exercise r.4 1 r.4*find the expected value of x in exercise r.2. [r.2*a random variable x is defined...

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EXERCISE R.4 1 R.4* Find the expected value of X in Exercise R.2. [R.2* A random variable X is defined to be the larger of the numbers when two dice are thrown, or the number if they are the same. Find the probability distribution for X.]

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Page 1: EXERCISE R.4 1 R.4*Find the expected value of X in Exercise R.2. [R.2*A random variable X is defined to be the larger of the numbers when two dice are

EXERCISE R.4

1

R.4* Find the expected value of X in Exercise R.2.

[R.2* A random variable X is defined to be the larger of the numbers when two dice are thrown, or the number if they are the same. Find the probability distribution for X.]

Page 2: EXERCISE R.4 1 R.4*Find the expected value of X in Exercise R.2. [R.2*A random variable X is defined to be the larger of the numbers when two dice are

Definition of E(X), the expected value of X:

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The expected value of a random variable, also known as its population mean, is the weighted average of its possible values, the weights being the probabilities attached to the values.

n

iiinn pxpxpxXE

111 ...)(

EXERCISE R.4

Page 3: EXERCISE R.4 1 R.4*Find the expected value of X in Exercise R.2. [R.2*A random variable X is defined to be the larger of the numbers when two dice are

EXERCISE R.4

The left side of the table above shows in abstract how an expected value should be calculated.

xi pi xi pi

x1 p1 x1 p1

x2 p2 x2 p2

x3 p3 x3 p3

... ... ...

... ... ...xn pn xn pn

xi pi = E(X)

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Page 4: EXERCISE R.4 1 R.4*Find the expected value of X in Exercise R.2. [R.2*A random variable X is defined to be the larger of the numbers when two dice are

EXERCISE R.4

The random variable X defined in Exercise R.2 could be any of the integers from 1 to 6 with probabilities as shown.

xi pi xi pi xi pi

x1 p1 x1 p1 1 1/36

x2 p2 x2 p2 2 3/36

x3 p3 x3 p3 3 5/36

... ... ... 4 7/36

... ... ... 5 9/36

xn pn xn pn 6 11/36

xi pi = E(X)

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Page 5: EXERCISE R.4 1 R.4*Find the expected value of X in Exercise R.2. [R.2*A random variable X is defined to be the larger of the numbers when two dice are

EXERCISE R.4

Before calculating the expected value, it is a good idea to make an initial guess. The higher values of X have the greatest probabilities, so the expected value is likely to be between 4 and 5.

xi pi xi pi xi pi

x1 p1 x1 p1 1 1/36

x2 p2 x2 p2 2 3/36

x3 p3 x3 p3 3 5/36

... ... ... 4 7/36

... ... ... 5 9/36

xn pn xn pn 6 11/36

xi pi = E(X)

5

Page 6: EXERCISE R.4 1 R.4*Find the expected value of X in Exercise R.2. [R.2*A random variable X is defined to be the larger of the numbers when two dice are

EXERCISE R.4

X could be equal to 1 with probability 1/36, so the first entry in the calculation of the expected value is 1/36.

xi pi xi pi xi pi xi pi

x1 p1 x1 p1 1 1/36 1/36

x2 p2 x2 p2 2 3/36

x3 p3 x3 p3 3 5/36

... ... ... 4 7/36

... ... ... 5 9/36

xn pn xn pn 6 11/36

xi pi = E(X)

6

Page 7: EXERCISE R.4 1 R.4*Find the expected value of X in Exercise R.2. [R.2*A random variable X is defined to be the larger of the numbers when two dice are

EXERCISE R.4

Similarly for the other 5 possible values.

xi pi xi pi xi pi xi pi

x1 p1 x1 p1 1 1/36 1/36

x2 p2 x2 p2 2 3/36 6/36

x3 p3 x3 p3 3 5/36 15/36

... ... ... 4 7/36 28/36

... ... ... 5 9/36 45/36

xn pn xn pn 6 11/36 66/36

xi pi = E(X)

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Page 8: EXERCISE R.4 1 R.4*Find the expected value of X in Exercise R.2. [R.2*A random variable X is defined to be the larger of the numbers when two dice are

EXERCISE R.4

To obtain the expected value, we sum the entries in this column.

xi pi xi pi xi pi xi pi

x1 p1 x1 p1 1 1/36 1/36

x2 p2 x2 p2 2 3/36 6/36

x3 p3 x3 p3 3 5/36 15/36

... ... ... 4 7/36 28/36

... ... ... 5 9/36 45/36

xn pn xn pn 6 11/36 66/36

xi pi = E(X) 161/36

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Page 9: EXERCISE R.4 1 R.4*Find the expected value of X in Exercise R.2. [R.2*A random variable X is defined to be the larger of the numbers when two dice are

xi pi xi pi xi pi xi pi

x1 p1 x1 p1 1 1/36 1/36

x2 p2 x2 p2 2 3/36 6/36

x3 p3 x3 p3 3 5/36 15/36

... ... ... 4 7/36 28/36

... ... ... 5 9/36 45/36

xn pn xn pn 6 11/36 66/36

xi pi = E(X) 161/36 = 4.47

The expected value turns out to be 4.47, which is in line with our initial guess.

EXERCISE R.4

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Page 10: EXERCISE R.4 1 R.4*Find the expected value of X in Exercise R.2. [R.2*A random variable X is defined to be the larger of the numbers when two dice are

Copyright Christopher Dougherty 1999–2006. This slideshow may be freely copied for personal use.

26.08.06