Mathematical Modelling Question

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SUMMARY

The discussion centers on the mathematical modeling of stochastic independent variables X_1 to X_n, specifically focusing on the minimum values U and V. The user seeks to establish the relationship between the distribution functions F_U and F_V, concluding that F_V(s) equals the product of the individual distribution functions F_X_i(s) for i from 1 to n. The user also questions the notation used for V, suggesting it may have been intended to represent the maximum instead of the minimum, although this does not significantly alter the calculations involved.

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  • Understanding of stochastic variables and their distribution functions
  • Familiarity with the concepts of minimum and maximum in probability theory
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Hummingbird25
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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
 
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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]
 
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]
 

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