Distribution of Number of Pieces

  • Context: Graduate 
  • Thread starter Thread starter mXSCNT
  • Start date Start date
  • Tags Tags
    Distribution
Click For Summary
SUMMARY

The discussion focuses on the distribution of the number of disconnected pieces, C_i, formed by independent random variables A_i uniformly selected from the interval (0, 1-v) for a constant v, where 0 < v < 1. The participants express skepticism about deriving a closed-form expression for C_i, suggesting that Monte Carlo simulations may be the only feasible computational method. An algorithmic approach is proposed, emphasizing the importance of order statistics and the probability of gaps between the A_j values. A conjectured probability formula for C_i is presented, involving combinatorial terms and a specific function G(m, i; v).

PREREQUISITES
  • Understanding of independent random variables and uniform distributions
  • Familiarity with order statistics in probability theory
  • Knowledge of combinatorial mathematics and binomial coefficients
  • Experience with Monte Carlo simulation techniques
NEXT STEPS
  • Research Monte Carlo methods for estimating distributions in probability
  • Study order statistics and their applications in random variable analysis
  • Explore combinatorial probability and the use of binomial coefficients in distributions
  • Investigate algorithms for calculating probabilities in complex distributions
USEFUL FOR

Mathematicians, statisticians, and data scientists interested in probability distributions, particularly those working with random variables and Monte Carlo simulations.

mXSCNT
Messages
310
Reaction score
1
Let [tex]\{A_i\}[/tex] be independent random variables, real numbers selected uniformly from the interval (0,1-v) for some constant v, 0<v<1.
Let [tex]B_i = \cup^i_{j=1} (A_j,A_j+v)[/tex]
Let [tex]C_i[/tex] be the number of disconnected pieces of [tex]B_i[/tex].

Problem: What is the distribution of [tex]C_i[/tex]? I doubt that a closed form expression is possible but it's tough to even find a computer program to calculate it except via monte carlo.
 
Physics news on Phys.org
mXSCNT said:
Let [tex]\{A_i\}[/tex] be independent random variables, real numbers selected uniformly from the interval (0,1-v) for some constant v, 0<v<1.
Let [tex]B_i = \cup^i_{j=1} (A_j,A_j+v)[/tex]
Let [tex]C_i[/tex] be the number of disconnected pieces of [tex]B_i[/tex].

Problem: What is the distribution of [tex]C_i[/tex]? I doubt that a closed form expression is possible but it's tough to even find a computer program to calculate it except via monte carlo.

I haven't worked out the details, but I think I see a way to approach this. Even if it doesn't result in a closed form formula, you might be able to work out an algorithm to compute it. Basically, the hard part is finding the volume left of an i-cube of side 1-v after several pieces have been sliced off. It should be easier for v >= 1/3, but tricky for v < 1/3. The idea is to work with the order statistics of the Aj, and find the probability that there are exactly k-1 "gaps" of the form A(m+1)-A(m) > v. In this case Ci = k. Is that making sense?

Mind if I ask what is the application of this?
 
Conjecture:

[tex]P\{C_i = k\} = \frac{1}{(1-v)^i}\binom{i-1}{k-1}\sum_{j=0}^{k-1}(-1)^j\binom{k-1}{j}G(i-k+j, i; v)[/tex]

where

[tex]G(m,i;v) = \sum_{n=1}^{r}(-1)^{n+1}\binom{m}{n-1}(1-nv)^i[/tex]

for

[tex]\frac{1}{r+1} \leq v < \frac{1}{r}[/tex]
 

Similar threads

  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 8 ·
Replies
8
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 11 ·
Replies
11
Views
2K
  • · Replies 12 ·
Replies
12
Views
5K
  • · Replies 5 ·
Replies
5
Views
4K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 18 ·
Replies
18
Views
2K