Probability of finding specific sequences











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I am running a series of trials. Each trial has the following possible outcomes:

Event A - 10%

Event B - 20%

Event C - 70%



However, success is not determined by a single trial, but by a series of trials that produce specific sequences.



An example sequence for 20 trials might be:

ACCCBCCACCBCBCCCCBBC



Success is determined by the following two criteria:

Event A

Event B followed by either Event B or Event A (with or without intervening Event Cs)



In the above example sequence, success occurs 4 times, first by the sequence A, then by the sequence BCCA, then by the sequence BCB, and finally by the sequence BB



How does one determine the probability of success given a sequence produced by n trials? That is, for a large n, what is the expected number of successes?



EDIT: It has been suggested that a Markov process be assumed and move forward accordingly. As I have zero knowledge of Markov, I've done a few hours of research and put together the following. (Most sites I encountered were so far over my head, I had no possibility of understanding them.)



The first step in establishing a Markov Chain is to define probabilities of state transitions. Of course, before state transitions can be established, one first has to identify what the states are.



For my problem, I've concluded there are three states.

N is the neutral state. This is the initial state.

B is the state in which Event B has happened but has not yet terminated in success.

S is the success state.



The following is a table of state transition probabilities:

N -> N = 0.7

N -> B = 0.2

N -> S = 0.1

B -> N = 0.0

B -> B = 0.7

B -> S = 0.3

S -> N = 0.7

S -> B = 0.2

S -> S = 0.1



This yields a transition matrix:
$M = begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix}$



The next step is to produce an initial state matrix. Here I start in the N state.
$x_0 = begin{bmatrix}1\0\0end{bmatrix}$



Multiplying them together yields:
$Mx_0 = begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix}begin{bmatrix}1\0\0end{bmatrix} = begin{bmatrix}0.7\0\0.7end{bmatrix} = x_1$



What does this tell me? Am I on the right path at all? How do I continue?










share|cite|improve this question




























    up vote
    1
    down vote

    favorite












    I am running a series of trials. Each trial has the following possible outcomes:

    Event A - 10%

    Event B - 20%

    Event C - 70%



    However, success is not determined by a single trial, but by a series of trials that produce specific sequences.



    An example sequence for 20 trials might be:

    ACCCBCCACCBCBCCCCBBC



    Success is determined by the following two criteria:

    Event A

    Event B followed by either Event B or Event A (with or without intervening Event Cs)



    In the above example sequence, success occurs 4 times, first by the sequence A, then by the sequence BCCA, then by the sequence BCB, and finally by the sequence BB



    How does one determine the probability of success given a sequence produced by n trials? That is, for a large n, what is the expected number of successes?



    EDIT: It has been suggested that a Markov process be assumed and move forward accordingly. As I have zero knowledge of Markov, I've done a few hours of research and put together the following. (Most sites I encountered were so far over my head, I had no possibility of understanding them.)



    The first step in establishing a Markov Chain is to define probabilities of state transitions. Of course, before state transitions can be established, one first has to identify what the states are.



    For my problem, I've concluded there are three states.

    N is the neutral state. This is the initial state.

    B is the state in which Event B has happened but has not yet terminated in success.

    S is the success state.



    The following is a table of state transition probabilities:

    N -> N = 0.7

    N -> B = 0.2

    N -> S = 0.1

    B -> N = 0.0

    B -> B = 0.7

    B -> S = 0.3

    S -> N = 0.7

    S -> B = 0.2

    S -> S = 0.1



    This yields a transition matrix:
    $M = begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix}$



    The next step is to produce an initial state matrix. Here I start in the N state.
    $x_0 = begin{bmatrix}1\0\0end{bmatrix}$



    Multiplying them together yields:
    $Mx_0 = begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix}begin{bmatrix}1\0\0end{bmatrix} = begin{bmatrix}0.7\0\0.7end{bmatrix} = x_1$



    What does this tell me? Am I on the right path at all? How do I continue?










    share|cite|improve this question


























      up vote
      1
      down vote

      favorite









      up vote
      1
      down vote

      favorite











      I am running a series of trials. Each trial has the following possible outcomes:

      Event A - 10%

      Event B - 20%

      Event C - 70%



      However, success is not determined by a single trial, but by a series of trials that produce specific sequences.



      An example sequence for 20 trials might be:

      ACCCBCCACCBCBCCCCBBC



      Success is determined by the following two criteria:

      Event A

      Event B followed by either Event B or Event A (with or without intervening Event Cs)



      In the above example sequence, success occurs 4 times, first by the sequence A, then by the sequence BCCA, then by the sequence BCB, and finally by the sequence BB



      How does one determine the probability of success given a sequence produced by n trials? That is, for a large n, what is the expected number of successes?



      EDIT: It has been suggested that a Markov process be assumed and move forward accordingly. As I have zero knowledge of Markov, I've done a few hours of research and put together the following. (Most sites I encountered were so far over my head, I had no possibility of understanding them.)



      The first step in establishing a Markov Chain is to define probabilities of state transitions. Of course, before state transitions can be established, one first has to identify what the states are.



      For my problem, I've concluded there are three states.

      N is the neutral state. This is the initial state.

      B is the state in which Event B has happened but has not yet terminated in success.

      S is the success state.



      The following is a table of state transition probabilities:

      N -> N = 0.7

      N -> B = 0.2

      N -> S = 0.1

      B -> N = 0.0

      B -> B = 0.7

      B -> S = 0.3

      S -> N = 0.7

      S -> B = 0.2

      S -> S = 0.1



      This yields a transition matrix:
      $M = begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix}$



      The next step is to produce an initial state matrix. Here I start in the N state.
      $x_0 = begin{bmatrix}1\0\0end{bmatrix}$



      Multiplying them together yields:
      $Mx_0 = begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix}begin{bmatrix}1\0\0end{bmatrix} = begin{bmatrix}0.7\0\0.7end{bmatrix} = x_1$



      What does this tell me? Am I on the right path at all? How do I continue?










      share|cite|improve this question















      I am running a series of trials. Each trial has the following possible outcomes:

      Event A - 10%

      Event B - 20%

      Event C - 70%



      However, success is not determined by a single trial, but by a series of trials that produce specific sequences.



      An example sequence for 20 trials might be:

      ACCCBCCACCBCBCCCCBBC



      Success is determined by the following two criteria:

      Event A

      Event B followed by either Event B or Event A (with or without intervening Event Cs)



      In the above example sequence, success occurs 4 times, first by the sequence A, then by the sequence BCCA, then by the sequence BCB, and finally by the sequence BB



      How does one determine the probability of success given a sequence produced by n trials? That is, for a large n, what is the expected number of successes?



      EDIT: It has been suggested that a Markov process be assumed and move forward accordingly. As I have zero knowledge of Markov, I've done a few hours of research and put together the following. (Most sites I encountered were so far over my head, I had no possibility of understanding them.)



      The first step in establishing a Markov Chain is to define probabilities of state transitions. Of course, before state transitions can be established, one first has to identify what the states are.



      For my problem, I've concluded there are three states.

      N is the neutral state. This is the initial state.

      B is the state in which Event B has happened but has not yet terminated in success.

      S is the success state.



      The following is a table of state transition probabilities:

      N -> N = 0.7

      N -> B = 0.2

      N -> S = 0.1

      B -> N = 0.0

      B -> B = 0.7

      B -> S = 0.3

      S -> N = 0.7

      S -> B = 0.2

      S -> S = 0.1



      This yields a transition matrix:
      $M = begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix}$



      The next step is to produce an initial state matrix. Here I start in the N state.
      $x_0 = begin{bmatrix}1\0\0end{bmatrix}$



      Multiplying them together yields:
      $Mx_0 = begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix}begin{bmatrix}1\0\0end{bmatrix} = begin{bmatrix}0.7\0\0.7end{bmatrix} = x_1$



      What does this tell me? Am I on the right path at all? How do I continue?







      probability statistics






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      edited 2 days ago

























      asked 2 days ago









      Kadara Bilk

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          I think you are on the right track, though I suspect the probabilities after each step should add up to $1$ , perhaps with $$x_0 M = begin{bmatrix}1& 0 &0end{bmatrix}begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix} = begin{bmatrix}0.7 & 0.2 & 0.1end{bmatrix} = x_1$$ and $$x_0 M^2 = x_1 M=begin{bmatrix}0.7 & 0.2 & 0.1end{bmatrix}begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix} = begin{bmatrix}0.56 & 0.3 & 0.14end{bmatrix} = x_2$$



          The steady-state distribution for your Markov chain is $begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix}$ so the expected number of successes from a large number $n$ of trials will not be far away from $0.18, n$



          But you do not start in the steady state. In fact $begin{bmatrix}0.7 ,,,& 0.2 & 0.1,,,end{bmatrix} - begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix} =begin{bmatrix}0.28&-0.2& -0.08end{bmatrix}$ and $begin{bmatrix}0.56 & 0.3 & 0.14end{bmatrix} - begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix} =begin{bmatrix}0.14&-0.1& -0.04end{bmatrix}$ with the difference from the steady state halving at each step



          So the expected number of successes after $n$ trials is $$(0.18 - 0.08) + (0.18 - 0.04) + (0.18 - 0.02) + cdots + (0.18 - 0.08 times 2^{-(n-1)})$$ which is $$0.18n - 0.16 left(1- 2^{-n}right)$$






          share|cite|improve this answer





















          • How did you achieve the steady state distribution? Also, thank you for showing that I needed to transpose the x matrix.
            – Kadara Bilk
            2 days ago










          • @KadaraBilk: The transpose of $M$ has three eigenvalues: $1, 0.5, 0$. The steady-state distribution is essentially the eigenvector corresponding to $1$, rescaled so its terms add up to $1$. But an easier empirical approach is to look at what happens to $x_0M^n$ as $n$ increases
            – Henry
            2 days ago




















          up vote
          0
          down vote













          If you consider the occurences to be i.i.d., then you can assume a Markov process and do according calculations.






          share|cite|improve this answer








          New contributor




          Thomas Lang is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.


















          • I've added to the question based on information from your answer. I know nothing about probability theory, so I'm not sure I'm going anywhere.
            – Kadara Bilk
            2 days ago











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          2 Answers
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          2 Answers
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          active

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          active

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          active

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          up vote
          0
          down vote



          accepted










          I think you are on the right track, though I suspect the probabilities after each step should add up to $1$ , perhaps with $$x_0 M = begin{bmatrix}1& 0 &0end{bmatrix}begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix} = begin{bmatrix}0.7 & 0.2 & 0.1end{bmatrix} = x_1$$ and $$x_0 M^2 = x_1 M=begin{bmatrix}0.7 & 0.2 & 0.1end{bmatrix}begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix} = begin{bmatrix}0.56 & 0.3 & 0.14end{bmatrix} = x_2$$



          The steady-state distribution for your Markov chain is $begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix}$ so the expected number of successes from a large number $n$ of trials will not be far away from $0.18, n$



          But you do not start in the steady state. In fact $begin{bmatrix}0.7 ,,,& 0.2 & 0.1,,,end{bmatrix} - begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix} =begin{bmatrix}0.28&-0.2& -0.08end{bmatrix}$ and $begin{bmatrix}0.56 & 0.3 & 0.14end{bmatrix} - begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix} =begin{bmatrix}0.14&-0.1& -0.04end{bmatrix}$ with the difference from the steady state halving at each step



          So the expected number of successes after $n$ trials is $$(0.18 - 0.08) + (0.18 - 0.04) + (0.18 - 0.02) + cdots + (0.18 - 0.08 times 2^{-(n-1)})$$ which is $$0.18n - 0.16 left(1- 2^{-n}right)$$






          share|cite|improve this answer





















          • How did you achieve the steady state distribution? Also, thank you for showing that I needed to transpose the x matrix.
            – Kadara Bilk
            2 days ago










          • @KadaraBilk: The transpose of $M$ has three eigenvalues: $1, 0.5, 0$. The steady-state distribution is essentially the eigenvector corresponding to $1$, rescaled so its terms add up to $1$. But an easier empirical approach is to look at what happens to $x_0M^n$ as $n$ increases
            – Henry
            2 days ago

















          up vote
          0
          down vote



          accepted










          I think you are on the right track, though I suspect the probabilities after each step should add up to $1$ , perhaps with $$x_0 M = begin{bmatrix}1& 0 &0end{bmatrix}begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix} = begin{bmatrix}0.7 & 0.2 & 0.1end{bmatrix} = x_1$$ and $$x_0 M^2 = x_1 M=begin{bmatrix}0.7 & 0.2 & 0.1end{bmatrix}begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix} = begin{bmatrix}0.56 & 0.3 & 0.14end{bmatrix} = x_2$$



          The steady-state distribution for your Markov chain is $begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix}$ so the expected number of successes from a large number $n$ of trials will not be far away from $0.18, n$



          But you do not start in the steady state. In fact $begin{bmatrix}0.7 ,,,& 0.2 & 0.1,,,end{bmatrix} - begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix} =begin{bmatrix}0.28&-0.2& -0.08end{bmatrix}$ and $begin{bmatrix}0.56 & 0.3 & 0.14end{bmatrix} - begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix} =begin{bmatrix}0.14&-0.1& -0.04end{bmatrix}$ with the difference from the steady state halving at each step



          So the expected number of successes after $n$ trials is $$(0.18 - 0.08) + (0.18 - 0.04) + (0.18 - 0.02) + cdots + (0.18 - 0.08 times 2^{-(n-1)})$$ which is $$0.18n - 0.16 left(1- 2^{-n}right)$$






          share|cite|improve this answer





















          • How did you achieve the steady state distribution? Also, thank you for showing that I needed to transpose the x matrix.
            – Kadara Bilk
            2 days ago










          • @KadaraBilk: The transpose of $M$ has three eigenvalues: $1, 0.5, 0$. The steady-state distribution is essentially the eigenvector corresponding to $1$, rescaled so its terms add up to $1$. But an easier empirical approach is to look at what happens to $x_0M^n$ as $n$ increases
            – Henry
            2 days ago















          up vote
          0
          down vote



          accepted







          up vote
          0
          down vote



          accepted






          I think you are on the right track, though I suspect the probabilities after each step should add up to $1$ , perhaps with $$x_0 M = begin{bmatrix}1& 0 &0end{bmatrix}begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix} = begin{bmatrix}0.7 & 0.2 & 0.1end{bmatrix} = x_1$$ and $$x_0 M^2 = x_1 M=begin{bmatrix}0.7 & 0.2 & 0.1end{bmatrix}begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix} = begin{bmatrix}0.56 & 0.3 & 0.14end{bmatrix} = x_2$$



          The steady-state distribution for your Markov chain is $begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix}$ so the expected number of successes from a large number $n$ of trials will not be far away from $0.18, n$



          But you do not start in the steady state. In fact $begin{bmatrix}0.7 ,,,& 0.2 & 0.1,,,end{bmatrix} - begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix} =begin{bmatrix}0.28&-0.2& -0.08end{bmatrix}$ and $begin{bmatrix}0.56 & 0.3 & 0.14end{bmatrix} - begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix} =begin{bmatrix}0.14&-0.1& -0.04end{bmatrix}$ with the difference from the steady state halving at each step



          So the expected number of successes after $n$ trials is $$(0.18 - 0.08) + (0.18 - 0.04) + (0.18 - 0.02) + cdots + (0.18 - 0.08 times 2^{-(n-1)})$$ which is $$0.18n - 0.16 left(1- 2^{-n}right)$$






          share|cite|improve this answer












          I think you are on the right track, though I suspect the probabilities after each step should add up to $1$ , perhaps with $$x_0 M = begin{bmatrix}1& 0 &0end{bmatrix}begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix} = begin{bmatrix}0.7 & 0.2 & 0.1end{bmatrix} = x_1$$ and $$x_0 M^2 = x_1 M=begin{bmatrix}0.7 & 0.2 & 0.1end{bmatrix}begin{bmatrix}0.7 & 0.2 & 0.1\0.0 & 0.7 & 0.3\0.7 & 0.2 & 0.1end{bmatrix} = begin{bmatrix}0.56 & 0.3 & 0.14end{bmatrix} = x_2$$



          The steady-state distribution for your Markov chain is $begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix}$ so the expected number of successes from a large number $n$ of trials will not be far away from $0.18, n$



          But you do not start in the steady state. In fact $begin{bmatrix}0.7 ,,,& 0.2 & 0.1,,,end{bmatrix} - begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix} =begin{bmatrix}0.28&-0.2& -0.08end{bmatrix}$ and $begin{bmatrix}0.56 & 0.3 & 0.14end{bmatrix} - begin{bmatrix}0.42& 0.4 & 0.18end{bmatrix} =begin{bmatrix}0.14&-0.1& -0.04end{bmatrix}$ with the difference from the steady state halving at each step



          So the expected number of successes after $n$ trials is $$(0.18 - 0.08) + (0.18 - 0.04) + (0.18 - 0.02) + cdots + (0.18 - 0.08 times 2^{-(n-1)})$$ which is $$0.18n - 0.16 left(1- 2^{-n}right)$$







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered 2 days ago









          Henry

          96.9k474154




          96.9k474154












          • How did you achieve the steady state distribution? Also, thank you for showing that I needed to transpose the x matrix.
            – Kadara Bilk
            2 days ago










          • @KadaraBilk: The transpose of $M$ has three eigenvalues: $1, 0.5, 0$. The steady-state distribution is essentially the eigenvector corresponding to $1$, rescaled so its terms add up to $1$. But an easier empirical approach is to look at what happens to $x_0M^n$ as $n$ increases
            – Henry
            2 days ago




















          • How did you achieve the steady state distribution? Also, thank you for showing that I needed to transpose the x matrix.
            – Kadara Bilk
            2 days ago










          • @KadaraBilk: The transpose of $M$ has three eigenvalues: $1, 0.5, 0$. The steady-state distribution is essentially the eigenvector corresponding to $1$, rescaled so its terms add up to $1$. But an easier empirical approach is to look at what happens to $x_0M^n$ as $n$ increases
            – Henry
            2 days ago


















          How did you achieve the steady state distribution? Also, thank you for showing that I needed to transpose the x matrix.
          – Kadara Bilk
          2 days ago




          How did you achieve the steady state distribution? Also, thank you for showing that I needed to transpose the x matrix.
          – Kadara Bilk
          2 days ago












          @KadaraBilk: The transpose of $M$ has three eigenvalues: $1, 0.5, 0$. The steady-state distribution is essentially the eigenvector corresponding to $1$, rescaled so its terms add up to $1$. But an easier empirical approach is to look at what happens to $x_0M^n$ as $n$ increases
          – Henry
          2 days ago






          @KadaraBilk: The transpose of $M$ has three eigenvalues: $1, 0.5, 0$. The steady-state distribution is essentially the eigenvector corresponding to $1$, rescaled so its terms add up to $1$. But an easier empirical approach is to look at what happens to $x_0M^n$ as $n$ increases
          – Henry
          2 days ago












          up vote
          0
          down vote













          If you consider the occurences to be i.i.d., then you can assume a Markov process and do according calculations.






          share|cite|improve this answer








          New contributor




          Thomas Lang is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.


















          • I've added to the question based on information from your answer. I know nothing about probability theory, so I'm not sure I'm going anywhere.
            – Kadara Bilk
            2 days ago















          up vote
          0
          down vote













          If you consider the occurences to be i.i.d., then you can assume a Markov process and do according calculations.






          share|cite|improve this answer








          New contributor




          Thomas Lang is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.


















          • I've added to the question based on information from your answer. I know nothing about probability theory, so I'm not sure I'm going anywhere.
            – Kadara Bilk
            2 days ago













          up vote
          0
          down vote










          up vote
          0
          down vote









          If you consider the occurences to be i.i.d., then you can assume a Markov process and do according calculations.






          share|cite|improve this answer








          New contributor




          Thomas Lang is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.









          If you consider the occurences to be i.i.d., then you can assume a Markov process and do according calculations.







          share|cite|improve this answer








          New contributor




          Thomas Lang is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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          share|cite|improve this answer



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          answered 2 days ago









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          • I've added to the question based on information from your answer. I know nothing about probability theory, so I'm not sure I'm going anywhere.
            – Kadara Bilk
            2 days ago


















          • I've added to the question based on information from your answer. I know nothing about probability theory, so I'm not sure I'm going anywhere.
            – Kadara Bilk
            2 days ago
















          I've added to the question based on information from your answer. I know nothing about probability theory, so I'm not sure I'm going anywhere.
          – Kadara Bilk
          2 days ago




          I've added to the question based on information from your answer. I know nothing about probability theory, so I'm not sure I'm going anywhere.
          – Kadara Bilk
          2 days ago


















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