Undergrad Random variable and probability

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The discussion focuses on solving probability problems involving random variables. For part (a), the two-dimensional random variable (ξ,η) is uniformly distributed over a unit square, and the probability P(ζ<1) is calculated as the area below a specific arc, resulting in P(ζ<1) = π/4. In part (b), the three-dimensional random variable is uniformly distributed on a sphere, and the probability P(1/3<ζ≤2/3) involves finding the volume of a specific region within the sphere. The participants emphasize the importance of understanding uniform distribution in calculating these probabilities. The conversation highlights the need for careful consideration of the areas and volumes involved in the calculations.
Imagin_e
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Hi!
I'm searching for guidance and help since I don't know how to solve this problem. Here it is:

a) The two-dimensional random variable (ξ,η) is uniformly distributed over the square
K={(x,y): 0≤x≤1 , 0≤y≤1} . Let ζ=√ξ22 me the distance between the origo and the point (ξ,η) . Calculate the probability P(ζ<1)

b) The three-dimensional random variable ξ=(ξ1,ξ2,ξ3) is uniformly distributed on a sphere, which has origo as it's center and a radius of 1. Calculate the probability that ξ ends in the area A which is given by:
A={(x1,x2,x3): 1/3 <√x12+x22+x32≤2/3} . You should, in other words, calculate :
P(1/3<ζ≤2/3) , where ζ=√ξ12+ξ22+ξ32

Note: √ means square root of.. I literarily have no idea where to start.
 
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Hi Imagin_e:

A key point about these problems is "uniformly distributed".

For (a) this means the probability P is the area of a part of the unit square ζ<1. This square has total area = 1.

For (b) this means P will be a volume of a part of a sphere (1/3<ζ≤2/3) divided by the volume of the whole sphere.

Hope this helps.

Regards,
Buzz
 
(a) Since the probability distribution is uniform in the square K(take it as ABCD here), there P(ξ,η) = 1 for all points inside the square(why? : because ∫∫P(ξ,η)dξdη with 0<ξ<1 & 0<η<1 should be 1 and marginal distribution for ξ and η are uniform)
Now we need to find probability of all those points lying below the arc ADB(to the opposite of e, poly1 side), since the distribution is uniform,
therefore, we will have P(ζ<1) = Area below Arc / Area of square = π/4 (area of square is 1)
phyProb.PNG
(b)Now I hope that you can do this as its similar to (a), but if you face problem, feel free to reply
 
Last edited:
Aakash Gupta said:
P(ζ<1) = Area below Arc / Area of square = π/2
Hi Aakash:

Your answer is flawed. What is the total area of the circle of which a part is inside the square? What is the fraction of the whole circle that is inside the square?

Regards,
Buzz
 
Buzz Bloom said:
Hi Aakash:

Your answer is flawed. What is the total area of the circle of which a part is inside the square? What is the fraction of the whole circle that is inside the square?

Regards,
Buzz
Oh sorry that must be pi/4, is there anything wrong apart from that?
 
Aakash Gupta said:
Oh sorry that must be pi/4, is there anything wrong apart from that?
Hi Aakash:

That's OK now.

Regards,
Buzz
 
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Here is a little puzzle from the book 100 Geometric Games by Pierre Berloquin. The side of a small square is one meter long and the side of a larger square one and a half meters long. One vertex of the large square is at the center of the small square. The side of the large square cuts two sides of the small square into one- third parts and two-thirds parts. What is the area where the squares overlap?

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