Questions tagged [discrete-distributions]
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27
questions
2
votes
1answer
78 views
Do financial return series have a probability mass function (pmf)?
Stock returns, computed from stock prices as $r_t = \ln (p_{t}) - \ln (p_{t-1})$, are real-valued and unbounded giving the impression that they are continuous random variables. But aren't they ...
2
votes
2answers
35 views
Is there a discrete distribution I can use for sampling in R?
Firstly, I don't have a stats background, so please accept my apologies for any errors or misunderstandings in the question below.
I'm trying to use R to draw values from a discrete probability ...
0
votes
0answers
23 views
guessing a number between 1 and 100
Person A chooses an integer between 1 and 100 at random, then B can guess that number in (at most) 7 attempts, i.e. $\log_2(100)+1=7$. What if now A chooses an integer from a distribution that is ...
1
vote
2answers
33 views
How to know whether a zero-inflated model is the way to go? Both poisson and negative binomial do not fit my count data
I have a dataset with count data as response variable ranging from 0-5 (number of chicks fledged). I intend to carry out a GLMM and need to know which distribution my data follows. I used the descdist(...
2
votes
1answer
24 views
Intuition for expectation of discrete random variable that takes positive integers
If $X$ is a discrete random variable that takes values on the positive integers, it is true that
$$E(X) = \sum_{k=1}^{\infty} P(X \ge k)\;.$$
I know how to prove this (by expressing the summand as a ...
4
votes
2answers
124 views
Sampling distribution of the mean of the discrete-power law distribution
For a certain problem I wish to generate random integers $k$ so that their distribution follows $p_k \sim k^{-\alpha}$ for $k \geq k_{\text{min}}$, $k_{\text{min}} > 0$. I am following the ...
1
vote
1answer
19 views
Error on the mean for discrete histogram
Suppose I have a discrete histogram, in this case the number of votes for each rating (1-5 stars) for a product.
I can calculate the sample mean easily enough, and get an average score for this ...
4
votes
3answers
100 views
Distribution of X+U when X is a discrete and U is a continous random variable
Suppose $X$ and $U$ are independent random variables. $X$ is a discrete uniform variable and $U$ is a continuous uniform $[0,1]$ variable. What is the value of $\mathbb P(X+U\leq y)$, where $y$ is a ...
0
votes
0answers
22 views
Maximum-likelihood histogram from noisy data
Given a sequence of noisy observations $\{x_k\in\mathbb{R}\}$ and a set of thresholds $\{t_i\in\mathbb{R}\}$ we can bin the observations using the thresholds to create a histogram.
However, since we ...
0
votes
0answers
22 views
Approximating a distribution with an integer histogram
Given a distribution $f:[0,a)\rightarrow\mathbb{R}$, is there a simple algorithm by which to find a sequence $\{h_i\in\mathbb{N_0}\}$ such that $f(x)$ is approximated by $h_{floor(x)}$ as a histogram ...
0
votes
0answers
20 views
Factorial moment bound for discrete Binomial distribution
I need to compute the upped bound for the tail (survivor) probability $P(X \ge t)$ for the discrete Binomial random variable $X$. I could use Chernoff bounds, however according to this paper [1] the ...
0
votes
1answer
35 views
Bayes test function with a discrete prior
Let X be exponential with mean Īø. Consider testing H0 : Īø = 1 versus H1 : Īø = 2 with a single observation.
Loss function: 0-1 Loss function.
So the risk of the test function Ļ is R(1, Ļ) = E1 (Ļ(X))...
0
votes
0answers
3 views
What are the limmitations of reparametrization gradients for discrete random variables? (Gumbel-softmax)
We know that one approach for re-parametrizing gradients for variational inference is taking the Gumbel-softmax estimator proposed in [1] and [2].
In [3], that is a talk on SVI, D. Blei at around 29:...
1
vote
1answer
25 views
How to plot density for repeated k-fold cross validation?
Long story short, I conducted regression using repeated k-fold cross validation. While messing around I decided to plot the density of the R-squared distribution for the resampling. Obviously there ...
0
votes
1answer
32 views
Textbook probability question - is this unrelated data to throw you off?
4.24 from Newbold 8th Edition:
The probability of a team winning a game is 0.45. What is the probability that the team will:
a) win 2 games out of 5;
b) win 10 games out of 25?
If the ...
3
votes
1answer
27 views
Looking for a discrete distribution with a specific mean-variance relationship
Say we have some counts $Y$ for which the mean-variance relationship is
$$
Var[Y] = \alpha E[Y] + \beta E[Y]^2.
$$
From this, we can say that:
If $\alpha = 1$ and $\beta = 0$, then $Y$ can be ...
2
votes
2answers
29 views
What is the probability that the third largest value of 39 rolls with a 9-sided dice is 8?
If I have 39d9, that is 39 rolls with a 9-sided (fair) dice, what is the probability that the third-largest value of all the rolls is an 8?
I know there are some specific situations where this is ...
2
votes
2answers
26 views
Number of draws required to draw a given number of special objects in SRSWOR
Suppose we have a set of $N$ objects with $K$ special objects of interest. We draw from our set of objects using simple random sampling without replacement (SRSWOR), and we are interested in ...
2
votes
1answer
40 views
Mathematical Statistics (Wackerly, Mendenhall, Scheaffer): Problem 4.98: Mixed Probability Distribution
Problem Statement. The duration $Y$ of long-distance telephone calls (in minutes) monitored by a station
is a random variable with the properties that
$$P(Y=3)=0.2\qquad\text{and}\qquad P(Y=6)=0.1.$$
...
7
votes
4answers
505 views
How to interpret sum of two random variables that cross domains?
suppose we have two discrete random variables:
$X: \{$6 sided dice rolls$\}$ $\rightarrow \{1..6\}$ (following uniform distribution)
$Y: \{$coin flips$\}$ $\rightarrow \{0,1\}$ (following uniform ...
2
votes
0answers
30 views
Measure how good is the discrete approximation of continuous random process?
If continuous random random process approximated with discrete version - how to measure how good is the approximation?
One possible way is to compute and compare the moments. But for some probability ...
1
vote
1answer
25 views
Can the pdf of the difference of two independent random variables be found out using their Probability Generation Functions?
I recently learned of probability generation functions and that the sum of two independent random variables can be found out by multiplying the PGFs. I wanted to know if anything similar can be done ...
1
vote
1answer
57 views
Using one-sample Kolmogorov-Smirnov test impementation for comparing two samples with purely discrete CDF
In one-sample Kolmogorov-Smirnov test one tests whether sample $X = (X_1,\dots,X_n)$ come from theoretical distribution by computing $D_n = \sup_{x} |F_n(x) - F(x)|$, where $F_n(x)$ denotes the ...
1
vote
2answers
25 views
Estimation of Discrete random variables
Suppose you have a discrete random variable $X_1$ with known probability mass function. I guess that choosing a variable drawn from the same pmf would be the best way to guess $X_1$ assuming all ...
0
votes
1answer
115 views
How to solve for the minimum KL Divergence when the distribution is discrete?
Say we have a simple case of $p(x,y)$ is a 3x3 matrix:
$$\begin{bmatrix}
1/6 & 0 & 0 \\
1/6 & 3/6 & 0 \\
0 & 0 & 1/6
\end{bmatrix}$$
And $q(x,y)=...
1
vote
1answer
23 views
Categorical sampling without instantiating probability vector
I want to sample from a discrete distribution with probability vector $p \in \mathbb R^n$, where $n$ is large.
Suppose that $p_i = f_i / Z$, where $Z$ is a normalization constant. I can compute the ...
4
votes
1answer
73 views
The meaning of a parameterization of the logarithmic distribution
In calculus one learns that
$$
p + \frac{p^2} 2 + \frac{p^3} 3 + \frac{p^4} 4 + \cdots = -\log(1-p). \tag 1
$$
Thus a discrete probability distribution on the set $\{1,2,3,\ldots\}$ is given by
$$
\Pr(...
