Difficult probability question in game theory that involves two random variables
up vote
0
down vote
favorite
I am currently studying probabilities while doing some game theory, and I'm having trouble solving a particular question that I came up with.
Suppose you have two random variables, $sigma_1$ and $sigma_2$, where $sigma_1$ and $sigma_2$ are independently distributed. Suppose further that $sigma_1$ is uniformly distributed in an interval $[-phi, phi]$ and $sigma_2$ is uniformly distributed in an interval $[0,bar{sigma}_2]$ (not too important here).
Now, let there be some constants $a,b,c$.
How would we calculate this probability?
$p(2b-sigma_1 +2c geq 2sigma_2)$ and $p(b-sigma_1 geq a)$
Here's what I have so far. Let $mathbb{1}$ denote the indicator function and let $F(sigma_1)$ and $G(sigma_2)$ represent the distribution functions:
$int_{sigma_1} int_{sigma_2} mathbb{1} [sigma_1 leq min{2b+2c-2sigma_2, b - a}] dG(sigma_2) dF(sigma_1)$
Assuming that $bar{sigma}_2$ is large enough ($bar{sigma}_2 > b-a$), can I write this as:
$int_{sigma_1} left[int_{b-a}^{bar{sigma}_2} mathbb{1}[sigma_1 leq b - a] dG(sigma_2) + int_{0}^{b-a} mathbb{1}[ sigma_1 leq 2b+2c-2sigma_2] dG(sigma_2)right] dF(sigma_1)$
Is this correct? Or can anyone help clarify how to simplify this?
Thank you
probability-theory game-theory
add a comment |
up vote
0
down vote
favorite
I am currently studying probabilities while doing some game theory, and I'm having trouble solving a particular question that I came up with.
Suppose you have two random variables, $sigma_1$ and $sigma_2$, where $sigma_1$ and $sigma_2$ are independently distributed. Suppose further that $sigma_1$ is uniformly distributed in an interval $[-phi, phi]$ and $sigma_2$ is uniformly distributed in an interval $[0,bar{sigma}_2]$ (not too important here).
Now, let there be some constants $a,b,c$.
How would we calculate this probability?
$p(2b-sigma_1 +2c geq 2sigma_2)$ and $p(b-sigma_1 geq a)$
Here's what I have so far. Let $mathbb{1}$ denote the indicator function and let $F(sigma_1)$ and $G(sigma_2)$ represent the distribution functions:
$int_{sigma_1} int_{sigma_2} mathbb{1} [sigma_1 leq min{2b+2c-2sigma_2, b - a}] dG(sigma_2) dF(sigma_1)$
Assuming that $bar{sigma}_2$ is large enough ($bar{sigma}_2 > b-a$), can I write this as:
$int_{sigma_1} left[int_{b-a}^{bar{sigma}_2} mathbb{1}[sigma_1 leq b - a] dG(sigma_2) + int_{0}^{b-a} mathbb{1}[ sigma_1 leq 2b+2c-2sigma_2] dG(sigma_2)right] dF(sigma_1)$
Is this correct? Or can anyone help clarify how to simplify this?
Thank you
probability-theory game-theory
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I am currently studying probabilities while doing some game theory, and I'm having trouble solving a particular question that I came up with.
Suppose you have two random variables, $sigma_1$ and $sigma_2$, where $sigma_1$ and $sigma_2$ are independently distributed. Suppose further that $sigma_1$ is uniformly distributed in an interval $[-phi, phi]$ and $sigma_2$ is uniformly distributed in an interval $[0,bar{sigma}_2]$ (not too important here).
Now, let there be some constants $a,b,c$.
How would we calculate this probability?
$p(2b-sigma_1 +2c geq 2sigma_2)$ and $p(b-sigma_1 geq a)$
Here's what I have so far. Let $mathbb{1}$ denote the indicator function and let $F(sigma_1)$ and $G(sigma_2)$ represent the distribution functions:
$int_{sigma_1} int_{sigma_2} mathbb{1} [sigma_1 leq min{2b+2c-2sigma_2, b - a}] dG(sigma_2) dF(sigma_1)$
Assuming that $bar{sigma}_2$ is large enough ($bar{sigma}_2 > b-a$), can I write this as:
$int_{sigma_1} left[int_{b-a}^{bar{sigma}_2} mathbb{1}[sigma_1 leq b - a] dG(sigma_2) + int_{0}^{b-a} mathbb{1}[ sigma_1 leq 2b+2c-2sigma_2] dG(sigma_2)right] dF(sigma_1)$
Is this correct? Or can anyone help clarify how to simplify this?
Thank you
probability-theory game-theory
I am currently studying probabilities while doing some game theory, and I'm having trouble solving a particular question that I came up with.
Suppose you have two random variables, $sigma_1$ and $sigma_2$, where $sigma_1$ and $sigma_2$ are independently distributed. Suppose further that $sigma_1$ is uniformly distributed in an interval $[-phi, phi]$ and $sigma_2$ is uniformly distributed in an interval $[0,bar{sigma}_2]$ (not too important here).
Now, let there be some constants $a,b,c$.
How would we calculate this probability?
$p(2b-sigma_1 +2c geq 2sigma_2)$ and $p(b-sigma_1 geq a)$
Here's what I have so far. Let $mathbb{1}$ denote the indicator function and let $F(sigma_1)$ and $G(sigma_2)$ represent the distribution functions:
$int_{sigma_1} int_{sigma_2} mathbb{1} [sigma_1 leq min{2b+2c-2sigma_2, b - a}] dG(sigma_2) dF(sigma_1)$
Assuming that $bar{sigma}_2$ is large enough ($bar{sigma}_2 > b-a$), can I write this as:
$int_{sigma_1} left[int_{b-a}^{bar{sigma}_2} mathbb{1}[sigma_1 leq b - a] dG(sigma_2) + int_{0}^{b-a} mathbb{1}[ sigma_1 leq 2b+2c-2sigma_2] dG(sigma_2)right] dF(sigma_1)$
Is this correct? Or can anyone help clarify how to simplify this?
Thank you
probability-theory game-theory
probability-theory game-theory
edited Nov 20 at 9:19
asked Nov 20 at 9:11
Steve
12
12
add a comment |
add a comment |
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3006098%2fdifficult-probability-question-in-game-theory-that-involves-two-random-variables%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3006098%2fdifficult-probability-question-in-game-theory-that-involves-two-random-variables%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown