Probability distribution questions

In summary, the conversation discusses finding the probability of X+Y+Z being less than 1 when X, Y, and Z have a uniform density of 1 on a unit cube, and finding the distribution of Y=(X1^2+X2^2+X3^2)^(1/2) when X1, X2, and X3 are independent and normal. Methods such as setting up a triple integral and finding the distribution of Y^2 are suggested.
  • #1
indigogirl
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0

Homework Statement


1. If X, Y, and Z have uniforj density of 1 on unit cube, then find P(X+Y+Z<1)
2. X1, X2, and X3 are independent and normal. Find distribution of Y=(X1^2+X2^2+X3^2)^(1/2)

The Attempt at a Solution



1. I set up a triple integral, but I'm not sure if I got the limits right... P(X+Y+Z<1)=int from 0 to 1, int from y to 1-x, and int from z to 1-x-y... Then I integrated it, but I'm left with the variable z in the answer, which I think is wrong.

2. really not sure
 
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  • #2
1. Are you integrating z from z to 1-x-y? This doesn't make sense, does it? If x and y are fixed, the maximum value of z is indeed 1-x-y; what is the minimum value of z?

2. Try something simpler. If x is independent and normal, what is the distribution of y=x^2?
 
  • #3
1. Easier to visualize the region over which X+Y+Z<1 (in addition to X, Y, Z all being > 0). The ratio of the region to the volume of the unit cube is the answer.

2. You could start by finding the dist. of Y^2=X1^2+X2^2+X3^2. Which distribution describes the sum of squared normal variables?
 

FAQ: Probability distribution questions

What is a probability distribution?

A probability distribution is a mathematical function that describes the likelihood of different outcomes of a random event. It assigns a probability to each possible outcome, and the sum of all probabilities is equal to 1.

What types of probability distributions are there?

There are several types of probability distributions, including the normal distribution, binomial distribution, Poisson distribution, and exponential distribution. Each distribution is characterized by a set of parameters and has its own unique shape and properties.

How do you calculate the expected value of a probability distribution?

The expected value of a probability distribution is the weighted average of all possible outcomes, where the weights are the probabilities of those outcomes. To calculate it, you multiply each possible outcome by its probability and then sum the products.

What is the central limit theorem and why is it important?

The central limit theorem states that the sum of a large number of independent random variables will be approximately normally distributed, regardless of the underlying distribution of the individual variables. This theorem is important because it allows us to make inferences about a population based on a sample, and it forms the basis for many statistical tests and models.

How can probability distributions be used in real-life applications?

Probability distributions are used in a wide range of fields, including finance, engineering, and social sciences. They can be used to model and analyze random phenomena, make predictions, and estimate risks. For example, the normal distribution is often used to model the heights of a population, while the binomial distribution is used to model the number of successes in a series of trials.

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