For questions involving random variables uniformly distributed on a subset of a measure space. To be used with [probability] or [probability-theory] tag.

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14
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397 views

Two questions about weakly convergent series related to $\sin(n^2)$ and Weyl's inequality

By using partial summation and Weyl's inequality, it is not hard to show that the series $\sum_{n\geq 1}\frac{\sin(n^2)}{n}$ is convergent. Is is true that ...
7
votes
0answers
183 views

Uncountable family of random variables

Let $\{ \xi _a \}_{a \in [0;1]}$ be a family of independent uniformly distributed on $[0;1]$ random variables on some probability space $(\Omega, \mathscr{F},P)$, indexed by a continuous parameter. ...
5
votes
0answers
33 views

How to quantify the “uniformity” of a distribution of holes in a surface

I want to try to quantify if the distribution of holes over a surface is uniform or not. The holes can have any given shape and can be arranged in any way over the surface. Three examples are ...
4
votes
0answers
83 views

$E[Y^2| (X-Y)^+]$ for $X,Y\stackrel{iid}\sim Unif(0,1)$

I am preparing for a test and am unsure of my workings on this exercise: Calculate $E[Y^2| (X-Y)^+]$ for $X,Y\stackrel{iid}\sim Unif(0,1)$ Where $A^+ = \max (A,0)$ My approach was to calculate ...
3
votes
0answers
37 views

How to sample from a convex hull?

Let us consider a couple of points $x^{(i)}\in \mathbb{R}^m$ where $i=1,\dots,n$. Convex hull is defined as $$ C = \left\{\sum_{i=1}^{m} \alpha_i x^{(i)} \mathrel{\Bigg|} (\forall i: \alpha_i\ge ...
3
votes
0answers
111 views

What are some examples of isotrophic sets?

What are some examples of isotrophic sets? and is there a "good" way to describe them? Isotrophic meaning that a random vector X uniformly distributed in the set has the isotrophic property for all ...
3
votes
0answers
49 views

What is the difference between these two questions?

Consider two independent random variables: X~U(0,1) and Y~U(0,2). Let Z = min(X,Y). b) Find F$_Z$(z) in terms of F$_X$(.) and F$_Y$(.). c) Eliminate F$_X$(.) and F$_Y$(.) to find F$_Z$(z). What is ...
2
votes
0answers
36 views

convergence in distribution

Let $U_{t}$ be iid Uniformly distributed on (0,1). Suppose $\hat{\theta}_{T}\stackrel{d}\rightarrow \theta^{*}$ with $\theta^{*}$ some random variable on (0,1). I believe $\sum_{t=1}^{T}I(U_{t}\leq ...
2
votes
0answers
61 views

Show that $\frac1n\log X_n$ converges almost surely

Let $X_0$ follow $\mathrm{Uniform}(0,1)$. Define $X_{n+1}$ iteratively as $X_{n+1}$ follows $\mathrm{Uniform}(0,X_n)$, $n\geq0$. Show that $\dfrac{\log X_n}{n}$ converges almost surely and find the ...
2
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0answers
30 views

Departure from uniformity in a continuous (time) distribution

I know how to quantify the departure from uniformity ( or a uniform distribution) for discrete distributions. Assume you have a distribution set of P: ...
2
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0answers
37 views

Is there a connection between uniform law of large number and Ibragimov's conjecture?

In limit theorems, one of the biggest problem is to give an answer to Ibragimov's conjecture, which states the following: Let $(X_n,n\in\Bbb N)$ be a strictly stationary $\phi$-mixing sequence, ...
2
votes
0answers
40 views

Non-Linear System of uniform distributions. Determine the Density functions.

Consider the non-linear system: $$ Z = -X + W\\ Y = X + XV. $$ Where $X$, $V$ and $W$ are mutually independent and all are $\sim U(0,1)$. I have got some problems finding the distributions of the ...
2
votes
0answers
49 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 ...
2
votes
0answers
37 views

Inconsistent answers with conditional expectations

Let $X$ and $Y$ be two independent random variables distributed uniformly on $[0,1]$. I want to compute: $$E[X+Y\mid\max\{X,Y\}≤(1/2)]$$ My first approach was the following. Let $X=\max\{X,Y\}$. ...
2
votes
0answers
138 views

Question on uniform distribution of points on a sphere.

Let N points be uniformly distributed on the surface of a unit sphere $S^2$. What is the probability that every spherical cap of area A contains at least one point? The area $A$ depending on the ...
2
votes
0answers
344 views

Let $X$ be a continuous random variable with cdf $F$. Show that $Y = F(X)$ has uniform $(0,1)$ distribution and therefore $X = F^{−1}(Y)$

Let $X$ be a continuous random variable with cdf $F$. Show that $Y = F(X)$ has uniform $(0,1)$ distribution and therefore $X = F^{−1}(Y)$. My Sol: $P(Y \leq y ) = P(F(X) \leq y) = ...
2
votes
0answers
22 views

orderstatistics of uniform distributions on different ranges

During a simulation I discovered an interesting phenomenon: Given you have 3 agents. 2 are uniformly distributed between [0,1] and one between [0,2]. The question is how often do the smaller agents ...
2
votes
0answers
110 views

Determine the limit distribution

I have this question here that I could use some help with. Let $X_1$, $X_2$, . . . be a sequence of random variables such that $P(X_n=\frac{k}{n})=\frac{1}{n}$, for $k=1,2,...,n$ Determine the limit ...
2
votes
0answers
62 views

$X,Y\sim U(0,1)$ are independent, $W=\max (X,Y)$.

$X,Y\sim U(0,1)$ are independent, $W=\max (X,Y)$. How do I find the PDF of $W$? How do I find the expectation of $W$ at two ways: 1. with the PDF of $W$ and without the PDF of $W$. I ask this ...
2
votes
0answers
53 views

Expected value of winning with a Random Uniform Variable

I have this small homework I don't quite understand. The problem is formulated as a game. (Who wants to be millionaire) You start with 1£. money = 1.0£ You can choose to quit at anytime So you can ...
2
votes
0answers
104 views

How to construct a uniform joint distribution

I have a question that is critical to my work, but I am not sure if it is any possible. Assume that you have two uniform random variables X and Y. The product distribution of Z=XY is not a uniform. ...
2
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0answers
1k views

Probability Integral Transformation

I just attended an introductory course on Statistics and we came across the following: I know what random variables, the uniform distribution, etc. are but the notation from the proposition ...
2
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0answers
50 views

Is $e$ uniformly distributed in all bases?

There has been talk of whether or not $\pi$ is normal, i.e. uniformly distributed in all bases $b$ where $b\ge2$. The general response has been that we expect that it is, and have found no obvious ...
2
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0answers
316 views

Max variance of uniform distribution?

Suppose I roll a 20-sided die 1000 times and count the number of times a particular value comes up. This gives an array of 20 counts, and the expected value of each is 1000/20 = 50. I'd like to find ...
1
vote
0answers
11 views

Proving that a statistics is not sufficient (uniform case).

I am posting a similar question - in the previous one I put a wrong distribution, which changed the whole question. Let $X=(X_1,...,X_n)$ be i.i.d. $U(0,\theta)$. How to show that ...
1
vote
0answers
57 views

Mean distance of random points on a rectangular grid

I have a $N\times N$ grid of side $L$. Each gridpoint can be black or white and a ratio $r$ of the points is black. I want to predict the mean distance between two black points. The most appropriate ...
1
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0answers
34 views

Joint density of Triangular RV and Maximum of Triangular RVs, parameterised by Uniform RV

Let $x$ be drawn from the uniform distribution on $[0,1]$. $x$ parameterises the Triangular distribution $Y$ with support $[0,1]$. I.e., $$ f_Y(y_i | X = x) = \begin{cases} \frac{2y_i}{x} \quad ...
1
vote
0answers
19 views

Uniform distribution density function

Let's say we have two random variables $T_1$ and $T_2$ and the joint density function of the two is uniform over the region $0\leq t_1\leq t_2 \leq L$, where L is a positive constant. Then the area of ...
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0answers
16 views

Find probability coverage under a discrete uniform

Let $Y_1=\theta+\epsilon_1$ and $Y_2=\theta+\epsilon_2$ where $\epsilon_1$ and $\epsilon_2$ are iid uniform in {-1,1}. Define the confidence set S for $\theta$ as: $S={Y_1-1}$ if $Y_1=Y_2$ and ...
1
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0answers
22 views

Finding conditional probability distribution (X|Y) from (Y|X)

$(Y,X)$ has a joint distribution where the marginal of $X$ is a standard normal and $Y|X \sim U \left[|X|-\frac{1}{2},|X|+\frac{1}{2}\right] $ where $U[a,b] $ means uniform in the interval [a,b]. How ...
1
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0answers
30 views

Uniform distribution of points on a cone constrained to a continuous line

I was hanging lights on a Christmas tree yesterday, and thought of a problem , which may have an easy solution - but not one that I can think of off the top of my head. It is posed as follows: ...
1
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0answers
35 views

Expected value for number of occurences

Let $W$ be a random word made from letters which are in set $K$ (letters are uniformly distributed in $W$) . Suppose also that $W$ has finite length ($\geq 2$) and size of $K$ is finite ($\geq 2$). ...
1
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0answers
16 views

Covariance of uniform random and indicator function dependant on it

Define $I = \begin{cases} 1,& \text{if } X\leq a\\ 0,& \text{if } X\gt a \end{cases}$ $X$ is uniform on $[0,1]$. We want to compute $Cov(I,X)$ which involves $E[IX]$. $E[IX] = ...
1
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0answers
35 views

Law of large number for a product of uniform iid random variables (stick breaking)

Let $(X_n)_n$, $n = 1, 2, \dots$, be an iid sequence of random variables uniformly distributed on $(0, 1]$. Set $S_0 = 1$ a.s. and, for $n = 1, 2, \dots$, set $S_n = \prod_{k=1}^n X_k$. Compare $S_n$ ...
1
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0answers
27 views

Distribution of function of uniformly random variables

I am sorry if there is no simple answer to this or the answer is completely obvious but I am approaching my wits end here. Probability isn't my forte, nor am I even a mathematician. I am essentially ...
1
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0answers
10 views

Partition Theorem to show $P(W \gt Z)$

I am confused as to how to use the partition theorem on the following example? Any help is appreciated! Suppose that W has a U(0,1) distribution and suppose that W is independent of the random ...
1
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0answers
29 views

Prove that uniform distribution on a set of vertices $V$ is stationary if the graph is regular.

I was going through Random walks on graphs: A survey It was stated that: Uniform distribution on a set of vertices $V$ is stationary if the graph is regular. Can anyone give me some hints to ...
1
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0answers
101 views

Find the uniformly most powerful unbiased test(UMPUT)

Let $(X_1,X_2,\ldots,X_n)$ be a random sample from uniform distribution on interval $(\theta_1, \theta_2)$. Find a uniformly most powerful unbiased test of size $\alpha$ for testing $H_0: ...
1
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0answers
116 views

Probability and Uniform distribution lottery question

Suppose that a person has a lottery ticket from which she will win $X$ dollars, where $X \sim\mathrm{ Unif} (0,4)$. Suppose her utility function is $U(x) = x\alpha$ for $x \geq 0$ and $0$ otherwise, ...
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0answers
26 views

Asking for helps about deriving arcsine distribution

I solved the above exercise. And the exercise below is based on the exercise above. Here, I managed to show the first equality of (i). But I can't find a way how to prove the second equality of ...
1
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0answers
70 views

Question Relating to the Central Limit Theorem

I have the following question: Suppose $X_1,X_2, \ldots, X_{12}$ are identical independent uniform random variables on $[0,1]$. Let the sample mean(lets call it $m$) = $\frac{1}{12}(X_1 + X_2 + ...
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0answers
197 views

Continuous Uniform Distribution

Suppose $X$ follows a continuous uniform distribution from 1 to 5. Determine the conditional probability $P(X > 2.5 | X \le 4)$ I am not sure I know how to do ...
1
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0answers
108 views

Let $(X,Y)$ be a uniform random vector on the semicircle of radius $1$. Find the joint density.

Let $(X,Y)$ be a uniform random vector on the semicircle of radius $1$. Find $f_{X,Y}(x,y)$ and the marginals $f_X(x)$ and $F_Y(y)$. My attempt: Since the random vector is uniform it will have ...
1
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0answers
30 views

sum of random variables?

$x\to$ uniformly distributed on $(0,1)$ $y\to$ uniformly distributed on $(0,2)$ $z\to$ uniformly distributed on $(0,4)$ What is the probability that $2x+3y < z$? I tried to do it geometrically ...
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0answers
24 views

uniform distribution probability and mle

For part a), isn't the probability = 1? And I'm not sure what happens as $n\rightarrow\infty$; isn't the probability 1 also?
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0answers
55 views

probability integral transformation and distribution of P= P[ |T| <= |t|] .

The task is to find the distribution of P. where , P=P[ |T| <= |t|]. (T is a continuous random variable with PDF f(t)). now , I tried to make the following two arguments : 1.P= P[ |T| <= |t|] ...
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0answers
56 views

Obtain distribution of mid-range in uniform

I want to obtain distribution of mid-range, $(x_{(1)} + x_{(n)})/2$, of an uniform(a, b) random variable. One can use the following transformation. $M = \frac{X_{(1)} + X_{(n)}}{2}$ and $W = ...
1
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0answers
14 views

Even dirstibution of a small set of random choices into a small set of buckets

Is there a way to evenly distribute randomly selected small set of items from a relatively larger set into to a small number of buckets using a hash function? For ex: Randomly select 20 numbers from ...
1
vote
0answers
32 views

Is $r_1 \cdot f_1 + r_2 \cdot f_2 $ uniformly distributed?

Consider $f_1$ and $f_2$ are fixed polynomials, $r_1$ is a random linear polynomial, $r_2$ is a random polynomials, degree($r_2$)=degree($f_i$)=$d$. We define $f_i$ and $r_i$ over $R[x]$ where $R$ can ...
1
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0answers
40 views

Moments of $|ax-by|$

Suppose that $X$ and $Y$ are independentr.v. uniform on $[0,1]$. What is the $E[|aX-bY|^p]$ for some constants $a,b,p>0$? What I did. \begin{align*} E[|aX-bY|^p]=\int_0^1\int_0^1|ax-by|^p dx ...