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

learn more… | top users | synonyms

2
votes
1answer
44 views

Finding correlation of Max and Min of two IID random variable in U[0,1]

I have a hw problem and can't figure out how to do it. Basically, $X,Y$ are iid $U[0,1]$, we need to find the correlation between max$(X,Y)$ and min$(X,Y)$. My thought is to find the pdf of ...
2
votes
1answer
52 views

$(\log n)_{n \in \mathbf{N}}$ not uniformly distributed mod 1.

Let $(x_n)_{n \in \mathbf{N}}$ be a sequence of real numbers, we say that $(x_n)$ is uniformly distributed mod 1 (u.d. mod 1) if $$\lim_{N \to \infty} \frac{|\{1\leq n \leq N : (x_n -\lfloor x_n ...
2
votes
1answer
323 views

Expected Value Problem (Q-function…inside a function)

I'm working through my textbook for a communications course I'm taking, and this problem is confusing me big time. Like always, the math questions give me the most problems. Maybe I should take the ...
1
vote
1answer
39 views

Weak convergence and limiting distribution

I have $X_{i} \sim \operatorname{Unif}\left(0,1\right)$ iid random variables and have to show that $$ \frac{4\sum_{i=1}^n iX_{i} - n^2}{n^{3/2}}$$ converges weakly and compute its limit. How can I do ...
1
vote
1answer
65 views

Interval of non-uniformly distributed set of numbers adjusted that it properly excludes extremes

Let's say I have an interval of numbers from 1 to 9 with the following frequency of distribution: numbers 1, 2 and 3 about 20 occurrences number 6 has 2 occurrences and number 9 has only ...
1
vote
1answer
41 views

Looking for a simple bivarate uniform distribution with non-zero covariance matrix

Obviously there are many forms this can take, I'm looking for on that gives an non-zero (off diagonal elements) covariance matrix. Does anyone know of one?
1
vote
1answer
55 views

What is the distribution of $X+Y$ where $X \sim U(0,\frac{L}{2})$ and $Y \sim U(\frac{L}{2},L)$?

I started along these lines: Let $Z = X + Y$ where $\frac{L}{2}< z < \frac{3L}{2}$, then, $$f_{X+Y}(z)=f_{Z}(z) = \int f_{X}(x)f_{Y}(z-x)dx$$ However, I am not sure how to fill in the bounds ...
1
vote
1answer
78 views

spin arrow of random variables

Spin an arrow attached to the center of a circular board, let theta be the final angle of the arrow, theta<= 2pi. The probability that theta falls in a subinterval (0, 2pi] is proportional to ...
1
vote
1answer
58 views

Equivalence of uniform distribution

Behind a rectangle grid evenly (i.e. uniform distribution) scattered dots. Could it be considered identical (will have the same uniform distribution) to a sequence of independent events with ...
11
votes
0answers
287 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 ...
3
votes
0answers
42 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
40 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
38 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
65 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
votes
0answers
579 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
votes
0answers
44 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
votes
0answers
174 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
30 views

pdf of an uniform distribution in matlab?

I'm reading a book and I came across a problem in which I should generate a uniform random variable and use hist, mean and std ...
1
vote
0answers
18 views

Injective uniform distribution on an n-sphere

I just asked this question on the stats stackexchange, but I thought that maybe someone on math knew the answer. So: For an application I'm working on, I need to go from some uniformly distributed ...
1
vote
0answers
17 views

The distribution of minmax and maxmin deviations of a Random variable

Let $X_1,X_2,X_3,......,X_n$ be $n$ independently and uniformly distributed random variables in the interval $[a,b]$. Further let $P=\min \{X_i,i=1,2,3..,n\}$ and $Q=\max\{X_i,i=1,2,3..,n\}$. ...
1
vote
0answers
23 views

Determine the Law of $F^{-1}(U)$

If, $F^{-1}(u)=\inf\{x\in\mathbb R:F(x)>u\}$ and $U$ is uniformly distributed in $[0,1]$, what is the law of $F^{-1}(U)$ ? ($F$ is a distribution function of some random variable $X$) How can ...
1
vote
0answers
39 views

Second moment of random variable in the integral form

Let $X_1,\dots,X_n$ are i.i.d. samples from uniform distribution on $(0,1)$. Let $\hat F_n$ be their modified empirical distribution function defined by $$ \hat ...
1
vote
0answers
7 views

PDF describing nth term in continued fraction

For a real number r chosen uniformly at random in the range (0,1), what's the marginal Probability Density Function that describes the nth term in the continued fraction representation of r? What ...
1
vote
0answers
14 views

Fast uniformity test within a ball.

Assume I have a dataset lies within a ball centered around the origin, I want to test the uniformity of the point distributed in the ball. In addition, I have all the distances to the origin computed ...
1
vote
0answers
47 views

Prove that $E(X_1 \dots X_n)^\frac{1}{n} \leq (EX_1 \dots EX_n)^\frac{1}{n}$, with $X_i$ uniform distribution

Let $X_1, \dots , X_n$ i.i.d. uniformly distributed random variables with $f(x) = 1_{(0,1)}(x)$, $x \in \mathbb{R}$. Let $\Pi_n = (X_1 \dots X_n)^\frac{1}{n}$ and $M_n = \max \{ X_1, \dots , X_n ...
1
vote
0answers
34 views

choose a list of words such that have equal letter frequency

I have a big list meaning full Words. surely letter frequency of this word list is different for each letter. Now my problem is to find a way to randomly select words from this word list to a new ...
1
vote
0answers
435 views

What is the expected time you have to wait until the first bus comes?

 three buses, bus A, B, and C come to a bus stop every hour. The time at which each bus arrives at the stop is distributed as a uniform random variable, i.e., TA,TB,TC ∼ Unif[0,1] hours. The ...
1
vote
0answers
71 views

Uniform distribution

You arrive at a bus stop at 10'0 clock, knowing that the bus will arrive at some time uniformly distributed between 10 and 10:30. what is the probability that you wait longer than 10 minutes? if at ...
1
vote
0answers
91 views

Finding Limits of Integration

I have two functions, one depending on $x$ which is $\frac {1} {2} {\delta(x-5)} + \frac {1} {4}$ which is the combination of a dirac delta function at $5$ and a uniform distribution from $5$ to $7$. ...
1
vote
0answers
74 views

Approximation or calculation of the probability of getting “clumps” when sampling from a uniform distribution

Suppose that there are $n$ independent samples $X_1,X_2,...,X_n$ sampled from the uniform distribution on $[0,1]$ with the pdf $f(x)=1$. Is there a good way to calculate or approximate the ...
0
votes
0answers
50 views

More on transformations and convolution on continuous random variables

This question is related to my last question but I've done some more exploring and then got stuck again. I decided to modify the problem a little bit and use a transformation of a random variable that ...
0
votes
0answers
10 views

convolution of 3 uniform random variables

Please help. X,Y,Z are uniformly distributed random variates over the closed interval [3,5] independently/ The sum, S, of any of the two random variates X,Y,Z has a triangular distribution with pdf: ...
0
votes
0answers
10 views

Uniform distribution over an hyper-ellipsoid

Let $\mathbf{X} \in \bf{R}^p$ be a random vector whose elements are uniformly distributed over the hyper-ellipsoid $x^TAx<1$, (where $A$ is a positive-definite matrix). Is it possible to compute ...
0
votes
0answers
14 views

Random uniform distribution using the Jacobian

In polar coordinates $(r, \theta)$, to get a uniformly random point where $r\in[a,b]$ and $\theta\in[\alpha,\beta]$, since the Jacobian is $r$, you would need to first randomly pick $r^2\in[a^2, b^2]$ ...
0
votes
0answers
37 views

Expectation and Variance of a Discrete Uniform Distribution using the Probability Generating Function and Cumulant Generating Function

Hi I just derived the MGF of a discrete uniform distribution and found it to be: [e^t - e^t(m+1)]/(1 - e^t)m and the pgf is ...
0
votes
0answers
10 views

Generating orthonormal matrix

How can I generate matrix D described as follows: "D is a d*d rotation matrix with orthonormal unit vectors as columns. D is built by generating its lower triangular matrix independently from d(d-1)/2 ...
0
votes
0answers
46 views

sum of two independent uniform random variables question

Let ܶ$T_1$ and ܶ$T_2$ be random times for a company to complete two consecutive steps in a certain process. $T_1$ and ܶ$T_2$ are measured in days and their joint probability density function is ...
0
votes
0answers
56 views

Uniform Distribution Probability

A manager of an apartment store reports that the time a customer on the second floor must wait after calling the elevator has uniform distribution ranging between 0 and 6 minutes. Assuming that it ...
0
votes
0answers
76 views

Geometric Mean of Uniform random variables convergence

I am doing some independent study in asymptotic statistics and point estimation and am aware that you can get from log transformations of uniform random variables (exponential) all the way up to ...
0
votes
0answers
21 views

low discrepancy of halton sequences

I want to proof, that the Halton sequence is low discrepancy. I have to show that $$D_N^*(\mathcal{S})\le C\frac{\ln(N)^s}{N}$$ where $D_N^*$ ist the star discrepancy, $\mathcal{S}$ is the Halton ...
0
votes
0answers
45 views

Choosing points uniformly on a sphere surface

I need a set, $A$, of points on a sphere surface, $S$. $A$ must satisfy: 1. The mean is the exact center of the sphere. 2. $\forall p_1,p_2\in S:\sum _{i\in A} \text{od}\left(i,p_1\right)=\sum _{i\in ...
0
votes
0answers
85 views

Product of standard normal and uniform random variable

I'm trying to find the PDF of the product of two random variables by first finding the CDF. I don't know where I'm going wrong. Let $X\sim N(0,1)$ and $Y\sim Uniform\{-1,1\}$ and let $Z = XY$, then: ...
0
votes
0answers
45 views

What is the conditional distribution of this random vector?

Let us have random vectors $X_1, \dots, X_N$ which are identically independently uniformly distributed in the $n$-dimensional unit hyperbox $[0; 1]^n$. Let $c = (0.5, \dots, 0.5)$ be the center of ...
0
votes
0answers
92 views

Expected Value - Uniform distribution over infinite interval

Question: The probability that an error is introduced into a packet is $\alpha$. Messages, consisting of one or more packets, are received at a node. Given that a message has been received free of ...
0
votes
0answers
88 views

Summing many non-standard i.i.d. uniform random variables

all! I have looked up a fair bit on this question and learned much about the problem. But haven't been able to get any crisp answers. Sorry, if I'm missing something obvious. I know one can use the ...
0
votes
0answers
48 views

Goodness of fit for uniform distribution

I have a set of $N$ votes $O_1, O_2,..O_N$ distributed into $n$ bins. So... $$n \le N$$ $$0 \le O_i \le N$$ $$\sum_{i=1}^{n} O_i = N$$ I want to generate some sort of metric for how uniformly ...
0
votes
0answers
50 views

If $n$ order stats are iid from Uniform(0,1), why does dividing by the highest order stat give $n−1$ order stats iid from Uniform(0,1)?

As the title states: If $P_{(1)}, ... ,P_{(n)}$ are order statistics of $n$ independent uniform $(0,1)$ random variables, why are $P_{(1)}/P_{(n)} ..... P_{(n-1)}/P_{(n)}$ also order statistics of ...
0
votes
0answers
36 views

Slicing Up Uniform Random Rotation Quaternions

I'm generating uniform random rotations using quaternions. I am using the method attributed to Shoemake, which is discussed in another post (Uniform Random Quaternion In a restricted angle range): ...
0
votes
0answers
57 views

Is transfert theorem the best choice in this kind of exercise?

I am studying Probability theory and came to this exercise : Let $U,V$ be independent uniform random variables over $[0,1]$. Show that $X:=\cos(2\pi V)\sqrt{-2\ln U}$ and $Y:=\sin(2\pi V)\sqrt{-2\ln ...
0
votes
0answers
74 views

Distribution of binary digits in moduli

Considering the (infinite) set of all positive integers that are a product of $2$ primes only, represented in binary $100...01$. Question: is the distribution of the proportion of $0,1$ digits ...