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7. Find the probability that X1, X2, ... , Xn is a permutation of 1, 2, ... , n, when X1, X2, ... , Xn are independent and

(a) each is equally likely to be any of the values 1, ... , n;

(b) each has the probability mass function P{Xi = j} = pj, j = 1, ... , n

Short Answer

Expert verified

a) The probability is p=n!nn

b) The probability mass functionPXi=j=n!p1p2.pn-1pn

Step by step solution

01

Part (a) - Step 1: To find

TheprobabilityofX1....X2

02

Part (a) - Step 2: Explanation

Given: X1....Xn

Formula to used: FX(X)=P(Xx)

Calculation :

X be a continuous random variable

X~Uni(1,2,3,n)

The total combinationnn

The random vector

X1,X2,Xn

Every random variable assumes one and only one variable The probability is

p=n!nn

03

Part (b) - Step 3: To find

The probability of mass function ofX1,X2....Xn

04

Part (b) - Step 4: Explanation

Given: X be a continuous random variable

X~Uni(1,2,3,n)

The total combination nn

The random vector X1,X2,Xn

Every random variable assumes one and only one variable The probability is

P{1,2,3,n}i=1nXi=(i)={1,2,3,n}i=1nPXi=(i)i=1nPXi=(i)=i=1np(i)=p1p2.pn1pn{1,2,3,n}i=1nPXi=(i)={1,2,3,n}p1p2.pn1pn{1,2,3,n}i=1nPXi=j=n!p1p2.pn1pnPXi=j=n!p1p2.pn1pn

Therefore the probability of mass function ofPXi=j=n!p1p2.pn-1pn

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