From c2f5c70d4d237951f053f87bdc8fad8e20256d8b Mon Sep 17 00:00:00 2001 From: Paul Laskowski Date: Mon, 8 Jan 2024 11:11:30 -0800 Subject: [PATCH] cleaning up probability space notation I updated this problem because random variable Y isn't needed - there's already a probability function that is part of any probability space (and a probability space doesn't include a random variable). I also did a few small fixes (independence is replaced by countable additivity) --- .../1.md | 30 ++++++++----------- 1 file changed, 13 insertions(+), 17 deletions(-) diff --git a/_problems/unit-02/A-computing-the-distribution-induced-by-a-random-variable/1.md b/_problems/unit-02/A-computing-the-distribution-induced-by-a-random-variable/1.md index c11ede6..c834f05 100644 --- a/_problems/unit-02/A-computing-the-distribution-induced-by-a-random-variable/1.md +++ b/_problems/unit-02/A-computing-the-distribution-induced-by-a-random-variable/1.md @@ -2,43 +2,39 @@ index: 1 statement: | Suppose outcome space $\Omega = \{1,2,3,4,5,6\}$ represents a 6-sided die, and the probability function assigns probability $1/6$ to each outcome. Let random variable $X: \Omega \rightarrow \mathbb{R}$ be defined as, - $$X(x) = \begin{cases} 1, &x \le 2\\\\ 2, &otherwise\end{cases}$$ + $$X(\omega) = \begin{cases} 1, &\omega \le 2\\\\ 2, &otherwise\end{cases}$$ Compute the pmf of $X$ --- -Let $Y$ be a random varable defined with positive probability over the outcome space $\{1, 2, 3, 4, 5, 6\}$ - -Define the probability of $Y$ as follows: +Let $p$ be the probability function associated with $\Omega$ (part of the probability space). The problem tell us that, $$ -P(Y = y) = +p(\\{\omega\\}) = \begin{cases} -\frac{1}{6} & \text{for } y \in \{1,2,3,4,5,6\} \\ +\frac{1}{6} & \text{for } \omega \in \\{1,2,3,4,5,6\\} \\ 0, & \text{otherwise} \end{cases} $$ -The implication of the defined transformation is +Random variable $X: \Omega \rightarrow \mathbb{R}$ is defined as, $$ -\begin{aligned} -Y = \{1,2\} & \Rightarrow X = 1 \\ -Y = \{3,4,5,6\} & \Rightarrow X = 2 -\end{aligned} +X(\omega) = \begin{cases} 1, &\omega \le 2\\\\ 2, &otherwise\end{cases} $$ -In bracket notation, let random variable $X: \Omega \rightarrow \mathbb{R}$ be defined as, +We can rewrite this more clearly to enumerate all the values $\omega$ can take on: $$ -X(x) = \begin{cases} 1, &y \le 2\\\\ 2, &y \in \{1,2,3,4,5,6\}\end{cases} +X(\omega) = \begin{cases} 1, &\omega \in \\{1,2\\} \\\\ 2, &\omega \in \\{3,4,5,6\\}\end{cases} $$ -Computing inducted probabilities, we have + +Computing induced probabilities, we have $$ -P(X = 1) = P(Y = 1 \cup Y = 2) = \text{ (Independence) } P(Y = 1) + P(Y = 2) = \frac{1}{6} + \frac{1}{6} = \frac{1}{3} +P(X = 1) = p(X^{-1}(1)) = p( \\{1,2\\} ) = \text{ (countable additivity) } p( \\{1\\} ) + p( \\{2\\} ) = \frac{1}{6} + \frac{1}{6} = \frac{1}{3} $$ -By law of complementary probability and the definition of the output space of $X$ we have +Since $X$ has support $\\{1,2\\}$ we know that the events $X=1$ and $X=2$ are complements. Using the complement rule, $$ P(X=2) = 1 - P(X=2) = \frac{2}{3} @@ -47,7 +43,7 @@ $$ or $$ -P(X = 2) = P(Y = 3 \cup Y = 4 \cup Y = 5 \cup Y = 6) = \text{ (Independence) } P(Y = 3) + P(Y = 4) + P(Y = 5) + P(Y = 6) +P(X = 2) = p(X^{-1}(2)) = p( \\{3,4,5,6\\} ) = \text{ (countable additivity) } p( \\{3\\} ) + p(\\{4\\}) + p(\\{ 5\\}) + p(\\{ 6\\}) = 4 * \frac{1}{6} = \frac{2}{3} $$