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Old November 2nd, 2009, 01:20 PM
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Default Find the distribution

Hi, hopefully someone can help me with this question, not sure what it is I'm supposed to do exactly.

Let X_1 and X_2 be independent random variables with common distribution defined by:

X =
0, with probability \frac{1}{8}
1, with probability \frac{3}{8}
2, with probability \frac{1}{2}

Find the distribution of the sum of X_1 + X_2

Hopefully someone can point me in the right direction with this

Craig
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Old November 2nd, 2009, 04:18 PM
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Originally Posted by craig View Post
Hi, hopefully someone can help me with this question, not sure what it is I'm supposed to do exactly.

Let X_1 and X_2 be independent random variables with common distribution defined by:

X =
0, with probability \frac{1}{8}
1, with probability \frac{3}{8}
2, with probability \frac{1}{2}

Find the distribution of the sum of X_1 + X_2

Hopefully someone can point me in the right direction with this

Craig
Let Y = X_1 + X_2. What are the possible values of Y? What values of X_1 and X_2 give those values? Therefore, what is the probability of those values of Y?
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Old November 2nd, 2009, 04:35 PM
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Originally Posted by mr fantastic View Post
Let Y = X_1 + X_2. What are the possible values of Y? What values of X_1 and X_2 give those values? Therefore, what is the probability of those values of Y?
Y = X_1 + X_2, therefore Y can take the values 0..4.

P(Y=0) = \frac{1}{8}\times\frac{1}{8} = \frac{1}{64}

P(Y=1) = 2(\frac{3}{8}\times\frac{1}{8}) = \frac{3}{32}

P(Y=2) = \frac{17}{64}

P(Y=3) = \frac{3}{8}

P(Y=4) = \frac{1}{4}

Is this what you meant to do?

Thanks for the reply
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Old November 2nd, 2009, 04:39 PM
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Originally Posted by craig View Post
Y = X_1 + X_2, therefore Y can take the values 0..4.

P(Y=0) = \frac{1}{8}\times\frac{1}{8} = \frac{1}{64}

P(Y=1) = 2(\frac{3}{8}\times\frac{1}{8}) = \frac{3}{32}

P(Y=2) = \frac{17}{64}

P(Y=3) = \frac{3}{8}

P(Y=4) = \frac{1}{4}

Is this what you meant to do?

Thanks for the reply
Yes.
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Old November 2nd, 2009, 04:41 PM
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Yes.
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