I am not sure about my answer. In particular, part b of the following question. Pizza orders arrive according to a Poisson process of rate 20 per hour. Orders are independently for a vegetarian ...
5
votes
0answers
37 views

Let $X,Y$ have the same distribution on common prob space, do they generate same $\sigma$-algebra?

So let $X,Y$ be real random variables on common probability space $(\Omega, \mathcal{F}, P)$, the measures on Borel $(\mathbb{R},\mathcal{B}_{\mathbb{R}})$ induced by $X$ and $Y$ are equal, that is ...
5
votes
0answers
69 views

Properties of characteristic functions under statistical dependence

Given random variables $X,Y,Z$,and $\phi(.)$ denoting the characteristic function, I can see that the following is true when $Z$ is independent of $X,Y$: $|\phi_{X+Z,Y} (t, s) − \phi_{X+Z}(t)f_{Y} (s)|...
5
votes
0answers
44 views

Poisson Process: indepedent increment

Let $\{N(t): t\geq0\}$ be a Poisson process of rate $\lambda$, and let $S_n$ denote the time until the $n_{th}$ event occurs. compute $P(S_3>5|N(2)=1)$ Attempt: Notice that $P(S_3>5)=P(N(5)&...
5
votes
0answers
95 views

Probability that the roots of a quadratic equation are real

Roots of the quadratic equation $x^2+5x+3=0$ are $4\sin^2\alpha+a$ and $4\cos^2\alpha+a$. Another quadratic equation is $x^2+px+q=0$ where $p,q\in\mathbb{N}$ and $p,q\in[1,10]$. Find the probability ...
5
votes
0answers
66 views

markov chain: 2 state chain

I have a machine. It has two states, broken or working. If it is working, then it will be broken with probability $q=0.1$. If the machine is working, I will make \$1000 dollar a day. If it is broken, ...