Random variables Definition and 318 Threads

Homework Statement I want to generate two random variables, one is normally distributed N ~N(10, 25) and the other one, E, is exponentially distributed with mean 1. I was not given a particular correlation coefficient.Homework Equations normal cdf, exponential cdf, inverse transform method...

Homework Statement [/B] https://www.physicsforums.com/attachments/screen-shot-2017-04-15-at-12-28-52-pm-png.194886/?temp_hash=4939cc24bd25e6adfbe75458bec6d011 Homework Equations [/B] P(X∈A,Y∈B)=P(X∈A)×P(Y∈B) The Attempt at a Solution If X and Y are independent then: P(X∈A,Y∈B)=P(X∈A)×P(Y∈B)...

How does lemma 18.2.2 imply the definition?

Hi all, I am developing a very simple computer game to randomly move a point to on a bound region and check how many steps it takes to have the point landing to a certain place. To make it simple, I assume it is a 1D problem, the point could start on origin or any location on positive x axis...

A paradigm shift for me occurred when, I now realize, that position and momentum are random variables in QM. As such, it does not make any sense to say things like "take the derivative of the position with respect time". Instead QM has the position and momentum operators which operate on the...

There's this problem that I've been trying to solve. I know the solution for it now but my initial attempt at a solution was wrong and I can't seem to figure out the mistake with my reasoning. I'd appreciate some help with figuring this one out. 1. Homework Statement I have a set of random...

Let ##f(x,y,z)=x^2e^{-x-xy-xz}##, if ##x,y,z>0## and ##f(x,y,z)=0## otherwise. Are the continuous random variables ##x,y,z## independent or not? Intuitively they are not independent. I calculated the marginal density functions: ##f_x(x)=\iint_{\Omega} f(x,y,z) dydz=e^{-x}##...

Homework Statement The probability density function for a random vector ##(X,Y)## is ##f(x,y) = 3x##, when ##0 < y< x < 1##. Calculate the conditional probability P(X> \frac{1}{2} | Y > \frac{1}{3}) Homework Equations Conditional probability: \begin{equation} P(A | B) = \frac{P(A \cap...

Homework Statement Let's say you have a number from [-2,4], with X(ζ) = -ζ + 4[/B] Find (a) P([-2,4]) and (b) P({X≤2}) Homework Equations {X = x} = {ζ ∈ S: X(ζ) =x } The Attempt at a Solution It looks like my sample space, S = [-2,4]. (a) For P([-2,4]) {-2 ≤ X ≤ 4} = {ζ ∈ S: -2 ≤ X(ζ) ≤...

Hello all, Suppose I have the following summation ##X=\sum_{k=1}^KX_k## where the ##\{X_k\}## are independent and identically distributed random variables with CDF and PDF of ##F_{X_k}(x)## and ##f_{X_k}(x)##, respectively. How can I find the CDF of ##X##? Thanks in advance

I have a model in which, for each store, predicted revenues are perturbed by a multiplicative shock: R = e^\eta r where r is predicted and R is observed. \eta is mean zero. I can find \eta as follows: \ln( r) - \ln( R) = \eta . I'm summing the squares of the \eta's. However, there are...

This question is driving me crazy. According to the textbook, the answer is 7/15, but I get 2/5. If anyone can tell me where I am going wrong I would be much obliged Here is the question Six fuses, of which two are defective and four are good, are to be tested one after another in random...

Homework Statement Supposethat X1and X2 are .random variables and that each of them has the uniform distribution on the interval [0, 1]. Find the p.d.f. of Y =X1+X2. Homework Equations Find cdf of Y and then the pdf The Attempt at a Solution the joint pdf would be f(x1,x2)= 1...

Homework Statement I have the joint cdf of two random variables X and Y and they ask me to find the cdf of just Y. I know that you just take the limit of the cdf as x->infinity, but I am just wondering if you can also do this by calculating the joint pdf and then the marginal of Y and then from...

Homework Statement Consider two random variables X and Y with joint PMF given by: PXY(k,L) = 1/(2k+l), for k,l = 1,2,3,... A) Show that X and Y are independent and find the marginal PMFs of X and Y B) Find P(X2 + Y2 ≤ 10) Homework Equations P(A)∩P(B)/P(B) = P(A|B) P(A|B) = P(A) if independent...

Homework Statement X ~ Uniform (0,1) Y = e-X Find FY (y) - or the CDF Find fY(y) - or the PDF Find E[Y] 2. Homework Equations E[Y] = E[e-X] = ∫0 , 1 e-xfx(x)dx FY(y) = P(Y < y) fY(y) = F'Y(y) The Attempt at a Solution FX(x) = { 0 for x<0 x for 0<x<1 1 for 1<x } fX(x) = { 1 for...

Hi I'm having a few conceptual difficulties with random variables and I was hoping someone could clear up a few things for me: 1) Firstly, what exactly do we mean when we say that two random variables X and Y are equal. I understand what identically distributed means, but my difficulty is with...

Hi, I'm trying to solve this exercise but I really don't know how 1. Homework Statement Let X1, X2,.. be a sequence of iid random variables following a uniform distribution on (0,1). Define the random variable N≥2 as the first point in which the sequence (X1,X2,...) stops decreasing. i.e If...

Homework Statement Suppose that A, B, C are independent random variables, each being uniformly distributed over (0, 1). ) What is the probability that all the roots of the equation Ax2 + Bx + C = 0 are real? Homework Equations (b) What is the probability that all the roots of the equation...

Homework Statement If Y=X1+X2+...+XN prove that <Y>=<X1>+<X2>+...+<XN> Homework Equations <Y>=∫YP(Y)dY over all Y. The Attempt at a Solution I only seem to be able to show this if the Xi are independent, and I also think my proof may be very wrong. I basically have said that we can write the...

Homework Statement Z = X - Y and I'm trying to find the PDF of Z. Homework Equations Convolution The Attempt at a Solution Started by finding the CDF: Fz(z) = P(Z ≤ z) P(X - Y ≤ z) So I drew a picture So then should Fz(z) be: since, from my graph, it looks as though Y can go from...

Homework Statement If ##X\sim\mathcal{U}(-1,1)## and ##Y = X^2##, is it possible to determine to ##cov(X, Y)##? Homework Equations \begin{align} f_x &= \begin{cases} 1/2, & -1<x<1\\ 0, & \text{otherwise} \end{cases}\\ f_y &= \begin{cases} 1/\sqrt{y}, & 0<x<1\\ 0, & \text{otherwise} \end{cases}...

Hi, I am having a hard time understanding why the Addition Rule for two Random Variables holds even when the random variables are dependent. Essentially: why is E(X+Y) = E(X) + E(Y) when X and Y are dependent random variable? Given the two variables are dependent, if X happens to take on a...

Hi all I am doing this question right now and I don't even know how to start it up. I know that it's in relation to a sum of a random number of random variables, but I don't know how to continue on from that. I've read my textbook and it states some definition for an MGF which is: $M_{y}(t) =...

Homework Statement Determine the minimum mean square error for the joint PMF. You will need to evaluate ##E_{X, Y}[(Y - 14/11\cdot X - 1/11)^2]##. Homework EquationsThe Attempt at a Solution The answer is ##\frac{3}{22}##, but when I work it out, I get ##\frac{203}{484}##. From my values, I...

Homework Statement A standard procedure for finding an approximate mean and variance of a function of a variable is to use a Taylor Expansion for the function about the mean of the variable. Suppose the variable is y, and that its mean and standard deviation are "u" and "o". f(y) = f(u) +...

Homework Statement Let ##X_k## be iid uniform discrete on ##\{0,...,9\}##. Find the distribution of ##\sum\limits_{k=1}^{\infty} \frac{X_k}{10^k}##Homework Equations The Attempt at a Solution I've tried a lot of things, I've tried decomposing ##X_k## into 10 bernoulli trials, I've tried using...

Suppose X ~ U[ 0, pi ] What is the distribution of Y=sinX. I have a solution in my notes however I don,t understand the following the second transition: F_Y(y) = P(Y \leq y) = P(X \leq \arcsin(y)) + P(X \geq \pi - \arcsin(y)) = ... Where the P(X \geq \pi - \arcsin(y)) comes from?

This problem: A random variable X has expected value E(X) = 6.2 and variance Var(X) = 0.8. Calculate the expected value of g(X) where g(x) = 7x + 2. Do I just plug in numbers here? I've never seen this kind of problem before.

Hi! I'm taking my first course in statistics and am hoping to get some intuition for this set of problems... Suppose I have a bowl of marbles that each weighs m_{marble}=0.01 kg. For each marble I swallow, there is a chance p=0.53 that it adds m_{marble} to my weight, and chance 1-p that...

suppose you have two random variables X and Y which are independent, we want to form a new random variable Z=XY, if f(x) and f(y) are density functions of X and Y respectively what is the density function of Z? I tried taking logs and applying convolution, but it did not really work

Homework Statement If X is a random variable uniformly distributed over (0,1), and a, b are constants, what can you say about the random variable aX + b? What about X^2? Homework Equations For uniformity of notation, let f(x) = probability density function of x F(a) = distribution function...

Suppose we have a function ##F:\mathbb{R}_+\to\mathbb{R}_+## such that ##\frac{F(y)}{y}## is decreasing. Let ##x## and ##y## be some ##\mathbb{R}_+##-valued random variables. Would ##\mathbb{E}x\leq\mathbb{E}y## imply that ##\mathbb{E}F(x)\leq\mathbb{E}F(y)##?

Homework Statement I am attempting to calculate a heat transfer across a medium with known material properties. I have the equation and all but one variable I have an exact answer for. I require the variance of my answer. Homework Equations I know ALL variables (ie numerical value) except...

Homework Statement Let X and Y be random losses with joint density function f(x,y) = e^-(x + y) for x > 0 and y > 0 and 0 elsewhere An insurance policy is written to reimburse X + Y: Calculate the probability that the reimbursement is less than 1. Homework Equations Have not...

Hello All! A recent problem has stuck with me, and I was hoping you could help me resolve it. Consider the following premise: Let us assume that X \sim \mathcal{U}(-3,3) (U is the continuous, uniform distribution). And let the transformation Y be applied thus: Y = \left\{ \begin{align*} X+1...

Let $\Omega=\{\omega_1,\omega_2,\omega_3\}$ an sample space, $P(\omega_1)=P(\omega_2)=P(\omega_3)=\dfrac{1}{3},$ and define $X,Y$ and $Z$ random variables, such that $X(\omega_1)=1, X(\omega_2)=2, X(\omega_3)=3$ $Y(\omega_1)=2, Y(\omega_2)=3, Y(\omega_3)=1$ $Z(\omega_1)=3, Z(\omega_2)=1...

Hello, I have two random variables X and Y that can take values of the kind (a,b) where a,b\in \{ 0,1,2,3 \}. Thus, the sample space has only 16 elements. I have, say, N observations for both X and Y, and I would like to know if there is some correlation between X and Y. - How is this...

Hi, i was wondering if the following is valid: E[x/y] = E[x] / E[y], given that {x,y} are non-negative and independent random variables and E[.] stands for the expectation operator. Thanks

Homework Statement X is uniform [e,f] and Y is uniform [g,h] find the pdf of Z=X+Y Homework Equations f_z (t) = f_x (x) f_y (t-x) ie convolution The Attempt at a Solution Obviously the lower pound is e+g and the upper bound is f+h so it is a triangle from e+g to f+h...

Hello, i m trying to evaluate the following: r*x - r*y ≤ g, where r,x,y are nonnegative random variables of different distribution families and g is a constant nonnegative value. Then, Pr[r*x - r*y ≤ g] = Pr[r*x ≤ g + r*y] = ∫ Fr x(g + r*y)*fr*y(y) dy, where F(.) and f(.) denote CDF and...

If the distribution of a sum of N iid random variables tends to the normal distribution as n tends to infinity, shouldn't the MGF of all random variables raised to the Nth power tend to the MGF of the normal distribution? I tried to do this with the sum of bernouli variables and...

Hi, http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/Chapter7.pdf (see page 8, sum of two independent random variables). I don't understand why they had to go further into the limits, 1 < z < 2. Why do they have to do that? And also, where did they get it...

I don't completely understand why the area of the proof circled in red is true. Any advice would be appreciated. https://dl.dropboxusercontent.com/u/33103477/Q1.jpg

Homework Statement There are a set number of marbles in a bag; the marbles consist of two colors. We are given the mean number of marbles of color 1 in the bag, as well as color 1's standard deviation. We are then asked to find the mean and standard deviation of color 2.Homework Equations How...

Can you please help me find the density of the following functions? The density of an absolutely continuous random variable X is: fX(x) = { (3x^2-1)/12 if 1<x<2 { 1/2 if 2<x<3 { 0 elsewhere Find the density of Y where Y = 4X-2 Find the density of M where M = (X-2)^2 Thank you!

Find cov(Y,Z) where Y = 2X_1 - 3X_2 + 4X_3 and Z = X_1 + 2X_2 - X_3 Information given E(X_1) =4 E(X_2) = 9 E(X_3) = 5 E(Y) = -7 E(Z) = 26 I tried expanding cov(Y,Z) = E(YZ) - E(Y)E(Z) but can't figure out how to calculate E(YZ)

(I wasn't sure how to title this, it's just that the statement resembles Chebychev's but with two RV's.) Homework Statement Let \sigma_1^1 = \sigma_2^2 = \sigma^2 be the common variance of X_1 and X_2 and let [roh] (can't find the encoding for roh) be the correlation coefficient of X_1 and X_2...

Homework Statement Let X_1, X_2, X_3 be iid with common pdf f(x)=exp(-x), 0<x<infinity, 0 elsewhere. Evaluate P(X_1<X_2 | X_1<2X_2)Homework Equations f(X|Y) = f(x,y)/f(y) The Attempt at a Solution Since P(X_1<X_2) is a subset of P(X_1<2X_2), the intersection (edited, at first said union)...

Hi, I am struggling trying to find the (equation of the) pdf of the sum of (what I believe to be) two non-central chi-squared random variables. The formula given on wikipedia (http://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution) shows that the random variable associated with...