Probability X1 ≥ X2
$begingroup$
Suppose X1 and X2 are independent Geometric p random variables. What is the
probability that X1 ≥ X2?
I am confused about this question because we aren't told anything about X1 and X2 other than they are Geometric. Wouldn't this be 50% because X1 and X2 can be anything in the range?
EDIT: New attempt
$P(X1 ≥ X2) = P(X1 > X2) + P(X1 = X2)$
$P(X1 = X2)$ = $sum_{x}$ $(1-p)^{x-1}p(1-p)^{x-1}p$ = $frac{p}{2-p}$
$P(X1 > X2)$ = $P(X1 < X2)$ and $P(X1 < X2) + P(X1 > X2) + P(X1 = X2) = 1$
Therefore, $P(X1 > X2)$ = $frac{1-P(X1 = X2)}{2}$ = $frac{1-p}{2-p}$
Adding $P(X1 = X2)=frac{p}{2-p}$ to that , I get $P(X1 ≥ X2)$ = $frac{1}{2-p}$
Is this correct?
random-variable geometric-distribution
$endgroup$
add a comment |
$begingroup$
Suppose X1 and X2 are independent Geometric p random variables. What is the
probability that X1 ≥ X2?
I am confused about this question because we aren't told anything about X1 and X2 other than they are Geometric. Wouldn't this be 50% because X1 and X2 can be anything in the range?
EDIT: New attempt
$P(X1 ≥ X2) = P(X1 > X2) + P(X1 = X2)$
$P(X1 = X2)$ = $sum_{x}$ $(1-p)^{x-1}p(1-p)^{x-1}p$ = $frac{p}{2-p}$
$P(X1 > X2)$ = $P(X1 < X2)$ and $P(X1 < X2) + P(X1 > X2) + P(X1 = X2) = 1$
Therefore, $P(X1 > X2)$ = $frac{1-P(X1 = X2)}{2}$ = $frac{1-p}{2-p}$
Adding $P(X1 = X2)=frac{p}{2-p}$ to that , I get $P(X1 ≥ X2)$ = $frac{1}{2-p}$
Is this correct?
random-variable geometric-distribution
$endgroup$
1
$begingroup$
Please add the 'self-study' tag.
$endgroup$
– StubbornAtom
7 hours ago
1
$begingroup$
Actually becauseX1
andX2
are discrete variables the equality makes things a bit less obvious.
$endgroup$
– usεr11852
7 hours ago
add a comment |
$begingroup$
Suppose X1 and X2 are independent Geometric p random variables. What is the
probability that X1 ≥ X2?
I am confused about this question because we aren't told anything about X1 and X2 other than they are Geometric. Wouldn't this be 50% because X1 and X2 can be anything in the range?
EDIT: New attempt
$P(X1 ≥ X2) = P(X1 > X2) + P(X1 = X2)$
$P(X1 = X2)$ = $sum_{x}$ $(1-p)^{x-1}p(1-p)^{x-1}p$ = $frac{p}{2-p}$
$P(X1 > X2)$ = $P(X1 < X2)$ and $P(X1 < X2) + P(X1 > X2) + P(X1 = X2) = 1$
Therefore, $P(X1 > X2)$ = $frac{1-P(X1 = X2)}{2}$ = $frac{1-p}{2-p}$
Adding $P(X1 = X2)=frac{p}{2-p}$ to that , I get $P(X1 ≥ X2)$ = $frac{1}{2-p}$
Is this correct?
random-variable geometric-distribution
$endgroup$
Suppose X1 and X2 are independent Geometric p random variables. What is the
probability that X1 ≥ X2?
I am confused about this question because we aren't told anything about X1 and X2 other than they are Geometric. Wouldn't this be 50% because X1 and X2 can be anything in the range?
EDIT: New attempt
$P(X1 ≥ X2) = P(X1 > X2) + P(X1 = X2)$
$P(X1 = X2)$ = $sum_{x}$ $(1-p)^{x-1}p(1-p)^{x-1}p$ = $frac{p}{2-p}$
$P(X1 > X2)$ = $P(X1 < X2)$ and $P(X1 < X2) + P(X1 > X2) + P(X1 = X2) = 1$
Therefore, $P(X1 > X2)$ = $frac{1-P(X1 = X2)}{2}$ = $frac{1-p}{2-p}$
Adding $P(X1 = X2)=frac{p}{2-p}$ to that , I get $P(X1 ≥ X2)$ = $frac{1}{2-p}$
Is this correct?
random-variable geometric-distribution
random-variable geometric-distribution
edited 3 hours ago
Sra
asked 7 hours ago
SraSra
584
584
1
$begingroup$
Please add the 'self-study' tag.
$endgroup$
– StubbornAtom
7 hours ago
1
$begingroup$
Actually becauseX1
andX2
are discrete variables the equality makes things a bit less obvious.
$endgroup$
– usεr11852
7 hours ago
add a comment |
1
$begingroup$
Please add the 'self-study' tag.
$endgroup$
– StubbornAtom
7 hours ago
1
$begingroup$
Actually becauseX1
andX2
are discrete variables the equality makes things a bit less obvious.
$endgroup$
– usεr11852
7 hours ago
1
1
$begingroup$
Please add the 'self-study' tag.
$endgroup$
– StubbornAtom
7 hours ago
$begingroup$
Please add the 'self-study' tag.
$endgroup$
– StubbornAtom
7 hours ago
1
1
$begingroup$
Actually because
X1
and X2
are discrete variables the equality makes things a bit less obvious.$endgroup$
– usεr11852
7 hours ago
$begingroup$
Actually because
X1
and X2
are discrete variables the equality makes things a bit less obvious.$endgroup$
– usεr11852
7 hours ago
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
It can't be $50%$ because $P(X_1=X_2)>0$
One approach:
Consider the three events $P(X_1>X_2), P(X_2>X_1)$ and $P(X_1=X_2)$, which partition the sample space.
There's an obvious connection between the first two. Write an expression for the third and simplify. Hence solve the question.
$endgroup$
$begingroup$
I edited, my post with my new answer. Could you take a look and see if it's correct?
$endgroup$
– Sra
3 hours ago
$begingroup$
Yes, your answers look correct. An alternative method (using a similar idea) would be to note that $P(X_1geq X_2)=frac12 + frac12 P(X_1=X_2)$ (again, exploiting the symmetry/exchangeability of $X_1$ and $X_2$).
$endgroup$
– Glen_b♦
2 hours ago
add a comment |
$begingroup$
Your answer, following Glen's suggestion, is correct. Another, less elegant, way is just to condition:
begin{align}
Pr{X_1geq X_2} &= sum_{k=0}^infty Pr{X_1geq X_2mid X_2=k} Pr{X_2=k} \ &= sum_{k=0}^infty sum_{ell=k}^infty Pr{X_1=ell}Pr{X_2=k}.
end{align}
This will give you the same $1/(2-p)$, after handling the two geometric series. Glen's way is better.
$endgroup$
$begingroup$
note - your way is better for applying to new problems I think. Because it is based on first principles. The trick/intuiton from glen_b's answer usually comes after the problem has been solved your way
$endgroup$
– probabilityislogic
2 hours ago
add a comment |
Your Answer
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
It can't be $50%$ because $P(X_1=X_2)>0$
One approach:
Consider the three events $P(X_1>X_2), P(X_2>X_1)$ and $P(X_1=X_2)$, which partition the sample space.
There's an obvious connection between the first two. Write an expression for the third and simplify. Hence solve the question.
$endgroup$
$begingroup$
I edited, my post with my new answer. Could you take a look and see if it's correct?
$endgroup$
– Sra
3 hours ago
$begingroup$
Yes, your answers look correct. An alternative method (using a similar idea) would be to note that $P(X_1geq X_2)=frac12 + frac12 P(X_1=X_2)$ (again, exploiting the symmetry/exchangeability of $X_1$ and $X_2$).
$endgroup$
– Glen_b♦
2 hours ago
add a comment |
$begingroup$
It can't be $50%$ because $P(X_1=X_2)>0$
One approach:
Consider the three events $P(X_1>X_2), P(X_2>X_1)$ and $P(X_1=X_2)$, which partition the sample space.
There's an obvious connection between the first two. Write an expression for the third and simplify. Hence solve the question.
$endgroup$
$begingroup$
I edited, my post with my new answer. Could you take a look and see if it's correct?
$endgroup$
– Sra
3 hours ago
$begingroup$
Yes, your answers look correct. An alternative method (using a similar idea) would be to note that $P(X_1geq X_2)=frac12 + frac12 P(X_1=X_2)$ (again, exploiting the symmetry/exchangeability of $X_1$ and $X_2$).
$endgroup$
– Glen_b♦
2 hours ago
add a comment |
$begingroup$
It can't be $50%$ because $P(X_1=X_2)>0$
One approach:
Consider the three events $P(X_1>X_2), P(X_2>X_1)$ and $P(X_1=X_2)$, which partition the sample space.
There's an obvious connection between the first two. Write an expression for the third and simplify. Hence solve the question.
$endgroup$
It can't be $50%$ because $P(X_1=X_2)>0$
One approach:
Consider the three events $P(X_1>X_2), P(X_2>X_1)$ and $P(X_1=X_2)$, which partition the sample space.
There's an obvious connection between the first two. Write an expression for the third and simplify. Hence solve the question.
edited 6 hours ago
answered 6 hours ago
Glen_b♦Glen_b
212k22406754
212k22406754
$begingroup$
I edited, my post with my new answer. Could you take a look and see if it's correct?
$endgroup$
– Sra
3 hours ago
$begingroup$
Yes, your answers look correct. An alternative method (using a similar idea) would be to note that $P(X_1geq X_2)=frac12 + frac12 P(X_1=X_2)$ (again, exploiting the symmetry/exchangeability of $X_1$ and $X_2$).
$endgroup$
– Glen_b♦
2 hours ago
add a comment |
$begingroup$
I edited, my post with my new answer. Could you take a look and see if it's correct?
$endgroup$
– Sra
3 hours ago
$begingroup$
Yes, your answers look correct. An alternative method (using a similar idea) would be to note that $P(X_1geq X_2)=frac12 + frac12 P(X_1=X_2)$ (again, exploiting the symmetry/exchangeability of $X_1$ and $X_2$).
$endgroup$
– Glen_b♦
2 hours ago
$begingroup$
I edited, my post with my new answer. Could you take a look and see if it's correct?
$endgroup$
– Sra
3 hours ago
$begingroup$
I edited, my post with my new answer. Could you take a look and see if it's correct?
$endgroup$
– Sra
3 hours ago
$begingroup$
Yes, your answers look correct. An alternative method (using a similar idea) would be to note that $P(X_1geq X_2)=frac12 + frac12 P(X_1=X_2)$ (again, exploiting the symmetry/exchangeability of $X_1$ and $X_2$).
$endgroup$
– Glen_b♦
2 hours ago
$begingroup$
Yes, your answers look correct. An alternative method (using a similar idea) would be to note that $P(X_1geq X_2)=frac12 + frac12 P(X_1=X_2)$ (again, exploiting the symmetry/exchangeability of $X_1$ and $X_2$).
$endgroup$
– Glen_b♦
2 hours ago
add a comment |
$begingroup$
Your answer, following Glen's suggestion, is correct. Another, less elegant, way is just to condition:
begin{align}
Pr{X_1geq X_2} &= sum_{k=0}^infty Pr{X_1geq X_2mid X_2=k} Pr{X_2=k} \ &= sum_{k=0}^infty sum_{ell=k}^infty Pr{X_1=ell}Pr{X_2=k}.
end{align}
This will give you the same $1/(2-p)$, after handling the two geometric series. Glen's way is better.
$endgroup$
$begingroup$
note - your way is better for applying to new problems I think. Because it is based on first principles. The trick/intuiton from glen_b's answer usually comes after the problem has been solved your way
$endgroup$
– probabilityislogic
2 hours ago
add a comment |
$begingroup$
Your answer, following Glen's suggestion, is correct. Another, less elegant, way is just to condition:
begin{align}
Pr{X_1geq X_2} &= sum_{k=0}^infty Pr{X_1geq X_2mid X_2=k} Pr{X_2=k} \ &= sum_{k=0}^infty sum_{ell=k}^infty Pr{X_1=ell}Pr{X_2=k}.
end{align}
This will give you the same $1/(2-p)$, after handling the two geometric series. Glen's way is better.
$endgroup$
$begingroup$
note - your way is better for applying to new problems I think. Because it is based on first principles. The trick/intuiton from glen_b's answer usually comes after the problem has been solved your way
$endgroup$
– probabilityislogic
2 hours ago
add a comment |
$begingroup$
Your answer, following Glen's suggestion, is correct. Another, less elegant, way is just to condition:
begin{align}
Pr{X_1geq X_2} &= sum_{k=0}^infty Pr{X_1geq X_2mid X_2=k} Pr{X_2=k} \ &= sum_{k=0}^infty sum_{ell=k}^infty Pr{X_1=ell}Pr{X_2=k}.
end{align}
This will give you the same $1/(2-p)$, after handling the two geometric series. Glen's way is better.
$endgroup$
Your answer, following Glen's suggestion, is correct. Another, less elegant, way is just to condition:
begin{align}
Pr{X_1geq X_2} &= sum_{k=0}^infty Pr{X_1geq X_2mid X_2=k} Pr{X_2=k} \ &= sum_{k=0}^infty sum_{ell=k}^infty Pr{X_1=ell}Pr{X_2=k}.
end{align}
This will give you the same $1/(2-p)$, after handling the two geometric series. Glen's way is better.
answered 2 hours ago
Paulo C. Marques F.Paulo C. Marques F.
16.9k35397
16.9k35397
$begingroup$
note - your way is better for applying to new problems I think. Because it is based on first principles. The trick/intuiton from glen_b's answer usually comes after the problem has been solved your way
$endgroup$
– probabilityislogic
2 hours ago
add a comment |
$begingroup$
note - your way is better for applying to new problems I think. Because it is based on first principles. The trick/intuiton from glen_b's answer usually comes after the problem has been solved your way
$endgroup$
– probabilityislogic
2 hours ago
$begingroup$
note - your way is better for applying to new problems I think. Because it is based on first principles. The trick/intuiton from glen_b's answer usually comes after the problem has been solved your way
$endgroup$
– probabilityislogic
2 hours ago
$begingroup$
note - your way is better for applying to new problems I think. Because it is based on first principles. The trick/intuiton from glen_b's answer usually comes after the problem has been solved your way
$endgroup$
– probabilityislogic
2 hours ago
add a comment |
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1
$begingroup$
Please add the 'self-study' tag.
$endgroup$
– StubbornAtom
7 hours ago
1
$begingroup$
Actually because
X1
andX2
are discrete variables the equality makes things a bit less obvious.$endgroup$
– usεr11852
7 hours ago