A question about a joint pdf and how to work out probabilities?

In summary, the conversation discusses the calculation of the joint probability density function for a set of independent and identically distributed variables, X1, X2, X3,...,Xn, with the given pdf. The conversation then moves on to determining the probability of the first observation, X1, being less than 0.5, and the probability of all observations being less than 0.5. Finally, it is suggested to use the probability from part (b) to deduce the probability of the largest observation being less than 0.5.
  • #1
laura_a
66
0

Homework Statement


Let X1, X2, X3,...Xn be independent and indentically distributed with pdf

f_X(x)= 4x^3 for 0 < x < 1

First I had to calculate the joint pdf of distribution of X1, X2, X3..Xn which I did
I got

4(X1*X2*X3*...*Xn)^3

Which I'm hoping is correct.

a) determine the probability that the first observation X1
is less than 0.5
b) determine the probability that ALL observations are less than 0.5.
c) use (b) to deduce then that the probability that the largest observation is less than 0.5


Homework Equations


I've worked out the joint pdf which is 4(X1*X2*X3*...*Xn)^3

But I'm not sure what value I can plug into find out the probability because there are so many X's? Can anyone point me in the right direction? THANKS :)
 
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  • #2
You don't need to calculate the joint pdf, but even if you did, your answer is wrong (you would need 4^n out front). Here's a hint in the right direction: I certainly hope you can do (a). For (b), what is the probability of tossing 8 heads in a row? This should give you a hint as to what you should do to the answer in (a). For (c), if the largest is less than 0.5, what does that mean about the rest of them? Use (b) now.
 

1. What is a joint probability distribution?

A joint probability distribution is a mathematical function that assigns probabilities to each combination of values of two or more random variables. It describes the likelihood of two or more events occurring together.

2. How do you calculate probabilities from a joint PDF?

To calculate probabilities from a joint PDF, you need to integrate the joint PDF over the desired region. This gives you the probability of the event occurring within that region.

3. What is the difference between a joint PDF and a marginal PDF?

A joint PDF describes the probabilities of two or more variables occurring together, while a marginal PDF describes the probability of a single variable occurring on its own. Marginal PDFs are obtained by summing or integrating the joint PDF over all possible values of the other variables.

4. Can a joint PDF have more than two variables?

Yes, a joint PDF can have any number of variables. It describes the probabilities of all combinations of values for those variables.

5. How is a joint PDF used in statistical analysis?

A joint PDF is used in statistical analysis to model and analyze the relationships between multiple variables. It can help determine the likelihood of various outcomes and identify patterns and correlations between variables.

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