Probability - point inside disk
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$X, Y sim mathcal{N}(0,1)$ are independent random variables. Let $D_r$ be the disk centered at the origin with radius $r$. Find $r$ such that $mathbb{P}[(X,Y) in D_r ] = 0.3$.
My attempt: $(X, Y) in D_r$ means $X^2 + Y^2 le r^2$. What should I do next?
probability normal-distribution
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add a comment |
$begingroup$
$X, Y sim mathcal{N}(0,1)$ are independent random variables. Let $D_r$ be the disk centered at the origin with radius $r$. Find $r$ such that $mathbb{P}[(X,Y) in D_r ] = 0.3$.
My attempt: $(X, Y) in D_r$ means $X^2 + Y^2 le r^2$. What should I do next?
probability normal-distribution
$endgroup$
4
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Yours is not really an attempt at all. Maybe do some integration? What is the law of the couple $(X,Y)$?
$endgroup$
– Federico
Dec 10 '18 at 16:07
add a comment |
$begingroup$
$X, Y sim mathcal{N}(0,1)$ are independent random variables. Let $D_r$ be the disk centered at the origin with radius $r$. Find $r$ such that $mathbb{P}[(X,Y) in D_r ] = 0.3$.
My attempt: $(X, Y) in D_r$ means $X^2 + Y^2 le r^2$. What should I do next?
probability normal-distribution
$endgroup$
$X, Y sim mathcal{N}(0,1)$ are independent random variables. Let $D_r$ be the disk centered at the origin with radius $r$. Find $r$ such that $mathbb{P}[(X,Y) in D_r ] = 0.3$.
My attempt: $(X, Y) in D_r$ means $X^2 + Y^2 le r^2$. What should I do next?
probability normal-distribution
probability normal-distribution
edited Dec 10 '18 at 16:12
gt6989b
35k22557
35k22557
asked Dec 10 '18 at 16:05
AlphaDelphiAlphaDelphi
11
11
4
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Yours is not really an attempt at all. Maybe do some integration? What is the law of the couple $(X,Y)$?
$endgroup$
– Federico
Dec 10 '18 at 16:07
add a comment |
4
$begingroup$
Yours is not really an attempt at all. Maybe do some integration? What is the law of the couple $(X,Y)$?
$endgroup$
– Federico
Dec 10 '18 at 16:07
4
4
$begingroup$
Yours is not really an attempt at all. Maybe do some integration? What is the law of the couple $(X,Y)$?
$endgroup$
– Federico
Dec 10 '18 at 16:07
$begingroup$
Yours is not really an attempt at all. Maybe do some integration? What is the law of the couple $(X,Y)$?
$endgroup$
– Federico
Dec 10 '18 at 16:07
add a comment |
2 Answers
2
active
oldest
votes
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HINT
For any event $A$, you have
$$
mathbb{P}[A] = iint_{mathbb{R}^2} mathbb{I}_{A(x,y)}f(x,y)dxdy,
$$
and in your case, since $X$ and $Y$ are independent, $f(x,y) = phi(x) phi(y)$.
Convert the integration over the plane with an indicator function to integrating over a region, where the indicator is always true, and compute the probability...
$endgroup$
add a comment |
$begingroup$
The pdf of $X$ is $f_X(x)=frac{e^{-x^2/2}}{sqrt{2pi}}$. Same for $Y$. The pdf for $(X,Y)$ is $f_{X,Y}(x,y)=f_X(x)f_Y(y) = frac{e^{-(x^2+y^2)/2}}{2pi}$. In polar coordinates,
$$
begin{split}
mathbb P(B_R) &=
int_{-infty}^inftyint_{-infty}^infty mathbf 1_{x^2+y^2<R}(x,y)f_{X,Y}(x,y),dx,dy \
&= int_{-infty}^inftyint_{-infty}^infty mathbf 1_{x^2+y^2<R}(x,y)frac{e^{-(x^2+y^2)/2}}{2pi}(x,y),dx,dy \
&= int_0^R 2pi r frac{e^{-r^2/2}}{2pi},dr \
&= 1-e^{R^2/2}.
end{split}
$$
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-1. I would strongly prefer for the OP to do some work himself without us spoonfeeding the answers to him without any work on his part
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– gt6989b
Dec 10 '18 at 16:18
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@gt6989b Well, I don't see that as a good reason to -1...
$endgroup$
– Federico
Dec 10 '18 at 16:18
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
$begingroup$
HINT
For any event $A$, you have
$$
mathbb{P}[A] = iint_{mathbb{R}^2} mathbb{I}_{A(x,y)}f(x,y)dxdy,
$$
and in your case, since $X$ and $Y$ are independent, $f(x,y) = phi(x) phi(y)$.
Convert the integration over the plane with an indicator function to integrating over a region, where the indicator is always true, and compute the probability...
$endgroup$
add a comment |
$begingroup$
HINT
For any event $A$, you have
$$
mathbb{P}[A] = iint_{mathbb{R}^2} mathbb{I}_{A(x,y)}f(x,y)dxdy,
$$
and in your case, since $X$ and $Y$ are independent, $f(x,y) = phi(x) phi(y)$.
Convert the integration over the plane with an indicator function to integrating over a region, where the indicator is always true, and compute the probability...
$endgroup$
add a comment |
$begingroup$
HINT
For any event $A$, you have
$$
mathbb{P}[A] = iint_{mathbb{R}^2} mathbb{I}_{A(x,y)}f(x,y)dxdy,
$$
and in your case, since $X$ and $Y$ are independent, $f(x,y) = phi(x) phi(y)$.
Convert the integration over the plane with an indicator function to integrating over a region, where the indicator is always true, and compute the probability...
$endgroup$
HINT
For any event $A$, you have
$$
mathbb{P}[A] = iint_{mathbb{R}^2} mathbb{I}_{A(x,y)}f(x,y)dxdy,
$$
and in your case, since $X$ and $Y$ are independent, $f(x,y) = phi(x) phi(y)$.
Convert the integration over the plane with an indicator function to integrating over a region, where the indicator is always true, and compute the probability...
answered Dec 10 '18 at 16:11
gt6989bgt6989b
35k22557
35k22557
add a comment |
add a comment |
$begingroup$
The pdf of $X$ is $f_X(x)=frac{e^{-x^2/2}}{sqrt{2pi}}$. Same for $Y$. The pdf for $(X,Y)$ is $f_{X,Y}(x,y)=f_X(x)f_Y(y) = frac{e^{-(x^2+y^2)/2}}{2pi}$. In polar coordinates,
$$
begin{split}
mathbb P(B_R) &=
int_{-infty}^inftyint_{-infty}^infty mathbf 1_{x^2+y^2<R}(x,y)f_{X,Y}(x,y),dx,dy \
&= int_{-infty}^inftyint_{-infty}^infty mathbf 1_{x^2+y^2<R}(x,y)frac{e^{-(x^2+y^2)/2}}{2pi}(x,y),dx,dy \
&= int_0^R 2pi r frac{e^{-r^2/2}}{2pi},dr \
&= 1-e^{R^2/2}.
end{split}
$$
$endgroup$
$begingroup$
-1. I would strongly prefer for the OP to do some work himself without us spoonfeeding the answers to him without any work on his part
$endgroup$
– gt6989b
Dec 10 '18 at 16:18
$begingroup$
@gt6989b Well, I don't see that as a good reason to -1...
$endgroup$
– Federico
Dec 10 '18 at 16:18
add a comment |
$begingroup$
The pdf of $X$ is $f_X(x)=frac{e^{-x^2/2}}{sqrt{2pi}}$. Same for $Y$. The pdf for $(X,Y)$ is $f_{X,Y}(x,y)=f_X(x)f_Y(y) = frac{e^{-(x^2+y^2)/2}}{2pi}$. In polar coordinates,
$$
begin{split}
mathbb P(B_R) &=
int_{-infty}^inftyint_{-infty}^infty mathbf 1_{x^2+y^2<R}(x,y)f_{X,Y}(x,y),dx,dy \
&= int_{-infty}^inftyint_{-infty}^infty mathbf 1_{x^2+y^2<R}(x,y)frac{e^{-(x^2+y^2)/2}}{2pi}(x,y),dx,dy \
&= int_0^R 2pi r frac{e^{-r^2/2}}{2pi},dr \
&= 1-e^{R^2/2}.
end{split}
$$
$endgroup$
$begingroup$
-1. I would strongly prefer for the OP to do some work himself without us spoonfeeding the answers to him without any work on his part
$endgroup$
– gt6989b
Dec 10 '18 at 16:18
$begingroup$
@gt6989b Well, I don't see that as a good reason to -1...
$endgroup$
– Federico
Dec 10 '18 at 16:18
add a comment |
$begingroup$
The pdf of $X$ is $f_X(x)=frac{e^{-x^2/2}}{sqrt{2pi}}$. Same for $Y$. The pdf for $(X,Y)$ is $f_{X,Y}(x,y)=f_X(x)f_Y(y) = frac{e^{-(x^2+y^2)/2}}{2pi}$. In polar coordinates,
$$
begin{split}
mathbb P(B_R) &=
int_{-infty}^inftyint_{-infty}^infty mathbf 1_{x^2+y^2<R}(x,y)f_{X,Y}(x,y),dx,dy \
&= int_{-infty}^inftyint_{-infty}^infty mathbf 1_{x^2+y^2<R}(x,y)frac{e^{-(x^2+y^2)/2}}{2pi}(x,y),dx,dy \
&= int_0^R 2pi r frac{e^{-r^2/2}}{2pi},dr \
&= 1-e^{R^2/2}.
end{split}
$$
$endgroup$
The pdf of $X$ is $f_X(x)=frac{e^{-x^2/2}}{sqrt{2pi}}$. Same for $Y$. The pdf for $(X,Y)$ is $f_{X,Y}(x,y)=f_X(x)f_Y(y) = frac{e^{-(x^2+y^2)/2}}{2pi}$. In polar coordinates,
$$
begin{split}
mathbb P(B_R) &=
int_{-infty}^inftyint_{-infty}^infty mathbf 1_{x^2+y^2<R}(x,y)f_{X,Y}(x,y),dx,dy \
&= int_{-infty}^inftyint_{-infty}^infty mathbf 1_{x^2+y^2<R}(x,y)frac{e^{-(x^2+y^2)/2}}{2pi}(x,y),dx,dy \
&= int_0^R 2pi r frac{e^{-r^2/2}}{2pi},dr \
&= 1-e^{R^2/2}.
end{split}
$$
answered Dec 10 '18 at 16:17
FedericoFederico
5,144514
5,144514
$begingroup$
-1. I would strongly prefer for the OP to do some work himself without us spoonfeeding the answers to him without any work on his part
$endgroup$
– gt6989b
Dec 10 '18 at 16:18
$begingroup$
@gt6989b Well, I don't see that as a good reason to -1...
$endgroup$
– Federico
Dec 10 '18 at 16:18
add a comment |
$begingroup$
-1. I would strongly prefer for the OP to do some work himself without us spoonfeeding the answers to him without any work on his part
$endgroup$
– gt6989b
Dec 10 '18 at 16:18
$begingroup$
@gt6989b Well, I don't see that as a good reason to -1...
$endgroup$
– Federico
Dec 10 '18 at 16:18
$begingroup$
-1. I would strongly prefer for the OP to do some work himself without us spoonfeeding the answers to him without any work on his part
$endgroup$
– gt6989b
Dec 10 '18 at 16:18
$begingroup$
-1. I would strongly prefer for the OP to do some work himself without us spoonfeeding the answers to him without any work on his part
$endgroup$
– gt6989b
Dec 10 '18 at 16:18
$begingroup$
@gt6989b Well, I don't see that as a good reason to -1...
$endgroup$
– Federico
Dec 10 '18 at 16:18
$begingroup$
@gt6989b Well, I don't see that as a good reason to -1...
$endgroup$
– Federico
Dec 10 '18 at 16:18
add a comment |
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4
$begingroup$
Yours is not really an attempt at all. Maybe do some integration? What is the law of the couple $(X,Y)$?
$endgroup$
– Federico
Dec 10 '18 at 16:07