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 17cdad7..a220ed2 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 @@ -5,4 +5,58 @@ statement: | $$X(x) = \begin{cases} 1, &x \le 2\\\\ 2, &otherwise\end{cases}$$ 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} +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: + +$$ +P(Y = y) = +\begin{cases} +\frac{1}{6} & \text{for } y \in \{1,2,3,4,5,6\} \\ +0 & \text{otherwise} +\end{cases} +$$ + +The implication of the defined transformation is + +$$ +\begin{aligned} +Y = \{1,2\} & \Rightarrow X = 1 \\ +Y = \{3,4,5,6\} & \Rightarrow X = 2 +\end{aligned} +$$ + +In bracket notation, let random variable $X: \Omega \rightarrow \mathbb{R}$ be defined as, + +$$ +X(x) = \begin{cases} 1, &y \le 2\\\\ 2, &y \in \{1,2,3,4,5,6\}\end{cases} +$$ + +Computing inducted probabilities, we have + +$$ +P(X = 1) = P(Y = 1 \cup Y = 2) = \text{ (Independence) } P(Y = 1) + P(Y = 2) = \frac{1}{6} + \frac{1}{6} = \frac{1}{3} +$$ + +By law of complementary probability and the definition of the output space of $X$ we have + +$$ +P(X=2) = 1 - P(X=2) = \frac{2}{3} +$$ + +or + +$$ +P(X = 2) = P(Y = 3 \cup Y = 4 \cup Y = 5 \cup Y = 6) = \text{ (Independence) } P(Y = 3) + P(Y = 4) + P(Y = 5) P(Y = 6) = +\frac{1}{6} + \frac{1}{6} + \frac{1}{6} + \frac{1}{6}= \frac{2}{3} +$$ + +The PMF of X is + +$$ +P(X=x) = \begin{cases} \frac{1}{3}, &x = 1\\\\ \frac{2}{3}, &x =2 \\\\ 0, &otherwise\end{cases} +$$ + + + +