Correlation coefficient of a jumping particle

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Homework Help Overview

The discussion revolves around the correlation coefficient of a jumping particle, focusing on the probability distribution of its position in a two-dimensional space defined by coordinates (X, Y). Participants are exploring the definitions and calculations related to expected values and independence of random variables.

Discussion Character

  • Exploratory, Conceptual clarification, Mathematical reasoning, Assumption checking

Approaches and Questions Raised

  • Participants are attempting to define the probability distribution of X and Y, questioning how to express these distributions numerically. There is discussion about the symmetry of the distribution and the implications of the particle's movement on its position.

Discussion Status

Some participants have made calculations regarding expected values and variance, while others are questioning the independence of X and Y based on their findings. There is an ongoing exploration of the definitions and assumptions underlying the problem, with no clear consensus reached.

Contextual Notes

Participants note that X and Y are defined in a specific way, and there is confusion regarding the implications of this definition on the calculations being performed. The problem involves infinite possibilities for the particle's movement, which adds complexity to the discussion.

Addez123
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Homework Statement
Assume the a particle to be in origo. Every step it jumps either -1 or 1 in either x or y plane.
So for each step it can move (1,0), (-1,0), (0,1) or (0,-1).
Let the particle start in origo and X, Y define the position after the first step.

Calculate ρ(X, Y)
Relevant Equations
ρ(X, Y) = C(X, Y) / (D(X) * D(Y))
C = Covariance
D = Standard deviation

C(X, Y) = E(XY) - E(X)E(Y)
What I need help with is how I would start..
I can say p(X, Y) = (1,0) = 1/4, and same for the other 3 coordinates. P = 0 for all other coordinates.
This doesn't give me anything to work with though.

C(X, Y) = E(XY) - E(X)E(Y)
What is XY? I don't even know what X is.
 
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What is the probability distribution of X?
 
Maybe 0 if x < -1, jumps to 1/2 if x = -1 then jumps to 1 at 1?
Idk how to express it in numbers though.
 
Addez123 said:
Maybe 0 if x < -1, jumps to 1/2 if x = -1 then jumps to 1 at 1?
Idk how to express it in numbers though.
No I don't think its like that, I expect it to be symmetric around x=0, if by probability distribution we mean the probability ##P(X=x)## where x an integer. The particle can move to +1 or -1 of its current position with respect to x-axis. So it has a non zero probability to be found at any ##(x,y)## where (x,y) integers.

@haruspex any hints how to calculate the probability P(X=x) cause I am stuck also and my probabilities are rusty. The problem I am seeing is that there are infinite ways in which the particle can arrive at (x,y). Am I overcomplicating the issue (I probably am but I don't know where my thinking is wrong).

EDIT: I should have read the problems statement more carefully. X,Y are defined in a specific different way.
 
Addez123 said:
Maybe 0 if x < -1, jumps to 1/2 if x = -1 then jumps to 1 at 1?
Idk how to express it in numbers though.
(X, Y) is defined as the position after one step. So it is equally likely at each of four positions. In how many of those is X=-1, etc.?
 
I was able to calculate
$$E(x) = \sum_k g(k)*p_x(k) = -1 * 1/4 + 1 * 1/4 = 0$$
Then I got variance by
$$V(x) = E(x^2) - E(x)^2 = 1*1/4 + 1*1/4 - 0 = 1/2$$
$$D(x) = \sqrt{V(x)} = 1/\sqrt{2}$$
Same for y since they are identical.
$$ρ(X, Y) = C(X, Y) / (D(X) * D(Y)) $$
$$C(X, Y) = \sum_j \sum_k (j - ux)(k - uy)p(j, k) = 1/4 * (1*0 + -1*0 + 0*1 + 0*-1) = 0$$
Now the second question is: Are they independent?

X and Y are independent if
$$E(XY) = E(X)E(Y)$$
We can get E(XY) from this equation:
$$C(X,Y) = E(XY) - E(X)E(Y)$$
$$E(XY) = -E(X)E(Y) - C(X,Y) = -0*0 -0 = 0$$
Therefore x and y are independent. My book says they are NOT independent though.

Where did I do wrong?
 
Addez123 said:
X and Y are independent if ##E(XY) = E(X)E(Y)##
If X and Y are independent then that is true, but it is not a sufficient condition for independence. Check your notes.
 

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