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Questions tagged [probability-theory]

Probability theory is the branch of mathematics concerned with distributions, expected values, maximum likelihoods, the description of variation. The simplest examples are coin flips, dice rolls. Other common distributions are uniform, binomial, geometric, poisson, weibull, and a menagerie of others. Applications abound, from simulations, to gaming, to physics, statistics, engineering, economics. Consider: https://mathoverflow.net

Probability theory is the branch of mathematics concerned with distributions, expected values, maximum likelihoods, the description of variation. The simplest examples are coin flips, dice rolls. Other common distributions are uniform, binomial, geometric, poisson, weibull, and a menagerie of others. Applications abound, from simulations, to gaming, to physics, statistics, engineering, economics. Consider: https://mathoverflow.net/

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Distributed probability random number generator

I want to generate a number based on a distributed probability. For example, just say there are the following occurrences of each numbers: Number| Count 1 | 150 2 | 40 3 | 15 4 | 3 …
Mark Conway
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Example for non-iid data

I have read some papers regarding to non-iid data. Based on Wikipedia, I know what iid (independent and identical distributed) data is but am still confused about non-iid. I did some research but could not find a clear definition and example of it.…
Long Thai
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Probability of Outcomes Algorithm

I have a probability problem, which I need to simulate in a reasonable amount of time. In simplified form, I have 30 unfair coins each with a different known probability. I then want to ask things like "what is the probability that exactly 12 will…
Kenny
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What is the difference between causal models and directed graphical models?

What is the difference between causal models and directed graphical models? What is the difference between causal relationships and directed probabilistic relationships? More concretely, what would you put in the interface of a…
Neil G
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How does tf.multinomial work?

How does tf.multinomial work? Here is stated that it "Draws samples from a multinomial distribution". What does that mean?
Ahmed Essam El Fakharany
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Calculating Probability of a Random Variable in a Distribution in Python

Given a mean and standard-deviation defining a normal distribution, how would you calculate the following probabilities in pure-Python (i.e. no Numpy/Scipy or other packages not in the standard library)? The probability of a random variable r where…
Cerin
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Expected collisions for perfect 32bit crc

I'm trying to determine how my crc compares to an "ideal" 32bit crc. So I ran my crc over 1 million completely random samples of data and collected the amount of collisions, I want to compare this number to the number of collisions I could expect…
Tristan
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How to create a probability by a given percentage?

I'm trying to create a percentage-based probability for a game. E.g. if an item has a 45% chance of a critical hit, that must mean it is 45 of 100 hits would be critical. First, I tried to use a simple solution: R = new Random(); int C = R.Next(1,…
maelstrom
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Probability notation

I want to ask you about the notation in probability. I know that P(A | B) = the conditional probability that event A occurs given that event B has occurred already But I cannot find what A,B or in my case P(A|B,C). I suggest it means "the…
user1328370
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Flip a probability tree in R

Currently taking a course on decision analysis. There is a concept called "flipping a probability tree", illustrated in the following example. May I know: (1) Is there a way to do the above graphically in R? I tried looking at packages like rpart,…
dwstu
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multivariate normal random numbers from Matlab to C#

I am converting a code written on Matlab to C#. In Matlab, there is a function called mvnrnd which is amultivariate normal random number generator. This requires two inputs: n x d mean matrix and d-by-d cov matrix. I googled and found math.net…
user3170073
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Reference for wasserstein distance function in python

We are trying to calculate the distance between two discrete 1-d distributions. Our purpose is to compute a distance function that follows the intuition of optimal transport: Our distributions are masses at "points", i.e vectors, with importance to…
PmN
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JS inverting probabilities

I'm generating a grid of objects, each of which has one of 3 colors. Assume I'm filling a particular grid cell. I know that around this cell there are, for example, 1 object of color 0, 1 of color 1 and 2 of color 2, so: const surroundings = { 0: 1,…
Alex Chashin
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How to obtain the probability distribution of a sum of dependent discrete random variables more efficiently

I hope you are well. I was wondering if you could help me with the question provided in the attached link, please. Below the link I attach an R-code that solves the problem recursively for particular values of the parameters of the distributions…
Student1981
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How could time series prediction be applied in a real-time setting where it is infeasible to track every single item?

The problem: Find the estimated lifetime of an object (e.g. the time it is written next) or the corresponding PDF. This is known as a renewal process. Constraint: it is infeasible to track metadata for every single object Assumptions: Prediction…
DivineTraube
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