Timeline for Probability of the sum of the largest n samples
Current License: CC BY-SA 3.0
14 events
| when toggle format | what | by | license | comment | |
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| Jan 5, 2014 at 20:49 | comment | added | Rojo | A simulation the code you actually input (each a,b,c,d independent) shows 0.246797 is the actual answer, so perhaps it is worth editing so it doesn't look like a bug. | |
| Jan 5, 2014 at 20:03 | history | tweeted | twitter.com/#!/StackMma/status/419922151417057280 | ||
| Jan 5, 2014 at 20:01 | answer | added | ybeltukov | timeline score: 5 | |
| Jan 5, 2014 at 18:33 | comment | added | Dr. belisarius | @Ymareth No, you're totally correct. That's why I used the joint distribution in my answer | |
| Jan 5, 2014 at 18:07 | comment | added | Ymareth | @belisarius - Agrees with the stated correct answer but how in the OP's code do I know that the f[15] is always greater than f[14]. In your answer you have that implicitly as you're using the joint distribution but in the OP's code there are just 4 independent distributions - unless I'm misreading? | |
| Jan 5, 2014 at 17:41 | vote | accept | bobbym | ||
| Jan 5, 2014 at 17:30 | history | edited | Dr. belisarius | CC BY-SA 3.0 |
edited title
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| Jan 5, 2014 at 17:26 | answer | added | Dr. belisarius | timeline score: 10 | |
| Jan 5, 2014 at 17:01 | comment | added | Dr. belisarius |
A possible simulation is num = 10^6; samp = (Sort /@ RandomVariate[UniformDistribution[], {num, 15}])[[All, -4 ;; -1]]; N@Length@Select[samp, Tr@# > 3.5 &]/num The result agrees with the OP's
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| Jan 5, 2014 at 16:19 | comment | added | bobbym | @Ymareth and ybeltukov doesn't the fact that it is distributed in f(15) do that? That is the maximum. | |
| Jan 5, 2014 at 16:17 | comment | added | ybeltukov |
@Ymareth I came to the same conclusion, e.g. a must be greater then b.
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| Jan 5, 2014 at 16:14 | comment | added | Ymareth | Presumably the distributions of a,b,c and d are linked together. I don't see any such links in your code. To me it looks like you have independent a,b,c,d (from the correct OrderDistributions) when they should be linked. Presume this is why NProbability gives the wrong answer (Probability would give the same but is slower). | |
| Jan 5, 2014 at 15:57 | history | edited | bobbym | CC BY-SA 3.0 |
added 39 characters in body
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| Jan 5, 2014 at 15:23 | history | asked | bobbym | CC BY-SA 3.0 |