Mathematica Mathematical Modelling Question

AI Thread Summary
The discussion revolves around a mathematical modeling question involving stochastic independent variables X_1 to X_n and their distribution functions. The user seeks to derive the distribution functions F_U and F_V for U and V, defined as the minimum of the variables. A key point raised is the relationship between the sum of individual distribution functions and their joint distribution, suggesting that the sum can be expressed in terms of the minimum operation. There is also a clarification regarding the variable V, which may have been intended to represent the maximum of the variables instead of the minimum, although this distinction may not significantly impact the final calculations. The conversation emphasizes understanding the properties of distribution functions in relation to independent random variables.
Hummingbird25
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HELP: Mathematical Modelling Question

Hi

Given X_1 \ldots X_n be stochastic independent variables with the distribution functions F_X_{1}, \ldots ,F_X_{n}. U = min(X_1 \ldots X_n) and V = min(X_1 \ldots X_n).

F_{U} and F_{V} for U and V, and let F_{U,V} be simultaneously distribution functions for the stochastic vectors (U,V).

Then show that

F_{V} (s) = \Pi \limit_{i=1} ^{n} F_{X_i} (s) where \forall s \in \mathbb{R}

I can see that if I expand the sum I get

F_X_{1}(s) + F_X_{2}(s) + F_X_{3}(s) + \ldots + F_X_{i}(s) where 1 \leq i \leq n

Doesn't that mean that

F_X_{1}(s) + F_X_{2}(s) + F_X_{3}(s) + \ldots + F_X_{i}(s) = (F_X_{1}(s) \ \mathrm{U} \ F_X_{2}(s) \ \mathrm{U} F_X_{3}(s) \ \mathrm{U} \ \ldots \ \mathrm{U} \ F_X_{n}(s)) ??

Since \sum_{i=1} ^{n} P(A_i) = P(A_1) + P(A_2) + P(A_3) + \ldots + P(A_n)

Sincerely
Hummingbird
 
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May we assume that
V = min(X_1 \ldots X_n)
was actually supposed to be
V = max(X_1 \ldots X_n)
 
My assignment uses U and V to distingues between min and max, but I guess it doesn't make that a bit a difference in the final calculation.

Sincerely Humingbird

HallsofIvy said:
May we assume that
V = min(X_1 \ldots X_n)
was actually supposed to be
V = max(X_1 \ldots X_n)
 
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