Combining probability distributions multiplicitivly
As a simple example, let's say that I roll 2 red dice, for every dot that I get on the red dice I roll 3 green dice, so if I get a 7 on the red dice, I would roll 21 green dice. Is there a way to calculate the probability distribution P3(n) of rolling n on the green dice, if I know P1 (the probability distribution of rolling 2 red dice) and P2 ( the probability distribution of rolling 3 green dice)?
From what I understand I can generate numbers on this distribution if I generate a number, m, on the distribution P1, and then convolve P2 with it's self m times, then generate a number on that distribution. Is there an easier way?
Thanks for any help.
Posted May 29, 2013, 5:44 PM UTC
01
What you've got is essentially two random variables, where the conditional pmf of the second random variable (y=sum of second roll) has a couple of arguments defined by the first random variable. Thus a hierarchical model is appropriate.
E[Y] = E[E[Y|X]]