Expected number of record highs in an iid sequence of discrete uniform random variables
Let X1,X2,X3... be an endless sequence of random variables,
uniformly distributed on the set {1,2,3....10}.
Index i will be called "King" if X_i is greater than all of the numbers before it in the sequence.
Calculate the expected value of the number of indices that are to be crowned Kings.
please help.
probability random-variables expected-value
add a comment |
Let X1,X2,X3... be an endless sequence of random variables,
uniformly distributed on the set {1,2,3....10}.
Index i will be called "King" if X_i is greater than all of the numbers before it in the sequence.
Calculate the expected value of the number of indices that are to be crowned Kings.
please help.
probability random-variables expected-value
1
What have you tried so far?
– Aditya Dua
Dec 8 '18 at 22:29
This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc.
– Did
Dec 9 '18 at 8:53
add a comment |
Let X1,X2,X3... be an endless sequence of random variables,
uniformly distributed on the set {1,2,3....10}.
Index i will be called "King" if X_i is greater than all of the numbers before it in the sequence.
Calculate the expected value of the number of indices that are to be crowned Kings.
please help.
probability random-variables expected-value
Let X1,X2,X3... be an endless sequence of random variables,
uniformly distributed on the set {1,2,3....10}.
Index i will be called "King" if X_i is greater than all of the numbers before it in the sequence.
Calculate the expected value of the number of indices that are to be crowned Kings.
please help.
probability random-variables expected-value
probability random-variables expected-value
edited Dec 10 '18 at 1:12
r.e.s.
7,58811952
7,58811952
asked Dec 8 '18 at 12:05
user3184910
344
344
1
What have you tried so far?
– Aditya Dua
Dec 8 '18 at 22:29
This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc.
– Did
Dec 9 '18 at 8:53
add a comment |
1
What have you tried so far?
– Aditya Dua
Dec 8 '18 at 22:29
This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc.
– Did
Dec 9 '18 at 8:53
1
1
What have you tried so far?
– Aditya Dua
Dec 8 '18 at 22:29
What have you tried so far?
– Aditya Dua
Dec 8 '18 at 22:29
This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc.
– Did
Dec 9 '18 at 8:53
This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc.
– Did
Dec 9 '18 at 8:53
add a comment |
3 Answers
3
active
oldest
votes
A term whose index is what you call a "king" is ordinarily called a record, so you are asking for the expected number of records in an iid sequence of Uniform${1,...,m}$ random variables, e.g. with $m=10$. (This assumes the terms are mutually independent.)
Shorter derivation
The probability that the $k$th distinct term is a record is ${1over k},$
and the number of records in the infinite sequence can be written as the sum of indicators
$$begin{align}sum_{k=1}^m mathbb{1}_{text{$k$th distinct term is a record}}
end{align}$$
so the expected number of records in the infinite sequence is
$$begin{align}
Eleft(sum_{k=1}^m mathbb{1}_{text{$k$th distinct term is a record}} right)&=sum_{i=1}^m E(mathbb{1}_{text{$k$th distinct term is a record}})\[2ex]
&=sum_{k=1}^m{1over k}\[2ex]
&=H_m
end{align}$$
where $H_m=sum_{k=1}^m{1over k}$ is the $m$th harmonic number. (E.g., $H_{10}={7381over 2520}$.)
Longer derivation
The probability that the $i$th term is a record is
$$begin{align}P_i&=sum_{k=1}^mP((X_i=k)cap(X_{j}< k text{ for all }j<i)) \[2ex]
&=sum_{k=1}^m{1over m}left({k-1over m}right)^{i-1}
end{align}$$
and the number of records in the infinite sequence can be written as the sum of indicators
$$begin{align}sum_{i=1}^infty mathbb{1}_{text{$X_i$ is a record}}
end{align}$$
so the expected number of records in the infinite sequence is
$$begin{align}
Eleft(sum_{i=1}^infty 1_{text{$X_i$ is a record}}right)&=sum_{i=1}^infty E(1_{text{$X_i$ is a record}})\[2ex]
&=sum_{i=1}^infty P_i\[2ex]
&=sum_{i=1}^inftysum_{k=1}^m{1over m}left({k-1over m}right)^{i-1}\[2ex]
&= {1over m}sum_{i=1}^inftysum_{k=1}^mleft({k-1over m}right)^{i-1}\[2ex]
&={1over m}sum_{k=1}^msum_{i=1}^inftyleft({k-1over m}right)^{i-1}\[2ex]
&={1over m}sum_{k=1}^m{mover m-k+1}\[2ex]
&={1over m}(mcdot sum_{j=1}^m{1over j})\[2ex]
&=H_m.
end{align}$$
add a comment |
This problem can be modeled using an absorbing Markov chain. Let ${Y_n:ngeqslant 1}$ be defined by $Y_1$ uniformly distributed over ${1,ldots,10}$ and for $ngeqslant 1$:
$$
mathbb P(Y_{n+1}=jmid Y_n=i)=begin{cases}
frac1{10-i},& i<jleqslant 10\
1,& i=j=10.
end{cases}
$$
Let $P$ be the transition matrix of this Markov chain, then $$P=pmatrix{Q&R\0&I} $$ where $Q$ is the substochastic matrix corresponding to transitions between transient states, $R$ that corresponding to transitions from a transient state to an absorbing state, and $I$ that corresponding to transitions between absorbing states. (Here we have only one absorbing state.) For pair of transient states $i,j$ the probability of transitioning from $i$ to $j$ in exactly $k$ steps is the $(i,j)$ entry of $Q^k$. Summing for all $k$ yields the fundamental matrix
$$
N = sum_{k=0}Q^k.
$$
Since the rows of $Q$ sum to strictly less than one, the Neumann series converges and we have $N=(I-Q)^{-1}$, with $I$ the identity matrix. The expected number of transitions until being absorbed starting in transient state $i$ is the $i^{mathsf{th}}$ entry of the vector $t=Ncdotmathbf 1$, where $mathbf 1$ is a column vector whose entries are all one. Here
$$
t=left(
begin{array}{c}
frac{9649}{2520} \
frac{1041}{280} \
frac{503}{140} \
frac{69}{20} \
frac{197}{60} \
frac{37}{12} \
frac{17}{6} \
frac{5}{2} \
2 \
end{array}
right),
$$
and since the initial distribution was uniform over ${1,ldots,10}$, we weight each of these entries, along with $1$ (for the case when $X_1=10$), by $frac1{10}$ and sum to obtain $$frac{7381}{2520}. $$
3
All these computations can be essentially bypassed and replaced by a direct proof that (and explanation why) the result is the $10$th harmonic number $$H_{10}=sum_{k=1}^{10}frac1{10}$$
– Did
Dec 9 '18 at 9:12
@Did can you explain why?
– Adddison
Dec 9 '18 at 16:00
@Adddison Not on the page of a question so cruelly lacking personal input, sorry.
– Did
Dec 9 '18 at 16:15
@Did That is certainly a more elegant approach, though indeed I do not know how to show it.
– Math1000
Dec 9 '18 at 16:36
add a comment |
Given an infinite sequence of uniform draws from {1,...,10}, since we are only counting records, there is nothing changed by deleting any draw that is equal to a previous draw -- the number of records will be the same.
The edited sequence is finite, and with probability 1, is a linear ordering of {1,...,10} (since the probability is $0$ that any value is omitted in the original infinite sequence). By iid uniform, all $10!$ such orderings are equally likely .
Looking at a random ordering of {1,...10}, the expected number of (left-to-right) records in location $j$ is $1/j$, since among the first $j$ entries, each one of them is equally likely to be the maximum among them.
Using linearity of expectation the expected number of records in the original sequence will be $1 + 1/2 + 1/3 + .... + 1/10$.
"the second round will be bigger than the first $1/2$ the time" -- No, $P(X_2>X_1)=45/100,$ $P(X_2<X_1)=45/100,$ and $P(X_2=X_1)=10/100. $ Anyway, the question is about the expected number of records in the whole *infinite* sequence, not just in its first $10$ terms.
– r.e.s.
Dec 12 '18 at 2:33
Sorry, I didn't read it accurately, I thought they were continuous RV's and 10 was the number of trials.
– Ned
Dec 12 '18 at 11:11
(+1) for your latest version. Not realizing you'd made this edit, I added a similar version to my answer.
– r.e.s.
Dec 12 '18 at 16:12
@r.e.s. The funny thing is, this isn't the first time I misread a problem in a way which had the same answer as the actual problem. Having seen the identical answers, of course I did not go back to be sure I'd read it right.... LOL... thanks for pointing it out, I appreciate it.
– Ned
Dec 12 '18 at 18:57
add a comment |
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3 Answers
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active
oldest
votes
3 Answers
3
active
oldest
votes
active
oldest
votes
active
oldest
votes
A term whose index is what you call a "king" is ordinarily called a record, so you are asking for the expected number of records in an iid sequence of Uniform${1,...,m}$ random variables, e.g. with $m=10$. (This assumes the terms are mutually independent.)
Shorter derivation
The probability that the $k$th distinct term is a record is ${1over k},$
and the number of records in the infinite sequence can be written as the sum of indicators
$$begin{align}sum_{k=1}^m mathbb{1}_{text{$k$th distinct term is a record}}
end{align}$$
so the expected number of records in the infinite sequence is
$$begin{align}
Eleft(sum_{k=1}^m mathbb{1}_{text{$k$th distinct term is a record}} right)&=sum_{i=1}^m E(mathbb{1}_{text{$k$th distinct term is a record}})\[2ex]
&=sum_{k=1}^m{1over k}\[2ex]
&=H_m
end{align}$$
where $H_m=sum_{k=1}^m{1over k}$ is the $m$th harmonic number. (E.g., $H_{10}={7381over 2520}$.)
Longer derivation
The probability that the $i$th term is a record is
$$begin{align}P_i&=sum_{k=1}^mP((X_i=k)cap(X_{j}< k text{ for all }j<i)) \[2ex]
&=sum_{k=1}^m{1over m}left({k-1over m}right)^{i-1}
end{align}$$
and the number of records in the infinite sequence can be written as the sum of indicators
$$begin{align}sum_{i=1}^infty mathbb{1}_{text{$X_i$ is a record}}
end{align}$$
so the expected number of records in the infinite sequence is
$$begin{align}
Eleft(sum_{i=1}^infty 1_{text{$X_i$ is a record}}right)&=sum_{i=1}^infty E(1_{text{$X_i$ is a record}})\[2ex]
&=sum_{i=1}^infty P_i\[2ex]
&=sum_{i=1}^inftysum_{k=1}^m{1over m}left({k-1over m}right)^{i-1}\[2ex]
&= {1over m}sum_{i=1}^inftysum_{k=1}^mleft({k-1over m}right)^{i-1}\[2ex]
&={1over m}sum_{k=1}^msum_{i=1}^inftyleft({k-1over m}right)^{i-1}\[2ex]
&={1over m}sum_{k=1}^m{mover m-k+1}\[2ex]
&={1over m}(mcdot sum_{j=1}^m{1over j})\[2ex]
&=H_m.
end{align}$$
add a comment |
A term whose index is what you call a "king" is ordinarily called a record, so you are asking for the expected number of records in an iid sequence of Uniform${1,...,m}$ random variables, e.g. with $m=10$. (This assumes the terms are mutually independent.)
Shorter derivation
The probability that the $k$th distinct term is a record is ${1over k},$
and the number of records in the infinite sequence can be written as the sum of indicators
$$begin{align}sum_{k=1}^m mathbb{1}_{text{$k$th distinct term is a record}}
end{align}$$
so the expected number of records in the infinite sequence is
$$begin{align}
Eleft(sum_{k=1}^m mathbb{1}_{text{$k$th distinct term is a record}} right)&=sum_{i=1}^m E(mathbb{1}_{text{$k$th distinct term is a record}})\[2ex]
&=sum_{k=1}^m{1over k}\[2ex]
&=H_m
end{align}$$
where $H_m=sum_{k=1}^m{1over k}$ is the $m$th harmonic number. (E.g., $H_{10}={7381over 2520}$.)
Longer derivation
The probability that the $i$th term is a record is
$$begin{align}P_i&=sum_{k=1}^mP((X_i=k)cap(X_{j}< k text{ for all }j<i)) \[2ex]
&=sum_{k=1}^m{1over m}left({k-1over m}right)^{i-1}
end{align}$$
and the number of records in the infinite sequence can be written as the sum of indicators
$$begin{align}sum_{i=1}^infty mathbb{1}_{text{$X_i$ is a record}}
end{align}$$
so the expected number of records in the infinite sequence is
$$begin{align}
Eleft(sum_{i=1}^infty 1_{text{$X_i$ is a record}}right)&=sum_{i=1}^infty E(1_{text{$X_i$ is a record}})\[2ex]
&=sum_{i=1}^infty P_i\[2ex]
&=sum_{i=1}^inftysum_{k=1}^m{1over m}left({k-1over m}right)^{i-1}\[2ex]
&= {1over m}sum_{i=1}^inftysum_{k=1}^mleft({k-1over m}right)^{i-1}\[2ex]
&={1over m}sum_{k=1}^msum_{i=1}^inftyleft({k-1over m}right)^{i-1}\[2ex]
&={1over m}sum_{k=1}^m{mover m-k+1}\[2ex]
&={1over m}(mcdot sum_{j=1}^m{1over j})\[2ex]
&=H_m.
end{align}$$
add a comment |
A term whose index is what you call a "king" is ordinarily called a record, so you are asking for the expected number of records in an iid sequence of Uniform${1,...,m}$ random variables, e.g. with $m=10$. (This assumes the terms are mutually independent.)
Shorter derivation
The probability that the $k$th distinct term is a record is ${1over k},$
and the number of records in the infinite sequence can be written as the sum of indicators
$$begin{align}sum_{k=1}^m mathbb{1}_{text{$k$th distinct term is a record}}
end{align}$$
so the expected number of records in the infinite sequence is
$$begin{align}
Eleft(sum_{k=1}^m mathbb{1}_{text{$k$th distinct term is a record}} right)&=sum_{i=1}^m E(mathbb{1}_{text{$k$th distinct term is a record}})\[2ex]
&=sum_{k=1}^m{1over k}\[2ex]
&=H_m
end{align}$$
where $H_m=sum_{k=1}^m{1over k}$ is the $m$th harmonic number. (E.g., $H_{10}={7381over 2520}$.)
Longer derivation
The probability that the $i$th term is a record is
$$begin{align}P_i&=sum_{k=1}^mP((X_i=k)cap(X_{j}< k text{ for all }j<i)) \[2ex]
&=sum_{k=1}^m{1over m}left({k-1over m}right)^{i-1}
end{align}$$
and the number of records in the infinite sequence can be written as the sum of indicators
$$begin{align}sum_{i=1}^infty mathbb{1}_{text{$X_i$ is a record}}
end{align}$$
so the expected number of records in the infinite sequence is
$$begin{align}
Eleft(sum_{i=1}^infty 1_{text{$X_i$ is a record}}right)&=sum_{i=1}^infty E(1_{text{$X_i$ is a record}})\[2ex]
&=sum_{i=1}^infty P_i\[2ex]
&=sum_{i=1}^inftysum_{k=1}^m{1over m}left({k-1over m}right)^{i-1}\[2ex]
&= {1over m}sum_{i=1}^inftysum_{k=1}^mleft({k-1over m}right)^{i-1}\[2ex]
&={1over m}sum_{k=1}^msum_{i=1}^inftyleft({k-1over m}right)^{i-1}\[2ex]
&={1over m}sum_{k=1}^m{mover m-k+1}\[2ex]
&={1over m}(mcdot sum_{j=1}^m{1over j})\[2ex]
&=H_m.
end{align}$$
A term whose index is what you call a "king" is ordinarily called a record, so you are asking for the expected number of records in an iid sequence of Uniform${1,...,m}$ random variables, e.g. with $m=10$. (This assumes the terms are mutually independent.)
Shorter derivation
The probability that the $k$th distinct term is a record is ${1over k},$
and the number of records in the infinite sequence can be written as the sum of indicators
$$begin{align}sum_{k=1}^m mathbb{1}_{text{$k$th distinct term is a record}}
end{align}$$
so the expected number of records in the infinite sequence is
$$begin{align}
Eleft(sum_{k=1}^m mathbb{1}_{text{$k$th distinct term is a record}} right)&=sum_{i=1}^m E(mathbb{1}_{text{$k$th distinct term is a record}})\[2ex]
&=sum_{k=1}^m{1over k}\[2ex]
&=H_m
end{align}$$
where $H_m=sum_{k=1}^m{1over k}$ is the $m$th harmonic number. (E.g., $H_{10}={7381over 2520}$.)
Longer derivation
The probability that the $i$th term is a record is
$$begin{align}P_i&=sum_{k=1}^mP((X_i=k)cap(X_{j}< k text{ for all }j<i)) \[2ex]
&=sum_{k=1}^m{1over m}left({k-1over m}right)^{i-1}
end{align}$$
and the number of records in the infinite sequence can be written as the sum of indicators
$$begin{align}sum_{i=1}^infty mathbb{1}_{text{$X_i$ is a record}}
end{align}$$
so the expected number of records in the infinite sequence is
$$begin{align}
Eleft(sum_{i=1}^infty 1_{text{$X_i$ is a record}}right)&=sum_{i=1}^infty E(1_{text{$X_i$ is a record}})\[2ex]
&=sum_{i=1}^infty P_i\[2ex]
&=sum_{i=1}^inftysum_{k=1}^m{1over m}left({k-1over m}right)^{i-1}\[2ex]
&= {1over m}sum_{i=1}^inftysum_{k=1}^mleft({k-1over m}right)^{i-1}\[2ex]
&={1over m}sum_{k=1}^msum_{i=1}^inftyleft({k-1over m}right)^{i-1}\[2ex]
&={1over m}sum_{k=1}^m{mover m-k+1}\[2ex]
&={1over m}(mcdot sum_{j=1}^m{1over j})\[2ex]
&=H_m.
end{align}$$
edited Dec 12 '18 at 16:07
answered Dec 10 '18 at 1:04
r.e.s.
7,58811952
7,58811952
add a comment |
add a comment |
This problem can be modeled using an absorbing Markov chain. Let ${Y_n:ngeqslant 1}$ be defined by $Y_1$ uniformly distributed over ${1,ldots,10}$ and for $ngeqslant 1$:
$$
mathbb P(Y_{n+1}=jmid Y_n=i)=begin{cases}
frac1{10-i},& i<jleqslant 10\
1,& i=j=10.
end{cases}
$$
Let $P$ be the transition matrix of this Markov chain, then $$P=pmatrix{Q&R\0&I} $$ where $Q$ is the substochastic matrix corresponding to transitions between transient states, $R$ that corresponding to transitions from a transient state to an absorbing state, and $I$ that corresponding to transitions between absorbing states. (Here we have only one absorbing state.) For pair of transient states $i,j$ the probability of transitioning from $i$ to $j$ in exactly $k$ steps is the $(i,j)$ entry of $Q^k$. Summing for all $k$ yields the fundamental matrix
$$
N = sum_{k=0}Q^k.
$$
Since the rows of $Q$ sum to strictly less than one, the Neumann series converges and we have $N=(I-Q)^{-1}$, with $I$ the identity matrix. The expected number of transitions until being absorbed starting in transient state $i$ is the $i^{mathsf{th}}$ entry of the vector $t=Ncdotmathbf 1$, where $mathbf 1$ is a column vector whose entries are all one. Here
$$
t=left(
begin{array}{c}
frac{9649}{2520} \
frac{1041}{280} \
frac{503}{140} \
frac{69}{20} \
frac{197}{60} \
frac{37}{12} \
frac{17}{6} \
frac{5}{2} \
2 \
end{array}
right),
$$
and since the initial distribution was uniform over ${1,ldots,10}$, we weight each of these entries, along with $1$ (for the case when $X_1=10$), by $frac1{10}$ and sum to obtain $$frac{7381}{2520}. $$
3
All these computations can be essentially bypassed and replaced by a direct proof that (and explanation why) the result is the $10$th harmonic number $$H_{10}=sum_{k=1}^{10}frac1{10}$$
– Did
Dec 9 '18 at 9:12
@Did can you explain why?
– Adddison
Dec 9 '18 at 16:00
@Adddison Not on the page of a question so cruelly lacking personal input, sorry.
– Did
Dec 9 '18 at 16:15
@Did That is certainly a more elegant approach, though indeed I do not know how to show it.
– Math1000
Dec 9 '18 at 16:36
add a comment |
This problem can be modeled using an absorbing Markov chain. Let ${Y_n:ngeqslant 1}$ be defined by $Y_1$ uniformly distributed over ${1,ldots,10}$ and for $ngeqslant 1$:
$$
mathbb P(Y_{n+1}=jmid Y_n=i)=begin{cases}
frac1{10-i},& i<jleqslant 10\
1,& i=j=10.
end{cases}
$$
Let $P$ be the transition matrix of this Markov chain, then $$P=pmatrix{Q&R\0&I} $$ where $Q$ is the substochastic matrix corresponding to transitions between transient states, $R$ that corresponding to transitions from a transient state to an absorbing state, and $I$ that corresponding to transitions between absorbing states. (Here we have only one absorbing state.) For pair of transient states $i,j$ the probability of transitioning from $i$ to $j$ in exactly $k$ steps is the $(i,j)$ entry of $Q^k$. Summing for all $k$ yields the fundamental matrix
$$
N = sum_{k=0}Q^k.
$$
Since the rows of $Q$ sum to strictly less than one, the Neumann series converges and we have $N=(I-Q)^{-1}$, with $I$ the identity matrix. The expected number of transitions until being absorbed starting in transient state $i$ is the $i^{mathsf{th}}$ entry of the vector $t=Ncdotmathbf 1$, where $mathbf 1$ is a column vector whose entries are all one. Here
$$
t=left(
begin{array}{c}
frac{9649}{2520} \
frac{1041}{280} \
frac{503}{140} \
frac{69}{20} \
frac{197}{60} \
frac{37}{12} \
frac{17}{6} \
frac{5}{2} \
2 \
end{array}
right),
$$
and since the initial distribution was uniform over ${1,ldots,10}$, we weight each of these entries, along with $1$ (for the case when $X_1=10$), by $frac1{10}$ and sum to obtain $$frac{7381}{2520}. $$
3
All these computations can be essentially bypassed and replaced by a direct proof that (and explanation why) the result is the $10$th harmonic number $$H_{10}=sum_{k=1}^{10}frac1{10}$$
– Did
Dec 9 '18 at 9:12
@Did can you explain why?
– Adddison
Dec 9 '18 at 16:00
@Adddison Not on the page of a question so cruelly lacking personal input, sorry.
– Did
Dec 9 '18 at 16:15
@Did That is certainly a more elegant approach, though indeed I do not know how to show it.
– Math1000
Dec 9 '18 at 16:36
add a comment |
This problem can be modeled using an absorbing Markov chain. Let ${Y_n:ngeqslant 1}$ be defined by $Y_1$ uniformly distributed over ${1,ldots,10}$ and for $ngeqslant 1$:
$$
mathbb P(Y_{n+1}=jmid Y_n=i)=begin{cases}
frac1{10-i},& i<jleqslant 10\
1,& i=j=10.
end{cases}
$$
Let $P$ be the transition matrix of this Markov chain, then $$P=pmatrix{Q&R\0&I} $$ where $Q$ is the substochastic matrix corresponding to transitions between transient states, $R$ that corresponding to transitions from a transient state to an absorbing state, and $I$ that corresponding to transitions between absorbing states. (Here we have only one absorbing state.) For pair of transient states $i,j$ the probability of transitioning from $i$ to $j$ in exactly $k$ steps is the $(i,j)$ entry of $Q^k$. Summing for all $k$ yields the fundamental matrix
$$
N = sum_{k=0}Q^k.
$$
Since the rows of $Q$ sum to strictly less than one, the Neumann series converges and we have $N=(I-Q)^{-1}$, with $I$ the identity matrix. The expected number of transitions until being absorbed starting in transient state $i$ is the $i^{mathsf{th}}$ entry of the vector $t=Ncdotmathbf 1$, where $mathbf 1$ is a column vector whose entries are all one. Here
$$
t=left(
begin{array}{c}
frac{9649}{2520} \
frac{1041}{280} \
frac{503}{140} \
frac{69}{20} \
frac{197}{60} \
frac{37}{12} \
frac{17}{6} \
frac{5}{2} \
2 \
end{array}
right),
$$
and since the initial distribution was uniform over ${1,ldots,10}$, we weight each of these entries, along with $1$ (for the case when $X_1=10$), by $frac1{10}$ and sum to obtain $$frac{7381}{2520}. $$
This problem can be modeled using an absorbing Markov chain. Let ${Y_n:ngeqslant 1}$ be defined by $Y_1$ uniformly distributed over ${1,ldots,10}$ and for $ngeqslant 1$:
$$
mathbb P(Y_{n+1}=jmid Y_n=i)=begin{cases}
frac1{10-i},& i<jleqslant 10\
1,& i=j=10.
end{cases}
$$
Let $P$ be the transition matrix of this Markov chain, then $$P=pmatrix{Q&R\0&I} $$ where $Q$ is the substochastic matrix corresponding to transitions between transient states, $R$ that corresponding to transitions from a transient state to an absorbing state, and $I$ that corresponding to transitions between absorbing states. (Here we have only one absorbing state.) For pair of transient states $i,j$ the probability of transitioning from $i$ to $j$ in exactly $k$ steps is the $(i,j)$ entry of $Q^k$. Summing for all $k$ yields the fundamental matrix
$$
N = sum_{k=0}Q^k.
$$
Since the rows of $Q$ sum to strictly less than one, the Neumann series converges and we have $N=(I-Q)^{-1}$, with $I$ the identity matrix. The expected number of transitions until being absorbed starting in transient state $i$ is the $i^{mathsf{th}}$ entry of the vector $t=Ncdotmathbf 1$, where $mathbf 1$ is a column vector whose entries are all one. Here
$$
t=left(
begin{array}{c}
frac{9649}{2520} \
frac{1041}{280} \
frac{503}{140} \
frac{69}{20} \
frac{197}{60} \
frac{37}{12} \
frac{17}{6} \
frac{5}{2} \
2 \
end{array}
right),
$$
and since the initial distribution was uniform over ${1,ldots,10}$, we weight each of these entries, along with $1$ (for the case when $X_1=10$), by $frac1{10}$ and sum to obtain $$frac{7381}{2520}. $$
answered Dec 8 '18 at 23:44
Math1000
19k31745
19k31745
3
All these computations can be essentially bypassed and replaced by a direct proof that (and explanation why) the result is the $10$th harmonic number $$H_{10}=sum_{k=1}^{10}frac1{10}$$
– Did
Dec 9 '18 at 9:12
@Did can you explain why?
– Adddison
Dec 9 '18 at 16:00
@Adddison Not on the page of a question so cruelly lacking personal input, sorry.
– Did
Dec 9 '18 at 16:15
@Did That is certainly a more elegant approach, though indeed I do not know how to show it.
– Math1000
Dec 9 '18 at 16:36
add a comment |
3
All these computations can be essentially bypassed and replaced by a direct proof that (and explanation why) the result is the $10$th harmonic number $$H_{10}=sum_{k=1}^{10}frac1{10}$$
– Did
Dec 9 '18 at 9:12
@Did can you explain why?
– Adddison
Dec 9 '18 at 16:00
@Adddison Not on the page of a question so cruelly lacking personal input, sorry.
– Did
Dec 9 '18 at 16:15
@Did That is certainly a more elegant approach, though indeed I do not know how to show it.
– Math1000
Dec 9 '18 at 16:36
3
3
All these computations can be essentially bypassed and replaced by a direct proof that (and explanation why) the result is the $10$th harmonic number $$H_{10}=sum_{k=1}^{10}frac1{10}$$
– Did
Dec 9 '18 at 9:12
All these computations can be essentially bypassed and replaced by a direct proof that (and explanation why) the result is the $10$th harmonic number $$H_{10}=sum_{k=1}^{10}frac1{10}$$
– Did
Dec 9 '18 at 9:12
@Did can you explain why?
– Adddison
Dec 9 '18 at 16:00
@Did can you explain why?
– Adddison
Dec 9 '18 at 16:00
@Adddison Not on the page of a question so cruelly lacking personal input, sorry.
– Did
Dec 9 '18 at 16:15
@Adddison Not on the page of a question so cruelly lacking personal input, sorry.
– Did
Dec 9 '18 at 16:15
@Did That is certainly a more elegant approach, though indeed I do not know how to show it.
– Math1000
Dec 9 '18 at 16:36
@Did That is certainly a more elegant approach, though indeed I do not know how to show it.
– Math1000
Dec 9 '18 at 16:36
add a comment |
Given an infinite sequence of uniform draws from {1,...,10}, since we are only counting records, there is nothing changed by deleting any draw that is equal to a previous draw -- the number of records will be the same.
The edited sequence is finite, and with probability 1, is a linear ordering of {1,...,10} (since the probability is $0$ that any value is omitted in the original infinite sequence). By iid uniform, all $10!$ such orderings are equally likely .
Looking at a random ordering of {1,...10}, the expected number of (left-to-right) records in location $j$ is $1/j$, since among the first $j$ entries, each one of them is equally likely to be the maximum among them.
Using linearity of expectation the expected number of records in the original sequence will be $1 + 1/2 + 1/3 + .... + 1/10$.
"the second round will be bigger than the first $1/2$ the time" -- No, $P(X_2>X_1)=45/100,$ $P(X_2<X_1)=45/100,$ and $P(X_2=X_1)=10/100. $ Anyway, the question is about the expected number of records in the whole *infinite* sequence, not just in its first $10$ terms.
– r.e.s.
Dec 12 '18 at 2:33
Sorry, I didn't read it accurately, I thought they were continuous RV's and 10 was the number of trials.
– Ned
Dec 12 '18 at 11:11
(+1) for your latest version. Not realizing you'd made this edit, I added a similar version to my answer.
– r.e.s.
Dec 12 '18 at 16:12
@r.e.s. The funny thing is, this isn't the first time I misread a problem in a way which had the same answer as the actual problem. Having seen the identical answers, of course I did not go back to be sure I'd read it right.... LOL... thanks for pointing it out, I appreciate it.
– Ned
Dec 12 '18 at 18:57
add a comment |
Given an infinite sequence of uniform draws from {1,...,10}, since we are only counting records, there is nothing changed by deleting any draw that is equal to a previous draw -- the number of records will be the same.
The edited sequence is finite, and with probability 1, is a linear ordering of {1,...,10} (since the probability is $0$ that any value is omitted in the original infinite sequence). By iid uniform, all $10!$ such orderings are equally likely .
Looking at a random ordering of {1,...10}, the expected number of (left-to-right) records in location $j$ is $1/j$, since among the first $j$ entries, each one of them is equally likely to be the maximum among them.
Using linearity of expectation the expected number of records in the original sequence will be $1 + 1/2 + 1/3 + .... + 1/10$.
"the second round will be bigger than the first $1/2$ the time" -- No, $P(X_2>X_1)=45/100,$ $P(X_2<X_1)=45/100,$ and $P(X_2=X_1)=10/100. $ Anyway, the question is about the expected number of records in the whole *infinite* sequence, not just in its first $10$ terms.
– r.e.s.
Dec 12 '18 at 2:33
Sorry, I didn't read it accurately, I thought they were continuous RV's and 10 was the number of trials.
– Ned
Dec 12 '18 at 11:11
(+1) for your latest version. Not realizing you'd made this edit, I added a similar version to my answer.
– r.e.s.
Dec 12 '18 at 16:12
@r.e.s. The funny thing is, this isn't the first time I misread a problem in a way which had the same answer as the actual problem. Having seen the identical answers, of course I did not go back to be sure I'd read it right.... LOL... thanks for pointing it out, I appreciate it.
– Ned
Dec 12 '18 at 18:57
add a comment |
Given an infinite sequence of uniform draws from {1,...,10}, since we are only counting records, there is nothing changed by deleting any draw that is equal to a previous draw -- the number of records will be the same.
The edited sequence is finite, and with probability 1, is a linear ordering of {1,...,10} (since the probability is $0$ that any value is omitted in the original infinite sequence). By iid uniform, all $10!$ such orderings are equally likely .
Looking at a random ordering of {1,...10}, the expected number of (left-to-right) records in location $j$ is $1/j$, since among the first $j$ entries, each one of them is equally likely to be the maximum among them.
Using linearity of expectation the expected number of records in the original sequence will be $1 + 1/2 + 1/3 + .... + 1/10$.
Given an infinite sequence of uniform draws from {1,...,10}, since we are only counting records, there is nothing changed by deleting any draw that is equal to a previous draw -- the number of records will be the same.
The edited sequence is finite, and with probability 1, is a linear ordering of {1,...,10} (since the probability is $0$ that any value is omitted in the original infinite sequence). By iid uniform, all $10!$ such orderings are equally likely .
Looking at a random ordering of {1,...10}, the expected number of (left-to-right) records in location $j$ is $1/j$, since among the first $j$ entries, each one of them is equally likely to be the maximum among them.
Using linearity of expectation the expected number of records in the original sequence will be $1 + 1/2 + 1/3 + .... + 1/10$.
edited Dec 12 '18 at 15:17
answered Dec 10 '18 at 18:11
Ned
2,003910
2,003910
"the second round will be bigger than the first $1/2$ the time" -- No, $P(X_2>X_1)=45/100,$ $P(X_2<X_1)=45/100,$ and $P(X_2=X_1)=10/100. $ Anyway, the question is about the expected number of records in the whole *infinite* sequence, not just in its first $10$ terms.
– r.e.s.
Dec 12 '18 at 2:33
Sorry, I didn't read it accurately, I thought they were continuous RV's and 10 was the number of trials.
– Ned
Dec 12 '18 at 11:11
(+1) for your latest version. Not realizing you'd made this edit, I added a similar version to my answer.
– r.e.s.
Dec 12 '18 at 16:12
@r.e.s. The funny thing is, this isn't the first time I misread a problem in a way which had the same answer as the actual problem. Having seen the identical answers, of course I did not go back to be sure I'd read it right.... LOL... thanks for pointing it out, I appreciate it.
– Ned
Dec 12 '18 at 18:57
add a comment |
"the second round will be bigger than the first $1/2$ the time" -- No, $P(X_2>X_1)=45/100,$ $P(X_2<X_1)=45/100,$ and $P(X_2=X_1)=10/100. $ Anyway, the question is about the expected number of records in the whole *infinite* sequence, not just in its first $10$ terms.
– r.e.s.
Dec 12 '18 at 2:33
Sorry, I didn't read it accurately, I thought they were continuous RV's and 10 was the number of trials.
– Ned
Dec 12 '18 at 11:11
(+1) for your latest version. Not realizing you'd made this edit, I added a similar version to my answer.
– r.e.s.
Dec 12 '18 at 16:12
@r.e.s. The funny thing is, this isn't the first time I misread a problem in a way which had the same answer as the actual problem. Having seen the identical answers, of course I did not go back to be sure I'd read it right.... LOL... thanks for pointing it out, I appreciate it.
– Ned
Dec 12 '18 at 18:57
"the second round will be bigger than the first $1/2$ the time" -- No, $P(X_2>X_1)=45/100,$ $P(X_2<X_1)=45/100,$ and $P(X_2=X_1)=10/100. $ Anyway, the question is about the expected number of records in the whole *infinite* sequence, not just in its first $10$ terms.
– r.e.s.
Dec 12 '18 at 2:33
"the second round will be bigger than the first $1/2$ the time" -- No, $P(X_2>X_1)=45/100,$ $P(X_2<X_1)=45/100,$ and $P(X_2=X_1)=10/100. $ Anyway, the question is about the expected number of records in the whole *infinite* sequence, not just in its first $10$ terms.
– r.e.s.
Dec 12 '18 at 2:33
Sorry, I didn't read it accurately, I thought they were continuous RV's and 10 was the number of trials.
– Ned
Dec 12 '18 at 11:11
Sorry, I didn't read it accurately, I thought they were continuous RV's and 10 was the number of trials.
– Ned
Dec 12 '18 at 11:11
(+1) for your latest version. Not realizing you'd made this edit, I added a similar version to my answer.
– r.e.s.
Dec 12 '18 at 16:12
(+1) for your latest version. Not realizing you'd made this edit, I added a similar version to my answer.
– r.e.s.
Dec 12 '18 at 16:12
@r.e.s. The funny thing is, this isn't the first time I misread a problem in a way which had the same answer as the actual problem. Having seen the identical answers, of course I did not go back to be sure I'd read it right.... LOL... thanks for pointing it out, I appreciate it.
– Ned
Dec 12 '18 at 18:57
@r.e.s. The funny thing is, this isn't the first time I misread a problem in a way which had the same answer as the actual problem. Having seen the identical answers, of course I did not go back to be sure I'd read it right.... LOL... thanks for pointing it out, I appreciate it.
– Ned
Dec 12 '18 at 18:57
add a comment |
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1
What have you tried so far?
– Aditya Dua
Dec 8 '18 at 22:29
This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc.
– Did
Dec 9 '18 at 8:53