Simple probability question General forum

5 replies. Last post: 2015-01-29

Reply to this topic Return to forum

Simple probability question
  • Carroll at 2015-01-29

    Could someone please explain me how it works for comparing uniform distributions?

    I have three independent uniform distributions:

    a from 0 to Ab from 0 to Bc from 0 to Cwith A<=B<=C

    so why P(a is max(a,b,c)) is A^2/(6BC) and not P(a>b).P(a>c) ?( P(a>b) = A/2B )I know that for identical uniform distributions, the min, median and max tend to be evenly distributed in the interval at 1/4, 2/4, 3/4, each being in the middle of the space left when you have put the others.

    what is the formula for P(a is min(a,b,c)) ?

    This is not a school problem,  I'm trying to solve analytically some [0,1] toy poker games…

  • Carroll at 2015-01-29

    Textile garbling again is really annoying.

    a from 0 to A

    b from 0 to B

    c from 0 to C

    with A<=B<=C

    Anyone knows how to write in the forum without lines being aggregated?

  • alihv at 2015-01-29

    shouldn't it be A^2/(3BC)? (if A=B=C, shouldn't it be 1/3?)

    It's not P(a>b)P(a>c) because those a>b and a>c aren't independent events. Both are saying “a is big”, so why “a is big” should be uncorrelated with “a is big”?

    Your probability space is a brick in 3D space. The part with b > A or c > A contributes nothing to the probability in question, so we're only interested in the cube 0 <= a, b, c <= A. This cube's volume is A/B * A/C of all the brick's volume. And the a=max() set occupies 1/3 of the cube due to symmetry. There, 1/3 * A/B * A/C = A^2/(3BC).

  • Carroll at 2015-01-29

    Oh thanks alihv for this geometrical explanation, it seems so simple now!

    Yes you are right, A^2/(6BC) was half this volume with added condition that b>c, so probability(a>b>c).

  • Carroll at 2015-01-29

    So I guess the formula for P(a=min(a,b,c)) is :

    1-a(1/2b+1/2c-a/(3 b c))
    
Return to forum

Reply to this topic