Questions about maps from a probability space to a measure space which are measurable.

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1answer
18 views

Let $X: U(0,1)$ and when $X=x$ then $Y:U(\frac{x}{2}, \frac{2x}{3})$ uniform distribution. Find the density function of Y and EY

I dont know if it would be presumptuousness to say that $Y: (0, \frac{2}{3})$ so I wouldnt know how to continue the example, any thoughts on how to solve such a problem?
0
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0answers
11 views

How do I find $ Pr\{X_1 < k \} $ and $ Pr\{X_1 > k \} $if $X_1 : G(p_1)$- geometric distribution

I would think the song like $1-Pr\{X_1 < k \} $ but what is confusing to me is the fact that this is a discrete random variable, and these inequalities ussually apply to absolute continuous ...
2
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1answer
20 views

Find the probability generating function $G(s)$ of this branching process.

Suppose that $X_n$ is size of the $n$th generation of a branching process started from a single individual, where each individual has a random number of children with probability mass function: ...
2
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0answers
11 views

Convergence of Sum of Random Variables “Independent in Limit”

Consider a sequence of random variables $X_n\sim U[-n,n]$, a random variable $Y\sim N(0,1)$, and a random variable $Z\sim U[0,1]$, all independently distributed. In addition, consider a bounded, ...
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1answer
18 views

Suppose that $N$ is an iid geometric RV and $X_i$ is an iid Bernoulli RV. Find the p.g.f. of $R=X_1+ \dots + X_n$.

Each year a tree of a particular type flowers once and produces a random number $N$ of flowers, where $\mathbb{P}(N=n)=(1-p)p^n$, $n=0,1,2,\dots $ and $0<p<1$. Each flower has probability $1/2$ ...
0
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1answer
28 views

Geometric random variables $X_1:G(p_1)$ $X_2:G(p_2)$ $X_3:G(p_3)$ are independent, prove the following :

$$P(X_1 < X_2 < X_3)= \frac{(1-p_1)(1-p_2)p_2p_3^2}{(1-p_2p_3)(1-p_1p_2p_3)}$$ To be frank I do not know where to start with this question, I would like an idea to get me going, or better yet ...
2
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1answer
14 views

Convergence in probability of product random variables

If $Y_n$s converge to constant $c$ in probability & $(X_n)$ is a sequense of random variables, is it true that $X_nY_n- cX_n$ converge to $0$ in probability? How can I prove this? Thanks in ...
1
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1answer
10 views

Function of Jointly Distributed and Convolution

Looking into the continuous case of the sum of jointly distributed RVs in an example in my textbook and there are a few steps missing that I can't seem to wrap my head around. If $X$ and $Y$ are ...
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2answers
29 views

A stick length 1 is broken into 2 pieces. Let $Z_1$ be the length of the shorter part. Find $EZ_1$

This is used: If $p(x)$ is continuous, then $P\{x \leq X \leq x+ \Delta x \}= p(x)\Delta x+ o(\Delta x), \Delta x\to 0.$ Let $H_1$ be the occurrence that the point at which the stick is broken is in ...
0
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1answer
39 views

Let $X: U(0,3 \pi)$ - Uniform on $(0,3 \pi)$ Find the distribution of Y and the expectation of Y if Y is:

$$Y=\begin{cases} -\sin X , x \in(0, \pi] \\- \frac{1}{2} , X \in[\pi, \frac{3 \pi}{2}]\\ \cos X, X \in [\frac{5 \pi}{2}, \frac{11 \pi}{4}] \\ \frac{3}{4}, X \in (\frac{11 \pi }{4}, 3 \pi) ...
0
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3answers
30 views

Random independent variables, a question of expected value

The density function of $X$ and $Y$ (two independent variables) are respectively : $$\phi_X(x)=\begin{cases} \frac{1}{2}(1+x) , x \in (-1,1) \\ 0, \text{otherwise} \end{cases}$$ ...
0
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1answer
15 views

Find the density function of $X$, from the random vector $(X,Y)$ if the PDF of this vector is:

$$\phi(x,y)= \frac{|x|}{\sqrt{8 \pi}}e^{-|x|- \frac{1}{2}x^2y^2}, x,y \in R $$ Now I'm aware I would have to do $$\phi_X(x)=\int_{- \infty}^{+ \infty}\phi(x,y) dy$$, what is confusing me is this ...
1
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1answer
22 views

Definition of random variable

In some books, they don't define the random variable based on measure theory. Instead, they define as follow (in the book All of Statistics of Larry Wasserman): My question is does this definition ...
1
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0answers
21 views

Mixed distribution of product of Bernoullie and Gaussian r.v

Confused with the formulation of density function of the following mixed distributed random variable $Z$. $$Z \equiv X \cdot Y,$$ where $( \cdot)$ is product operation, and $X$ and $Y$ being ...
0
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0answers
28 views

A Gaussian Divided by a Gaussian Equal to A Gaussian Divided by a Constant

I have a neural-network model in which each neuron is associated with an angle $\theta$. Firing rate as a function of $\theta$ is either a Gaussian or a constant. The claim has been made using this ...
0
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2answers
27 views

A problem on continuous random variables

I was reading a The First course on Probability by Sheldon Ross, while I stuck at this possibly stupid doubt. The problem is : The density function of X is given by $$ f(x) = \begin{cases} 2x, ...
0
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1answer
35 views

Can anyone help clarifying the geometry in this probability, random variables question.

So basically the question is to find the CDF of $Z$ where $Z$ is the random variable that signifies the distance from a point in a square(sides 1 length) to a fixed vertex of the square. I do not ...
2
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1answer
34 views

Random variable $X$ is given with the density function $ \phi_X (x)= \frac{1}{2} e^{-|x|}$ Find the distribution of the random variable $Y$ if:

$$Y=\begin{cases}-X-2,\ \ \ \ X \leq -1 \\ \ \ \ X, \ \ \ \ \ -1 \leq X \leq 1 \\ \ \ \ \ 1, \ \ \ \ \ \ \ \ \ X >1 \end{cases}$$ Now I'm only interested in $t >1.$ (That is only ...
1
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1answer
14 views

Continuous random variables and probability density function

OK, I know that a random variable $X$ from some probability space to $\mathbb R$, with some additional properties. It is discrete if it's image in $\mathbb R$ is dicrete. It is otherwise called ...
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0answers
10 views

Random data generation from a bivariate distribution

Let $X$ and $Y$ be non negative random variables with joint distribution \begin{equation} F(x,y)=1-e^{-x}-e^{-y}+e^{-x-y-\delta xy}; ~~~x\geq 0,~~y\geq 0. \end{equation} How to generate a bivariate ...
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2answers
32 views

Proving the $Pr(d>0|a+d=\pi)$ is increasing in $\pi$ when a and d are two independent normal distributions.

I was wondering if it is possible to prove the following (or show false otherwise). Given two independently distributed random variables $a\sim \mathcal{N}(\alpha,\sigma_\alpha^2)$ $d\sim ...
2
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1answer
17 views

Conditional probability with max(X, Y)

Let $Y_n=$ the outcome of the $n$-th die roll, let $X_{n+1} = \max \{X_n, Y_{n+1}\}$ with $X_1=Y_1$. What is $P(X_{n+1}=j \ | X_1=i_1, ..., X_n=i)$? I know that it is $P(\max \{X_n, Y_{n+1} \}=j \ | ...
0
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1answer
38 views

Understanding the sum of random variables

I am currently learning probability theory. I have two questions: I would like to know through an example what is meant by the sum of random variables (r.v.). To make things simple let consider only ...
2
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0answers
26 views

If $X_n$ are i.i.d. $Uniform(0,1)$ then show that $S_n$ converges a.s. to $\infty$

Suppose $\{X_n\}$ is an i.i.d. $Uniform(0,1)$ sequence of random variables. Define $S_n=X_1+X_2+...+X_n$. Show that $S_n\to\infty$ almost surely. I believe I have solved the problem and I wish ...
1
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1answer
23 views

Two related question, in one. Same topic: Dispersion..

$1.$ Prove: If $X_1,X_2,X_3,\ldots,X_n$ are independent random variables then: $$D\left(\sum_{i=1}^n X_i\right)=\sum_{i=1}^n D(X_i)$$ Proof: Because of independence we have: $$D(\sum_{i=1}^n ...
0
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1answer
21 views

A die is thrown $n$ times. $X_1$-number of times a number from $\{1,2,3\}$…

.. $X_2$ number of numbers that fell from $\{4,5\}$, $X_3$ number of $6's$ that fell. Find $$P\{ X_1=k\mid X_2=m\};0\leq m \leq n.$$ Now, I believe that $X_3$ is completely irrelevant here. What I ...
0
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2answers
23 views

In a box which has balls numbered 1..100 , 5 balls are drawn.

$X$- random variable that represents the largest number of the 5 drawn. Find the distribution of $X$. Now, it seems that this random variable is of discrete type. What I have trouble it defining it ...
2
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1answer
24 views

Confusion about the sample mean and random variables

As I understand the sample mean you just add a bunch of random variables that constitute a sample from their common distribution and divide by the number of those same random variables. When I apply ...
1
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2answers
34 views

Basic measure theory question about $\sigma$-algebra

Let $Y, Z$ be random variables and $G$ be a $\sigma$-algebra. Page 69 of Shreve's Stochastic Calculus for Finance II says "because both $Y$ & $Z$ are $G$-measurable, their difference $Y-Z$ is as ...
0
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1answer
36 views

We write down the date of each person's birthday we meet (say Feb 29. doesn't exist).

Random Variable $X$ is the number on persons we met til we wrote down every date in a year. Find the expected value of $X$. Find $E(X)$- expected value. From this example I can definitely understand ...
1
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0answers
19 views

Showing that a sequence of random variables has CLP.

This is an exercise that I am stuck at. I managed to solve (i) and (ii), which are relatively easy. Here the Feller condition in (i) is as below. Also, the central limit theorem I learned is like ...
1
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1answer
18 views

Show that $X_n/n$ does not converge almost surely

I am generally able to prove that a sequence of random variables $X_n$ converge almost surely to a random variable $X$ by using the following strategy: Take any typical sample point ...
3
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3answers
32 views

Property of cumulative distribution function

I was taking the course on random variables , where I faced below property of cumulative distribution function: $$\lim_{x\rightarrow a^+}F_X(x)=F_X(a^+)=F_X(a)\qquad\qquad ...
1
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1answer
29 views

Coupon Collector's Problem — Expected Value of each item

So I guess my problem is based on the famous coupon collector's problem, which is, if you should not be familiar with it, the following: Given N different coupons from which coupons are being drawn ...
1
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1answer
76 views
+50

Probability of absorption of a biased random walk when the starting point has binomial distribution

Consider a random walk $\{0,1, ... , N\}$ with up probability $p$ and down probability of $p-1$ where $p \neq 1/2$. Suppose there are absorbing barriers at $0$ and $N$ and that the starting point, ...
1
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0answers
18 views

What is the pdf of $X$, where $dX_t = -aX_t + d N_t, N_t$ is a compound Poisson process?

I would like to find the probability density function (at stationarity) of the random variable $X_t$, where (I'm not sure this notation makes sense, I'm not very familiar with the stochastic calculus ...
0
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1answer
53 views

Distribution of Bernoulli and Uniform Random Variable

Here's a problem I am stuck on: Let $X$ and $Y$ be independent random variables such that $X$ is Bernoulli-distributed with $p=1/2$, and $Y$ is uniformly distributed on the interval $[0,1]$. Then: ...
0
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1answer
26 views

What is the probability that on a given day, the number of half gallon containers provided is enough?

In a grocery store 400 customers shop every day. The number of half gallons of nonfat milk bought by a randomly selected customer is a random variable X having P(X=0)=0.3, P(X=1)=0.5, and P(X=2)=0.2. ...
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2answers
34 views

Normal Distribution of Sums

I have two normally distributed random variables $X$ and $Y$. Then I know that the sum $X-Y$ is also normally distributed (i). However, I want to show (preferably by a counter example) that the ...
1
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0answers
10 views

On random functions taking values in the space of continous functions.

I upload the image of the passage that is unclear to me (Theoretical statistics by Keener): I do not understand how $W_1, W_2, \dots$ take values in $C(K)$. For every different realization of the ...
2
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1answer
29 views

How to represent $Prob(X_1+X_2 \leq a, X_2+X_3 \leq b, X_3 +X_4 > c)$ with mutually independent random variables?

There are four mutually independent random variables: $$X_i : \Omega \to \mathbb R$$ for $i= 1,2,3,4$ The cumulative distribution function of them is given as $F_i(x_i)$. How to represent ...
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0answers
13 views

Expected value of exponential random variable [closed]

If an exponential random variable, X, has failure rate λ, what is E[X|X<λ]? I'm not sure how to start here. I know that E[X] = 1 / λ for an exponential random variable. Is the probability that X ...
0
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0answers
17 views

Expected value of exponential random variable

If an exponential random variable, X, has failure rate λ, what is E[X|X<λ]? I'm not sure how to start here. I know that E[X] = 1 / λ for an exponential random variable. Is the probability that X ...
0
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1answer
20 views

Expected Value: how to understand this expression?

So I have come across a question asked by my peers. Define: $$g:=\sqrt{E[|y_r(t)|^2]}$$ Given that $$y_r(t)=\sqrt{t}\cdot h+b+k+c,$$ where $h$, $b$, $k$, and $c$ are independent random variables. ...
0
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0answers
13 views

Posterior probability estimation in MAP model

I have a question about probability. I am using Bayes rule to determine which class the $x$ belong to. According to Bayesian formula, the MAP estimation is equivalently found by $$p(x \in \Omega_i|x)= ...
0
votes
3answers
26 views

Given the joint density function for X~Unf(0,2) & Y~Unf(0,3) find Pr(XY < 1)

I have two independent random variables, X~Unf(0,2) & Y~Unf(0,3). Their joint density function is f(x,y) = 1/6 if 0<=x<=2 and 0<=y<=3 else f(x,y) = 0. I'm supposed to find Pr(XY < ...
7
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1answer
110 views

Mean value theorem for random variables (inside an expectation value)

In a proof I am trying to understand a mean value theorem for random variables is used. It is stated that $$E[f(X+Y)]=E[f(X)+E[f^\prime(X+\theta Y)]Y]$$ for real valued random variables $X$ and $Y$ ...
0
votes
1answer
34 views

What is the Difference in the Average and the Mathematical Expectation in the following Problem

Suppose that a school has 20 classes: 16 with 25 students in each, three with 100 students in each, and one with 300 students, for a total of 1000 students. The average class size is simply ...
0
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1answer
33 views

The probability of passing a probability course with limitations. [closed]

John is attempting to pass a probability exam again and again until he has succeded. However, he is allowed to try only $n$ times. Suppose that the probability that John doesn't flunk is $p$ ...
0
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0answers
32 views

How can two random variables are continuous infers that their jointly random variable is continuous?

We assume that $\forall a,b$ such that $a2+b2>0$, $aX+bY $ is continuous random variable. But we don't assume that $X$ and $Y$ are independent. My question is the following: Under which ...