Mathematical Modelling Question

In summary, the question involves finding the distribution functions for U and V, and the simultaneously distribution function for the stochastic vectors (U,V). The conversation also clarifies that the assignment uses U and V to distinguish between minimum and maximum, but it does not affect the final calculation.
  • #1
Hummingbird25
86
0
HELP: Mathematical Modelling Question

Hi

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

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

Then show that

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

I can see that if I expand the sum I get

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

Doesn't that mean that

[tex]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))[/tex] ??

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

Sincerely
Hummingbird
 
Last edited:
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  • #2
May we assume that
[tex]V = min(X_1 \ldots X_n)[/tex]
was actually supposed to be
[tex]V = max(X_1 \ldots X_n)[/tex]
 
  • #3
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
[tex]V = min(X_1 \ldots X_n)[/tex]
was actually supposed to be
[tex]V = max(X_1 \ldots X_n)[/tex]
 

1. What is mathematical modelling?

Mathematical modelling is the process of creating a mathematical representation of a real-world system or problem. It involves using equations, algorithms, and other mathematical tools to simulate and analyze the behavior of the system.

2. Why is mathematical modelling important?

Mathematical modelling allows us to understand complex systems and predict their behavior. It can also help us make informed decisions, optimize processes, and solve real-world problems.

3. What are the steps involved in mathematical modelling?

The steps involved in mathematical modelling include formulating the problem, collecting and analyzing data, choosing the appropriate mathematical model, solving the model, and interpreting and validating the results.

4. What are the limitations of mathematical modelling?

Mathematical modelling is based on assumptions and simplifications, which may not always accurately represent the real world. It also relies on data to make predictions, so inaccurate or incomplete data can affect the results.

5. How is mathematical modelling used in different fields?

Mathematical modelling is used in various fields such as physics, engineering, economics, biology, and environmental science. It can be used to model physical systems, optimize production processes, predict stock market trends, understand population dynamics, and study climate change, among others.

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