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










share|cite|improve this question




























    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










    share|cite|improve this question


























      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










      share|cite|improve this question















      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






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Nov 20 at 9:19

























      asked Nov 20 at 9:11









      Steve

      12




      12



























          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
          });


          }
          });














          draft saved

          draft discarded


















          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
















          draft saved

          draft discarded




















































          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.




          draft saved


          draft discarded














          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





















































          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







          Popular posts from this blog

          Bundesstraße 106

          Verónica Boquete

          Ida-Boy-Ed-Garten