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Q18Section A (Section A)18 of 60

Probability a random matrix is orthogonal

Consider the matrix A=(X11X12X13X21X22X23X31X32X33),A=\begin{pmatrix}X_{11}&X_{12}&X_{13}\\X_{21}&X_{22}&X_{23}\\X_{31}&X_{32}&X_{33}\end{pmatrix}, where XijX_{ij}, 1≤i,j≤31\le i,j\le 3, are independent and identically distributed random variables with the probability mass function f(x)={13,x=−1,0,1,0,otherwise.f(x)=\begin{cases}\frac{1}{3},&x=-1,0,1,\\0,&\text{otherwise.}\end{cases} The probability that AA is orthogonal equals

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