#P11438. Probability of Uncorrelated Differences in Linear Combinations
Probability of Uncorrelated Differences in Linear Combinations
Probability of Uncorrelated Differences in Linear Combinations
We are given two discrete random variables (X) and (Y) with a known joint distribution. We then construct (n) new random variables by forming their linear combinations [ Z_i = a_iX + b_iY, \quad \text{for } i=1,2,\dots,n, ] where (a_i) and (b_i) are given real coefficients and no two pairs ((a_i,b_i)) are identical.
Now, three distinct ones among (Z_1,Z_2,\dots,Z_n) are selected at random (i.e. one combination out of (\binom{n}{3}) is chosen uniformly). For a chosen triple ({Z_i,Z_j,Z_k}) (with (i,j,k) pairwise distinct), consider the following three propositions:
- (p_1): (Z_i-Z_j) is uncorrelated with (Z_j-Z_k);
- (p_2): (Z_j-Z_k) is uncorrelated with (Z_k-Z_i);
- (p_3): (Z_k-Z_i) is uncorrelated with (Z_i-Z_j).
Recall that two random variables (U) and (V) are uncorrelated if their covariance is zero, where the covariance is defined as [ \mathrm{Cov}(U,V)=E[UV]-E[U]E[V]. ]
For example, for proposition (p_1), set [ U = Z_i-Z_j = (a_i-a_j)X+(b_i-b_j)Y, \quad V = Z_j-Z_k = (a_j-a_k)X+(b_j-b_k)Y. ] Then [ \mathrm{Cov}(U,V)= (a_i-a_j)(a_j-a_k)E[X^2] + \Bigl((a_i-a_j)(b_j-b_k)+(b_i-b_j)(a_j-a_k)\Bigr)E[XY] + (b_i-b_j)(b_j-b_k)E[Y^2]
- \bigl((a_i-a_j)\mu_X+(b_i-b_j)\mu_Y\bigr)\bigl((a_j-a_k)\mu_X+(b_j-b_k)\mu_Y\bigr), ] where (\mu_X=E[X]) and (\mu_Y=E[Y]).
Your task is to compute the probability that at least one of the three propositions (p_1,p_2,p_3) holds. The answer is given by [ \text{Probability} = \frac{\text{(number of triples for which at least one proposition is true)}}{\binom{n}{3}}. ]
Note: When checking whether a covariance is zero you may assume a tolerance of (10^{-6}) for floating-point comparisons.
inputFormat
The input consists of the following parts:
-
The first line contains an integer (M), the number of entries in the joint distribution table of (X) and (Y).
-
Each of the next (M) lines contains three numbers: (x), (y), and (p), representing a value of (X), a value of (Y), and the probability (p(x,y)) respectively. It is guaranteed that (\sum p = 1).
-
The next line contains an integer (n), the number of linear combinations (i.e. the number of (Z) variables).
-
Each of the next (n) lines contains two real numbers: (a_i) and (b_i) for (i=1,2,\dots,n). No two pairs ((a_i,b_i)) are identical.
outputFormat
Output a single line containing the probability that at least one of the three propositions holds, formatted to six decimal places.
sample
2
0 0 0.5
1 1 0.5
3
1 0
0 1
1 1
1.000000