Finding the Distribution of Minimum Random Variables in Uniform Distribution?

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SUMMARY

The discussion focuses on finding the distribution of the minimum of n mutually independent random variables, each uniformly distributed over integers from 1 to k. The probability of the minimum random variable Y, denoted as P(Y = x), is derived using the formula P(Y = x) = ((k - x + 1)^n - (k - x)^n) / k^n. The participants clarify the derivation of P(Xi >= x) = ((k - x + 1)/k)^n, emphasizing the relationship between the probabilities of the minimum values and the uniform distribution properties.

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  • Understanding of uniform distribution and its properties
  • Familiarity with probability theory and random variables
  • Knowledge of mathematical notation and equations
  • Basic skills in combinatorial reasoning
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  • Study the derivation of probability distributions for minimum random variables
  • Learn about the properties of uniform distributions in more depth
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Students in statistics, mathematicians, and anyone interested in probability theory, particularly those studying random variables and their distributions.

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Homework Statement



Let X1, X2, ... Xn be n mutually independent random variables each of which is uniformly distributed on the integers from 1 to k. Let Y denote the minimum of the Xi's. Find the distribution of Y.

Homework Equations


The Attempt at a Solution



I can see that P(Xi = j) = 1/K (uniformly distributed), where i = 1, 2, 3, .. n and j = 1, 2, 3, .. k and Y = min (X1, X2, ..., Xn)

So using a 'trick' that my professor told us, {at least x} - {at least x + 1} = {exactly x} -- but shouldn't that be reversed to get "x" or are we assuming that x+1 < x?

My professor also said that (P(Xi>= x))n = ( (k - x + 1)/k )n but I'm having a hard time seeing where this is derived from. Can anyone explain it?

Ultimately, P( Y = x) = ( (k-x+1)^n - (k-x)^n ) / k^n
 
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"{at least x} - {at least x + 1} = {exactly x}"

To visualize this pick a specific x for a concrete example: I choose x = 10

at least 10 = 10, 11, 12, 13, ...

at least 11 = 11, 12, 13,...

(at least 10) - (at least 11) = 10

"(P(Xi>= x))n = ( (k - x + 1)/k )n"

Suppose Xi >= x. Of the k total values there are k - x + 1 smaller than x, so
P(Xi < x ) = (k-x+1)/k. Raise both sides to the nth power.
 
Understood, thanks!
 

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