prob.part38.77_80 - 2.2. CONTINUOUS DENSITY FUNCTIONS 69...

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Unformatted text preview: 2.2. CONTINUOUS DENSITY FUNCTIONS 69 Assignment of Probabilities A fundamental question in practice is: How shall we choose the probability density function in describing any given experiment? The answer depends to a great extent on the amount and kind of information available to us about the experiment. In some cases, we can see that the outcomes are equally likely. In some cases, we can see that the experiment resembles another already described by a known density. In some cases, we can run the experiment a large number of times and make a reasonable guess at the density on the basis of the observed distribution of outcomes, as we did in Chapter 1. In general, the problem of choosing the right density function for a given experiment is a central problem for the experimenter and is not always easy to solve (see Example 2.6). We shall not examine this question in detail here but instead shall assume that the right density is already known for each of the experiments under study. The introduction of suitable coordinates to describe a continuous sample space, and a suitable density to describe its probabilities, is not always so obvious, as our final example shows. Infinite Tree Example 2.18 Consider an experiment in which a fair coin is tossed repeatedly, without stopping. We have seen in Example 1.6 that, for a coin tossed n times, the natural sample space is a binary tree with n stages. On this evidence we expect that for a coin tossed repeatedly, the natural sample space is a binary tree with an infinite number of stages, as indicated in Figure 2.22. It is surprising to learn that, although the n-stage tree is obviously a finite sample space, the unlimited tree can be described as a continuous sample space. To see how this comes about, let us agree that a typical outcome of the unlimited coin tossing experiment can be described by a sequence of the form ω = { H H T H T T H ... } . If we write 1 for H and 0 for T, then ω = { 1 1 0 1 0 0 1 ... } . In this way, each outcome is described by a sequence of 0’s and 1’s....
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prob.part38.77_80 - 2.2. CONTINUOUS DENSITY FUNCTIONS 69...

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