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Questions tagged [probability]

For questions about probability. independence, total probability and conditional probability. For questions about the theoretical footing of probability use [tag:probability-theory]. For questions about specific probability distributions, use [tag:probability-distributions].

1 vote
2 answers
384 views

Non-constant parameters in Chernoff bound

Consider the Chernoff bound: It assumes $X_1, \ldots, X_n$ are independent Bernoulli random variables, each having probability $p > 1/2$, and seeks the probability of simultaneous occurrence of ...
8 votes
3 answers
223 views

Asymptotic behavior of the first step in a best strategy

Consider the game described here, but for a sequence $X_1,\ldots,X_n$ of i.i.d. uniform rv's on $\lbrace 1,\ldots,n \rbrace$ (in the original game $n=6$). Using the original notation, let $a_n$ denote ...
2 votes
1 answer
21k views

Probability increases as sample size increases?

I was talking with a friend and we were discussing a math problem disguised as a social situation: If the chance that someone to accept your request to go out with them was 1% and you asked 1 person ...
1 vote
1 answer
424 views

Normal distribution probability

just a quick question dealing with probability. The annual returns on stocks and treasury bonds over the next 12 months are uncertain. Suppose that these returns can be described by normal ...
2 votes
1 answer
2k views

Uniform White Noise

I found a contradiction I couldn't resolve by my self. It's about a "Uniform White Noise". Let ${x}_{t}$ be a "White Noise" i.i.d. Random Process: $ \forall t \in \mathbb{R}, \ {x}_{t} \sim U[-1, ...
2 votes
1 answer
177 views

Probability of the sum of n numbers giving the same last d digits

Can anybody give me a hint how to approach the following problem, please? I actually am having a hard time stating the problem. I think an example would help you understand what the problem is. ...
2 votes
1 answer
254 views

How to calculate likelihood to succeed knowing attempts and successful attempts amounts?

Say I have two algorithms that I don't know how they work but I know what they are meant to achieve. I tried algorithm A once and it succeeded. And tried algorithm B 100 times and succeeded 99 times. ...
0 votes
2 answers
315 views

Doubt in a probability problem

Problem: Alex flip a fair coin three times. what is the probability that she gets two heads given that the first is a head? My solution is based on the argument that from the given information the ...
3 votes
1 answer
580 views

Reducing quantification to probability

I was thinking about some problem involving quantifiers (the existencial and universal quantifiers) and I noticed how it might resemble probability in a sense. They both assume a variable and its ...
8 votes
1 answer
424 views

Negativity in a CIR model discretized by Ito-Taylor expansion

Let $X = (X_t: t \in [0,T])$ be a stochastic process satisfying a CIR model $$ dX_t = \beta (X_t - \gamma) dt + \sigma\sqrt{X_t} dB_t, $$ where $B_t$ is a standard Brownian motion, $\beta$ is a ...
2 votes
2 answers
143 views

Doubts on a probability problem

Problem: From the deck of the 52 cards,cards are drawn randomly without replacement.What is the probability of drawing a king of hearts at the third attempt? If it was drawn at the 15th attempt, what ...
3 votes
1 answer
12k views

Find an unbiased estimate for λs (Poisson distribution)

So I have this problem to solve... Let X denote the number of paint defects found in a square yard section of a car body painted by a robot. These data are obtained: 8, 5, 0, 10, 0, 3, 1, 12, 2, 7, ...
5 votes
1 answer
982 views

Complexity - why is RL=NL when omitting the demand for polynomial run-time?

The complexity class RL is described at the complexity zoo as: Has the same relation to L as RP does to P. The randomized machine must halt with probability 1 on any input. It must also run in ...
4 votes
2 answers
3k views

A continuous analogue of the binomial distribution

For any positive integer $N$, the binomial$(N!,p)$ distribution has the following property: for any $1 \leq n \leq N$, there exist i.i.d. random variables $X_1,\ldots,X_n$ such that $X_1 + \cdots + ...
5 votes
1 answer
4k views

Statistical Inference Question

From Statistical Inference Second Edition (George Casella, Roger L. Berger) "My telephone rings 12 times each week, the calls being randomly distributed among the 7 days. What is the probability that ...

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