MHB Transformation of Random Variable

hemanth
Messages
7
Reaction score
0
If X is a random variable distributed uniformly in [0, Y], where Y is geometric with mean alpha.
i) Is this definition valid for uniform distribution ?
ii) If it is valid, what is the pdf of the transformation Y-X?
 
Physics news on Phys.org
hemanth said:
If X is a random variable distributed uniformly in [0, Y], where Y is geometric with mean alpha.
i) Is this definition valid for uniform distribution ?
ii) If it is valid, what is the pdf of the transformation Y-X?

If Y is geomtrically distributed with parameter p, that means that... $$P \{ Y = n\} = p\ (1-p)^{n}\ (1)$$

... and...

$$E \{Y\} = \sum_{n=0}^{\infty} n\ p\ (1-p)^{n} = \frac{1-p}{p}\ (2)$$

If X is uniformely distributed in [0,Y], then is...

$$ P \{Y < x \} = p + p\ \sum_{n=1}^{\infty} \varphi_{n} (x)\ (1-p)^{n}\ (3)$$

... where...

$$\varphi_{n} (x)=\begin{cases}\ 0 & \text{if}\ x < 0 \\ \frac{x}{n} &\text{if}\ 0 \le x \le n \\ 1 &\text{if} x> n \end{cases}\ (4)
$$

Of course the p.d.f. of Y is the derivative of (3). I don't know if all that answers the question i) ... Kind regards $\chi$ $\sigma$
 
Hi all, I've been a roulette player for more than 10 years (although I took time off here and there) and it's only now that I'm trying to understand the physics of the game. Basically my strategy in roulette is to divide the wheel roughly into two halves (let's call them A and B). My theory is that in roulette there will invariably be variance. In other words, if A comes up 5 times in a row, B will be due to come up soon. However I have been proven wrong many times, and I have seen some...
Thread 'Detail of Diagonalization Lemma'
The following is more or less taken from page 6 of C. Smorynski's "Self-Reference and Modal Logic". (Springer, 1985) (I couldn't get raised brackets to indicate codification (Gödel numbering), so I use a box. The overline is assigning a name. The detail I would like clarification on is in the second step in the last line, where we have an m-overlined, and we substitute the expression for m. Are we saying that the name of a coded term is the same as the coded term? Thanks in advance.
Back
Top