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Question: Solve equation with random variables

Question:Solve equation with random variables

kvams 100 Maple 13
March 08 2011
0

I want to know for what combinations of parameters (x,y) the following holds: Prob(X(x) + Y(y) < z) = alpha. X and Y are random variables (I want to look at different distributions), z and alpha are constants. I tried the following (simplified with X=Y):

 

with(Statistics):

X := x -> RandomVariable(Poisson(x));

Dfunc := (x,y,z) -&gt; Probability(X(x)+X(y)&lt;z);

solve(Dfunc(x,y,z)=alpha,[x,y]);

 

I cannot even evaluate Dfunc. (Evaluates with the normal distribution.)

Any help appreciated!

S.
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