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values x1 = i2, i = 1,2,3,4,5, which occur

occur with probabilities 0.4, 0.25, 0.15, 0.1

and 0.1, respectively. Find the mean value

X =E [ X ] of X

use discrete random variable formula (3.1-4)

N

E [ X ] = x i P ( x i )

i=1

5

E [ X ] = x i P ( x i ) = 12 (0.4) + 22 (0.25) + 32 (0.15) +

i=1

Problem 2.1-13 can expect to win

(b) What is his probability of winning on any

given playing of the game

flipping his fair coin 3 times. Heres the

gambling condition:

1. Loses $1 if he gets no heads in three flips

2. He win $1, $2 and $3 if he obtains 1, 2, or

3 heads, respectively.

It can be inferred from the condition that it

was a discrete random variable. So, we can

use the discrete random variable formula

(3.1-4)

(a) Total subsets of three coin flips:

N = 3; 2N = 8

Using discrete random variable formula

15

=$ 1.875

8

3 3 1 7

+ + =

(b) P (win) = 8 8 8 8

where its mean value might not equal any of

its possible value

values x1 and x2 x1 that are equally

probable. Here

x1 + x 2

E [ X ]= ( x 1x 2)

2

3.2-2 Find:

(a) The expected value, and

(b) The variance of the random variable with

triangular density of Figure 2.3-1a if a = 1/

Solution

(a) Since FX(x) is symmetrical about x = x0 its

mean value is E[X] = x0

(b) We calculate

=E [ ( X X ) ]= ( xx 0 )2 F x ( x ) dx

2 2

x

But,

F x ( x )=0, x< x0 x x 0+

1

( xx 0 + ) , x 0 x< x 0

2

1 1

2 ( x x 0) , x 0 x <x 0+

So,

x0 2

2 ( xx 0 )

=

x 2 ( xx 0 + ) dx

x 0

x 0 + 2

( xx 0 ) 1

+ [1 ( xx 0 ) ]dx= 2 / 6

x0

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