grandes-ecoles 2016 QIV.A.7

grandes-ecoles · France · centrale-maths1__psi Discrete Probability Distributions Proof of Distributional Properties or Symmetry
Let $p \in ]0,1[$. Let $X_1, \ldots, X_n$ be mutually independent random variables following the same Bernoulli distribution with parameter $p$. Let $U(\omega) = (X_1(\omega), \ldots, X_n(\omega))^T$ and $M(\omega) = U(\omega)\,{}^t(U(\omega))$.
What is the probability that $M$ has two distinct eigenvalues?
Let $p \in ]0,1[$. Let $X_1, \ldots, X_n$ be mutually independent random variables following the same Bernoulli distribution with parameter $p$. Let $U(\omega) = (X_1(\omega), \ldots, X_n(\omega))^T$ and $M(\omega) = U(\omega)\,{}^t(U(\omega))$.

What is the probability that $M$ has two distinct eigenvalues?