Distribution of X for an Urn with n Balls

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SUMMARY

The discussion focuses on determining the probability distribution of X=(X1,X2,...,Xn) for an urn containing n uniquely labeled balls, where each ball is drawn without replacement. The probability of drawing each ball is defined as P(X) = (1/n)(1/(n-1))(1/(n-2))...*(1/1) = 1/n! for permutations of the set {1, 2, ..., n}. The challenge lies in expressing the dependencies between the extracted variables, as they are not independent due to the permutation condition. The participant seeks guidance on calculating the mean and variance under these constraints.

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Homework Statement



You have an urn that contains n balls labeled with the natural numbers {1,2,3,...,n} and you extract n balls from the urn (with the condition that a ball may not be returned to the urn once drawn). You have to determine the distribution of X=(X1,X2,...,Xn), where Xk is the number of the ball from the k-th extraction.


Homework Equations



For Z a discrete random variable, that can take the values 1, ..., n

Probability Distribution
p(z)=P(Z=z)

Cumulative Distribution Function
F(z)=P(Z<z)

where z is in {1,...,n}


The Attempt at a Solution



There are n! possible cases.

Xk (k={1,...,n}) are discrete random variable. Before the k-th extraction in the urn there are n-k+1 balls left with the probability of occurrence = 1/(n-k+1) and Xk are discrete random variable:


1 2 ... n​
X1: ( 1/n 1/n ... 1/n )


considering i1 the number of the ball extracted on the first extraction, we have:





1 ... i1-1 i1 i1+1 .. n​
X2: ( 1/(n-1) ... 1/(n-1) 0 1/(n-1) .. 1/(n-1) )

that means that for i1 the probability of occurrence = 0.
...

before the last extraction there is 1 ball left in urn, that obviously, has the probability of occurrence = 1.

I have no clue what to do next and I need it to demonstrate something for a bigger project. I do not ask you for the solution, I just need some hints.


P.S.: I hope you will understand what I wrote here, I've tried my best. Sorry if you don't, english is not my native language.
 
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The probability that the first ball is labeled x_1 for any x_1 is 1/n. The probability that the second ball is labeled x_2 for any x_2 other than x_1[/tex] is 1/(n-1), etc. Thus the probability P(X)= P(X_1, X_2, ..., X_n)= (1/n)(1/(n-1))(1/(n-2))..., (1/2)(1/1)= 1/n! as long as X is a permutation of (1, 2, 3,..., n) and 0 if it is not (that is, if the same integer occurs more than once in the &quot;X&quot;s).
 
HallsofIvy said:
The probability that the first ball is labeled x_1 for any x_1 is 1/n. The probability that the second ball is labeled x_2 for any x_2 other than x_1[/tex] is 1/(n-1), etc. Thus the probability P(X)= P(X_1, X_2, ..., X_n)= (1/n)(1/(n-1))(1/(n-2))..., (1/2)(1/1)= 1/n! as long as X is a permutation of (1, 2, 3,..., n) and 0 if it is not (that is, if the same integer occurs more than once in the &quot;X&quot;s).
<br /> <br /> That is logic, cause it&#039;s: the number of favorable cases/number of posible cases =&gt; 1/n!<br /> Also you can&#039;t say P(X), you have to say P(X=value) or P(X&lt;value), so the corect way is: P(X=(x<sub>1</sub>,...x<sub>n</sub>))=P(X<sub>1</sub>=x<sub>1</sub>, ...X<sub>n</sub>=x<sub>n</sub>)<br /> <br /> What I do not know is how to put the condition: X is a permutation of (1, 2, ...,n), meaning that I don&#039;t not how to express the dependecies between X<sub>1</sub> and X<sub>2</sub> , between X<sub>2</sub> and X<sub>3</sub> and so on...<br /> <br /> <br /> If I didn&#039;t have the condition: X is a permutation of (1, 2, ...,n), in other words if they where independent, I could say that E[X<sub>i</sub>]=(n+1)/ 2 and Var(X<sub>i</sub>)= (n-1)<sup>2</sup>/12, but they aren&#039;t independent.<br /> <br /> How can I calculate the mean and Var in this case?
 

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