Math Problem Statement
Ex 3.1. Suppose Xi ∼ Bern(p), i = 1,2, and they are independent from each other. De- rive the distributions (PMFs or CDFs) of the following two random variables (functions
of random variables): g (X1,X2) and f (X1,X1), where g (x, y) = x + y and f (x, y) = x y.
Solution
Let's solve this step by step for each function of the Bernoulli random variables and .
Given Information:
- , .
- and are independent.
- We need to derive the PMFs or CDFs for two functions of and :
Solution:
1. Distribution of
Since and are Bernoulli random variables, each can take values 0 or 1 with probabilities:
The possible values of are:
- , if and .
- , if either and , or and .
- , if and .
Let's calculate the probabilities for each case.
-
:
-
: There are two ways this can happen: or .
-
:
Thus, the PMF of is:
(1 - p)^2, & k = 0, \\ 2p(1 - p), & k = 1, \\ p^2, & k = 2. \end{cases}$$ #### 2. Distribution of $$f(X_1, X_2) = X_1 \cdot X_2$$ The possible values of $$f(X_1, X_2) = X_1 \cdot X_2$$ are: 1. $$f(X_1, X_2) = 0$$, if $$X_1 = 0$$ or $$X_2 = 0$$. 2. $$f(X_1, X_2) = 1$$, if $$X_1 = 1$$ and $$X_2 = 1$$. Let's calculate the probabilities for each case. - **$$P(f(X_1, X_2) = 0)$$:** This happens if at least one of $$X_1$$ or $$X_2$$ is 0. The complementary event is that both are 1, so: $$P(f(X_1, X_2) = 0) = 1 - P(X_1 = 1 \text{ and } X_2 = 1) = 1 - p^2$$ - **$$P(f(X_1, X_2) = 1)$$:** This happens if both $$X_1 = 1$$ and $$X_2 = 1$$. $$P(f(X_1, X_2) = 1) = P(X_1 = 1) \cdot P(X_2 = 1) = p^2$$ Thus, the PMF of $$f(X_1, X_2)$$ is: $$P(f(X_1, X_2) = k) = \begin{cases} 1 - p^2, & k = 0, \\ p^2, & k = 1. \end{cases}$$ ### Summary 1. For $$g(X_1, X_2) = X_1 + X_2$$, the PMF is: $$P(g(X_1, X_2) = k) = \begin{cases} (1 - p)^2, & k = 0, \\ 2p(1 - p), & k = 1, \\ p^2, & k = 2. \end{cases}$$ 2. For $$f(X_1, X_2) = X_1 \cdot X_2$$, the PMF is: $$P(f(X_1, X_2) = k) = \begin{cases} 1 - p^2, & k = 0, \\ p^2, & k = 1. \end{cases}$$ Would you like more details on the derivations, or do you have anyAsk a new question for Free
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Math Problem Analysis
Mathematical Concepts
Probability Theory
Bernoulli Distribution
PMF (Probability Mass Function)
Formulas
P(X_i = 1) = p, P(X_i = 0) = 1 - p
P(g(X_1, X_2) = 0) = (1 - p)^2
P(g(X_1, X_2) = 1) = 2p(1 - p)
P(g(X_1, X_2) = 2) = p^2
P(f(X_1, X_2) = 0) = 1 - p^2
P(f(X_1, X_2) = 1) = p^2
Theorems
Independence of random variables
Bernoulli distribution properties
Suitable Grade Level
University level
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