SOME SOLVED QUESTIONS

Prove that: (i) var(2) = 0, (ii) var(3x) = 9 (iii) var (x + 4x) = 16 var (x)

Net Answers :
We know, var (x) = E(x2) (E (x))2 = px2 ( px)2

(i) var (2) = p (2)2 ( p (2))2

= p 4 (2 p)2 = 4 p (2 1)2 = 4 1 (2)2 =44 =0

(ii) var (3x) = p (3x)2 ( p (3x))2

= p 9x2 (3 px)2 = 9 p x2 [ (3)2 ( px)2] = 9 p x2 [9 ( px)2] = 9 { p x2 ( px)2} = 9 {E (x2) (E (x))2} = 9 var (x)

(iii) var (3 + 4x) = p (3 + 4x)2 ( p (3 + 4x))2

= p {(3)2 + 2(3)(4)x + ((4)x)2)} ( p 3 + p 4x)2 = p (9 + 24x + 16x2) { (3p + 4px)2} = (9p + 24px + 16px2) ( 3p + 4px)2 = { 9p + 24px + 16px2} {3 p + 4 px)2} = {9 p + 24 px + 16 px2} {3 1 + 4 px)2} = {9 1 + 24 px + 16 px2} {3 + 4 px)2} = {9 + 24 px + 16 px2} { (3)2 + 2 (3)(4 px) + (4 px)2} = {9 + 24 px + 16 px2} { 9 + 24 px + [(4)2 ( px)2]} = {9 + 24 px + 16 px2} { 9 + 24 px + 16 ( px)2} = 9 + 24 px + 16 px2 9 24 px 16 ( px)2 = 16 px2 16 ( px)2 = 16 [ px2 ( px)2] = 16 [E(x2) (E(x))2] = 16 var (x)

01. Find the mean and variance of the following probability distribution and hence find its standard deviation
x P (X = x) 10 1 5 20 3 20 30 1 2 75 1 10 80 1 20

Solution [Expectation: 21.5; Variance: 932.25 ; Standard Deviation : +30.53]

Calculations for Mean and Standard Deviations

x
10

P (X = x)
1 5 3 20 1 2 1 10 1 20 = 4 20 3 20 10 20 2 20 1 20

px [x P (X = x)]
40 20 60 20 300 20 150 20 80 20 430 20 = 21.5

x2
100

px2 [x P (X = x)]
2

400 20 1,200 20 9,000 20 11,250 20 6,400 20 27,890 20 = 1,394.5

20

400

30

900

75

5,625

80

6,400

Total

Since the given distribution is the probability distribution of a discrete random variable "X", p = 1. For the probability distribution: Meanofthedistribution Expectation of the variable E (x) = px = 21.5 Variance of the distribution var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 1,394.5 (21.5)2 = 1,394.5 462.25 = 932.25 Standard Deviation of the distribution

Var (x) SD (x) = + 932.25

SD (x) = + SD (x) = + 30.53

02.

A bakery has the following schedule of daily demand for cakes. No. of cakes demanded (in hundreds) Probability 0 0.02 1 0.07 2 0.09 3 0.12 4 0.20 5 0.20 6 0.18 7 0.10 8 0.01 9 0.01

Find the expected number of cakes demanded per day Solution [[Expectation: 436; Variance: 3.5304 ; Standard Deviation : +1.879]]

Let "x" represent the number of cakes demanded (in hundreds) per day. The values carried by "x" are 0, 1, 2, ... ,9 ==> "x" is finite. Sum of the probabilities of the various values of "x" = 0.02 =1 + 0.07 + 0.09 + 0.12 + 0.20 + 0.20 + 0.18 of a + 0.10 discrete + 0.01 random + 0.01

The values of "x" represent the values in the range "X" is a discrete random variable with range = {0, 1, 2, ... .9}

variable

The given distribution therefore, represents a discrete probability distribution of " X" Calculations for Mean and Standard Deviations

x
0 1 2 3 4 5 6 7 8 9

P (X = x)
0.02 0.07 0.09 0.12 0.20 0.20 0.18 0.10 0.01 0.01 1.00

px [x P (X = x)]
0 0.07 0.18 0.36 0.80 1.00 1.08 0.70 0.08 0.09 4.36

x2
0 1 4 9 16 25 36 49 64 81

px2 [x P (X = x)]
2

0 0.07 0.36 1.08 3.20 5.00 6.48 4.90 0.64 0.81 22.54

Total

Since the given distribution is the probability distribution of a discrete random variable "X", p = 1. From the probability distribution: Expected (Mean) Number Expectation/Mean of the distribution E (x) (Or) x = px = 4.36 (in hundreds) = 436 Variance of the Variance of the distribution var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 22.54 (4.36)2 = 22.54 19.0096 = 3.5304 Standard Deviation of the standard deviation of the distribution SD (x) = + number of cakes demanded per day number of caked demanded per day of cakes demanded per day

Var (x)

 SD (x) = +

3.5304

SD (x) = + 1.879

03. A random variable x has the following probability distribution

Values of x P(X = x) 0 0 1 2k 2 2k 3 k 4 3k 5 k
2

6 2K
2

7 7k + k
2

Find the value of K and then evaluate P(x < 6), P(x 6), and P(0 < x < 5). Find also the mean and variance of the distribution Solution [Expectation: 3.46; Variance: 4.0284 ; Standard Deviation : +2.007]

Since X is a random variable. Assuming the random variable to be discrete.. The given probability distribution would be a discrete probability distribution of " X" For a discrete probability distribution of a random variable "X", p = 1 From the above distribution 0 + 2K + 9k 10 10 K2 10 K (10K 10K 10K = 1 (Or) K = 1 1 10 p 2K K2 + (K 1 + = + + + 10K 1) 1) 0 K + 3K + 10 9K (K K2 + k 1 + (Or) K (K + 1) + = 2K2 k2 (7K2 1 1 1) = 1 = 1 1 1 0 0 0 0 0

+ = =

K)

= =

K=

(Or) 0.1

Since probability cannot be negative, k = 1 is ignored. The probability distribution replacing the values of of "k" would be

x
0 1 2 3 4 5 6 7 Therefore,

P (X = x) In K terms
0 2k 2k k 3k k
2

Calculations
2 (0.1) 2 (0.1) 1 (0.1) 3 (0.1) (0.1)
2

Probability
0 0.2 0.2 0.1 0.3 0.01 0.02 0.17

2k2 7k + k
2

2 (0.1)<SUP2< sup> 7 (0.1)<SUP2< sup> + (0.1)

P(x < 6) = P(x=0) + P (x = 1) + P (x = 2) + P (x = 3) + P (x = 4) + P (x = 5) (Or) = 1 P(x 6)

= 1 [P(x=6) + P(x=7)] = 1 [0.02 + 0.17] = 1 0.19 = 0.81 P(x 6) = P(x=6) + P(x=7) = 0.02 + 0.17 = 0.19 P(0 < x < 5) = P(x=1) + P(x=2) + P(x=3) + P(x=4) = 0.2 + 0.2 + 0.1 + 0.3 = 0.8 Calculations for finding the mean and variance of the distribution

x
0 1 2 3 4 5 6 7

P (X = x)
0.02 0.20 0.20 0.10 0.30 0.01 0.02 0.17 1.00

px [x P (X = x)]
0 0.20 0.40 0.30 1.20 0.05 0.12 1.19 3.46

x2
0 1 4 9 16 25 36 49

px2 [x P (X = x)]
2

0 0.20 0.80 0.90 4.80 0.25 0.72 8.33 16.00

Total

Mean/Expectation of the distribution E (x) (Or) x = px = 3.46 Variance of the distribution var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 16 (3.46)2 = 16 11.9716 = 4.0284 Standard Deviation of the distribution

Var (x) SD (x) = + 4.0284

SD (x) = + SD (x) = + 2.007

04. The monthly demand for radios is known to have the following probability distribution
Demand Probability 1 0.10 2 0.15 3 0.20 4 0.25 5 0.20 6 0.10

Determine the expected demand for radios. Also find the variance. If the cost (Rs. C) of producing (n) radios is given by C = 1000 + 200n, determine the expected cost.

Solution [Expectation Cost: 1,720] Let "x" represent the demand for radios. The demand for radios "x" can carry the "x" is finite i.e. discrete can be values 1, 1, 2, 2, 3, 3, ... ... , , 6 6

Therefore, the given probability distribution would be a discrete probability distribution of a random variable "X" For a discrete probability distribution of a random variable "X", p = 1 Calculations for finding the mean/expectation and variance of the distribution

x
1 2 3 4 5 6

P (X = x)
0.10 0.15 0.20 0.25 0.20 0.10 1.00

px [x P (X = x)]
0.10 0.30 0.60 1.00 1.00 0.60 3.60

x2
1 4 9 16 25 36

px2 [x P (X = x)]
2

0.10 0.60 1.80 4.00 5.00 3.60 15.10 for Radios

Total

Expected Demand Mean/Expectation of the distribution E (x) (Or) x = px = 3.60 Variance of Variance of the distribution var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 15.10 (3.60)2 = 15.10 12.96 = 2.14 Variance of Standard Deviation of the distribution SD (x) = + demand demand

for

Radios

for

Radios

Var (x) = + 2.14

= + 1.463 cost

The expected Expected cost of producing radios to meet the expected demand. Expected Cost is given by the relation 1000 + 200n where "n" represents no. of radios Therefore, for the expected demand, n = 3.60 Expected Cost = Cost of producing 3.60 radios C = 1000 + 200 (3.60) = 1000 + 720

= 1,720

Alternative for finding expected cost

The costs of radios based on the monthly demand would be:

Demand Probability Calculations for cost Cost

1 2 3 4 5 6 0.10 0.15 0.20 0.25 0.20 0.10 1000 + 200 (1) 1000 + 200 (2) 1000 + 200 (3) 1000 + 200 (4) 1000 + 200 (5) 1000 + 200 (6) 1,200 1,400 1,600 1,800 2,000 2,200

The monthly costs of radios demanded is also a probability distribution

Cost of Radios Demanded Probability

1,200 0.10

1,400 0.15

1,600 0.20

1,800 0.25

2,000 0.20

2,200 0.10

Calculations for finding the mean/expectation and variance of the distribution

x
1,200 1,400 1,600 1,800 2,000 2,200

P (X = x)
0.10 0.15 0.20 0.25 0.20 0.10 1.00

px [x P (X = x)]
120 210 320 450 400 220 1,720 Cost

Total

Expected Mean/Expectation of the distribution E (x) (Or) x = px = 1,720

Q5
For what value of "a" will the function f(x) = ax; x = 1, 2, ..., n be the probability mass function of a discrete random variable x? find the mean and the variance of x. Solution [ Variance: 3.5304 ; Standard Deviation : +1.879

f(x) = ax where x = 1, f(1) = a 1 f(1) = a where x = 2, f(2) = a 2 f(2) = 2a where x = 3, f(3) = a 3 f(3) = 3a ... ... ... where x = n, f(n) = a n f(n) = na The probability distribution of "x" which is a discrete probability distribution would be

x P(X = x)

1 a

2 2a

3 3a

... ...

... ...

n na

Since f(x) a + 2a a (1 + 2 + 3 + .... + n) = 1 n(n+1) 2

is p +

a 3a +

probability = .... +

mass na

function, 1 = 1

=1

a n(n + 1) = 2 2 n(n+1) 2 n(n+1) , f(x) represents a probability mass function

a=

Therefore, for a =

Calculations for Mean and Standard Deviations

x
1 2 3 ... ... n

P (X = x)
a 2a 3a ... ... na 1.00

px [x P (X = x)]
a 2 2a 3 2a ... ... n2a 4.36

x2
1 22 32 ... ... n2

px2 [x P (X = x)]
2

a 2 3a 3 3a ... ... n3a 22.54

Total

Expectation/Mean of the distribution E (x) (Or) x = px = a + 22a + 32a + ... + n2a = a (1 + 22 + 32 + ... + n2) = a (12 + 22 + 32 + ... + n2) = a n(n+1)(2n+1) 6 n(n+1)(2n+1) 6

= a

Variance of the distribution var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 22.54 (4.36)2 = 22.54 19.0096 = 3.5304 Standard Deviation of the distribution SD (x) = +

Var (x) = + 3.5304

= + 1.879

06.

Evaluate K if f(x) = K, x = 1, 2, 3, 4, 5, 6; f(x) = 0, elsewhere is a probability mass function. Also find its mean and standard deviation. Solution [Expectation: 3.5 ; Variance: 2.917 ; Standard Deviation : +1.708]

f(x) = k where x = 1, f(1) = k where x = 2, f(2) = k where x = 3, f(3) = k where x = 4, f(4) = k where x = 5, f(5) = k where x = 6, f(6) = k The probability distribution of "x" which is a discrete probability distribution would be

x P(X = x)
Since k 6k=1 1 6 f(x) + k is p + k

1 k a

2 k

3 k

4 k probability =

5 k

6 k mass function, 1 = 1

The discrete probability distribution of "x" with the values of "k" replaced

x P(X = x)

1 1 6

2 1 6

3 1 6

4 1 6

5 1 6

6 1 6

Calculations for Mean and Standard Deviations

x
1

P (X = x)
1 6 1 6 1 6 1 6 1 6 1

px [x P (X = x)]
1 6 2 6 3 6 4 6 5 6 6

x2
1

px2 [x P (X = x)]
2

1 6 4 6 9 6 16 6 25 6 36

16

5 6

25 36

6 21 6 = 3.5

6 91 6 = 15.167

Total

Expectation/Mean of the distribution E (x) (Or) x = px = 3.5 Variance of the distribution var (x) = E (x2) (E(x))2 var (x) = 15.167 (3.5)2 = 15.167 12.25 = 15.167 12.25 = 2.917 Standard deviation of the distribution SD (x) = +

Var (x) = + 2.917

= + 1.708

07.

The p.m.f. of a random variable (x) is given by f(x) = 2p for x = 1, f(x) = p for x = 2, f(x) = 4p for x = 3, f(x) = 0 otherwise Find the value of P, E(x) and Var(x). Also calculate P(X > 1). Solution [Expectation: 2.29 ; Variance: 0.7559 ; Standard Deviation : +0.869 ; P(X>1):0.714]

where

1,

f(x) f(x)

= =

2p p

f(1) f(2)

= =

2p p

where x = 2, where x = 3, f(x) = 4p f(3) = 4p

Since f(x) represents the probability mass function, the discrete probability distribution of "x" would be The probability distribution of "x" which is a discrete probability distribution would be

x P(X = x)
Since 7p=1 1 7 f(x) 2p + is p p a

1 2p

2 p probability = +

3 4p mass 4p = function, 1 1

The discrete probability distribution of "x" with the values of "p" replaced

P(X = x)

2 7

4 7

Calculations for Mean and Standard Deviations

x
1

P (X = x)
2 7 1 7 4 7 1

px [x P (X = x)]
2 7 2 7 12 7 16 7 = 2.29

x2
1

px2 [x P (X = x)]
2

2 7 4 7 36 7 42 7 =6

Total

Expectation/Mean of the distribution E (x) (Or) x = px = 2.29 Variance of the distribution var (x) = E (x2) (E(x))2 var (x) = 6 (2.29)2 = 6 5.2441 = 0.7559 Standard deviation of the distribution SD (x) = +

Var (x) = + 0.7559

= + 0.869

P (x > 1) = P (x = 2) + P (x = 3) = 1 7 5 7 + 4 7

(Or) 0.714

08. The range of a random variable X is (0, 1, 2). If C is a constant such that P(X) = 3C3, P(X = 1) = 4C
10C2, P(x = 2) = 5C 1, then C = Solution [Expectation: 2.56 ; Variance: 0.4464 ; Standard Deviation : +0.668] Let "x" represent the value in the range Therefore, f(x) = P(X=x) represents the probability mass function of the random variable "X".

P(X = 0) P(X = 1) = 4C P(x = 2) = 5C 1 f(2) = 5C 1

3C3 10C2,

f(1)

f(0) =

= 4C

3C3 10C2

Since f(x) represents the probability mass function, the discrete probability distribution of "x" would be

x P(X = x)

1 3C
3

2 4C 10C
2

3 5C 1

Since f(x) is a probability mass function, p = 1 (3C3) + (4C 10C2) + (5C 1) = 1 3C3 + 4C 10C2 + 5C 1 = 1 3 2 3C 10C + 9C 1 1 = 0 3C3 10C2 + 9C 2 = 0 (C 1) (3C2 7C + 2) = 0 (C 1) (3C2 6C C + 2) = 0 (C 1) {3C(C 2) 1( C 2)} = 0 (C 1) {(3C 1) (C 2)} = 0 (C 1) (3C 1) (C 2) = 0 C 1 = 0 (Or) 3C 1 = 0 (Or) C 2 = 0 C = 1 (Or) 3C = 1 (Or) C = 2 1 3

C=

C = 1 and C = 2 are ignored as they would give a value greater than 1 for 3C 3. Since 3C3 represents probability it cannot be greater than 1. The discrete probability distribution of "x" with the values of "C" replaced The probability distribution replacing the values of of "k" would be

P (X = x) In C terms
3C3

Calculations
3( 1 3 )3

Probability
1 9 1 3 2 9 2 3 6 9

4C 10C2

4 (

1 3

) 10(

)2

5C 1

5 (

1 3

)1

(Or)

Therefore, the distribution would be

x P(X = x)

1 1 9

2 2 9

3 6 9

Calculations for Mean and Standard Deviations

x
1

P (X = x)
1 9

px [x P (X = x)]
1 9

x2
1

px2 [x P (X = x)]
2

1 9

2 9 6 9 1

4 9 18 9 23 9 = 2.56

8 9 54 9 63 9 =7

Total

Expectation/Mean of the distribution E (x) (Or) x = px = 2.56 Variance of the distribution var (x) = E (x2) (E(x))2 var (x) = 7 (2.56)2 = 7 6.5536 = 0.4464 Standard deviation of the distribution SD (x) = +

Var (x) = + 0.4464

= + 0.668

09. The value of C for which P(X = K) = CK2 can serve as the probability function of a random variable x that
takes values 0, 1, 2, 3, 4, is ... Solution [Expectation: 3.33 ; Variance: 0.71 ; Standard Deviation : +0.843] "x" represent the value in the range of Therefore, f(x) = P(X=x) represents the probability mass function f(x) = P(X = k) = CK2 where K = 1, f(1) = C (1)2 f(1) = C where K = 2, f(2) = C (2)2 f(2) = 4C where x = 3, f(3) = C (3)2 f(3) = 9C where x = 4, f(4) = C (4)2 f(4) = 16C Since f(x) represents the probability mass function, the discrete probability distribution of "x" would be the random variable "X".

x P(X = x)
Since C 30C = 1 1 30 f(x) + is p 4C

1 C a +

2 4C

3 9C probability 9C = +

4 16C mass 16C = function, 1 1

C=

The discrete probability distribution of "x" with the values of "C" replaced

The probability distribution replacing the values of of "k" would be

P (X = x) In C terms
C

Calculations
1( 1 30 1 30 1 30 1 30 )

Probability
1 30 4 30 9 30 16 30

4C

4 (

9C

9 (

16C

16 (

Therefore, the distribution would be

x P(X = x)

1 1 30

2 4 30

3 9 30

4 16 30

Calculations for Mean and Standard Deviations

x
1

P (X = x)
1 30 4 30 9 30 16 30 1

px [x P (X = x)]
1 30 8 30 27 30 64 30 100 30 = 3.33

x2
1

px2 [x P (X = x)]
2

1 30 16 30 81 30 256 30 354 30 = 11.8

16

Total

Expectation/Mean of the distribution E (x) (Or) x = px = 3.33 Variance of the distribution var (x) = E (x2) (E(x))2 var (x) = 11.8 (3.33)2 = 11.8 11.09 = 0.71 Standard deviation of the distribution

 SD (x)

= = =

Var (x) + 0.71

+ + 0.843

10.

A random variable x takes the values of &m inus;1, 0, 1. Its mean is 0.6. If P(X = 0) = 0.2, then P(X = 1) = ? Solution [Expectation: 0.6 ; Variance: 0.44 ; Standard Deviation : +0.663; P(X=1): 0.7]

"x" represent the value in the range of Therefore, f(x) = P(X=x) represents the probability mass function P(X = 0) = 0.2 f(0) = 0.2 Let P(X = 1) = "a" and P(X = 1) = "b"

the

random

variable

"X".

Since f(x) represents the probability mass function, the discrete probability distribution of "x" would be

x P(X = x)
Since f(x) a a a + b = 0.8 (1) is

1 a a p + + 0.2 b

0 0.2

1 b probability = + = 1 b = mass function, 1 1 0.2

Calculations for Mean and Standard Deviations

x
1 0 +1

P (X = x)
a 0.2 b 1

px [x P (X = x)]
a 0 b a+b

x2
1 0 1

px2 [x P (X = x)]
2

a 0 b a+b

Total

Expectation/Mean of the distribution E (x) (Or) x = px 0.6 = a + b (2) Solving (1) and (2) we get, (1) (2) (1) + (2) a + b a + b = 0.8 = 0.6

2b = 1.4 b = 0.7

Substituting the value of "b" in (1) we get, a + b = 0.8 a + 0.7 = 0.8 a = 0.8 0.7 a = 0.1 The distribution with the values of "a" and "b" replaced would be

x P(X = x)

1 0.1

0 0.2

1 0.7

Therefore, P(x=1) = b P(x=1) = 0.7 Variance of the distribution

 var (x) = E (x2) (E(x))2 var (x) = (a + b) ( a + b)2 = 0.8 (0.6)2 = 0.8 0.36 = 0.44 Standard deviation of the distribution SD (x) = +

Var (x) = + 0.44

= + 0.663

11. If x is a random variable, show that (i) E(1) = 1; (ii) E(3x) = 3E(x) and (iii) E(2 + 3x) = 2 + 3E(x)
Solution []

We Therefore,

know,

(x)

px

(i) E (1) = p 1
=p =1

(ii) E (3x) = p 3x
= 3 px = 3 E(x

(iii) E (2 + 3x) = p (2 + 3x)

= (2p + 3px) = 2p + 3px = 2 p + 3 px = 2 1 + 3 E (x) = 2 + 3 E (x)

13.

If the variance of a random variable x is 5, then the variance of the random variable ( 3x) is Solution [Var(-3x): 45]

We know, var (x) = E(x2) (E (x))2 = px2 ( px)2

Therefore, var (x) = 5 px2 ( px)2 = 5 (1)

var ( 3x) = p ( 3x)2 { p ( 3x)}2 = p {( 3)2 (x)2} { 3px}2 = p {9x2} { 3px}2 = 9px2 { 3 px}2 = 9 px2 {( 3)2 ( px)2} = 9 px2 {9 ( px)2} = 9 [ px2 ( px)2] = 9 [5] [Using (1)] = 45

Alternative
We know, var (x) = E(x2) (E (x))2 = px2 ( px)2 var (ax) = a2 var (x) Given, var (x) = 5 (A) Therefore, var ( 3x) = ( 3)2 var (x) = 9 var (x) = 9 5 [Using (A)] = 45

14. A number is chosen at random from the set 1, 2, 3, ... , 100 and another number is chosen at random
from the set 1, 2, 3, ... , 50. What is the expected value of the sum and the expected value of the product? Solution [Expectation: 25.5 ; Expectation(sum): 76 ; Expectation(product): 1,287.75] Let the variable representing a number from the first set be "x" and a number from the second set be be "y" First Set In the experiment of choosing a number from the set of 100 numbers, there are 100 elementary events i.e. the events of choosing 1, choosing 2,... , choosing 100 All these elementary events are equally likely (since any of the 100 numbers can appear on choosing a number) and mutually exclusive (since appear of one of the numbers prevents the appearance of the other numbers). They are exhaustive events since they form all possible events in the experiment. Therefore probability of occurance of each elementary event i.e. getting each number is 1/100 The probability distribution of "x" would therefore be

x P(X = x)

1 1 100

2 1 100

... 1 100

... 1 100

100 1 100

Calculations for Mean and Standard Deviations

P (X = x)

px

x2

px2

[x P (X = x)]
1 1 100 1 100 1 100 1 100 1 100 1 100 100 16 7 = 2.29 px = 1 100 + 2 100 + ... ... 100 100 1 100 2 100 1

[x2 P (X = x)]
1 100 4 100

...

...

...

... 10,000 100 42 7 =6

100

10,000

Total

1 + 2 + ... + ... + 100 100 100(100+1) 2

100 [Sum of the first "n" natural numbers = 50 101 100 n(n+1) 2

= 50.5 px2 = 1 100 + 4 100 + ... ... 10,000 100

1 + 4 + ... + ... + 10,000 100 1 + 2 + ... + ... + 1002 100 100(100+1)(2 100 + 1) 6
2 2

100 [Sum of the squares of the first "n" natural numbers = 100(101)(201) 6 1 100 n(n+1)(2n+1) 6

= 101 37

2 = 1,868.5 Expectation of the distribution E (x) = px = 50.5 Second Set In the experiment of choosing a number from the set of 50 numbers, there are 50 elementary events i.e. the events of choosing 1, choosing 2,... , choosing 50 All these elementary events are equally likely (since any of the 50 numbers can appear on choosing a number) and mutually exclusive (since appear of one of the numbers prevents the appearance of the other numbers). They are exhaustive events since they form all possible events in the experiment. Therefore probability of occurance of each elementary event i.e. getting each number is 1/50 The probability distribution of "y" would therefore be

y P(X = y)

1 1 50

2 1 50

... 1 50

... 1 50

50 1 50

Calculations for Mean and Standard Deviations

y
1

P (X = y)
1 50 1 50 1 50 1 50 1 50 1

py [y P (X = y)]
1 50 2 50

y2
1

py2 [y P (X = y)]
2

1 50 4 50

...

...

...

... 50 50 16 7 = 2.29 2,500 50 42 7 =6

50

2,500

Total

py =

1 50

2 50

+ ... ...

50 50

1 + 2 + ... + ... + 50 50 50(50+1) 2

50 [Sum of the first "n" natural numbers = n(n+1)

2 = 25 51 50

= 25.5 py2 = 1 50 1 + 4 50 + ... ... 2,500 50

4 + ... + ... + 2,500 50

1 + 2 + ... + ... + 502 50 50(50+1)(2 50 + 1) 6

50 [Sum of the squares of the first "n" natural numbers = 50(51)(101) 6 17 101 2 1 50 n(n+1)(2n+1) 6

= 858.5

Expectation of the distribution E (y) = py = 25.5 Expectation of the sum of the two variables E(x + y) = E (x) + E(y) = 50.5 + 25.5 = 76 Expectation of the product of the two variables E(x y) = E (x) E(y) = 50.5 25.5 = 1,287.75

15. The probability that there is at least one error is an accounts statement prepared by A is 0.2 and for B
and C they are 0.25 and 0.4 respectively A, B, and C prepared 10, 16 and 20 statements respectively. Find the expected number of correct statements in all Solution Expected no. of correct statements in all prepared by "A", "B" and "C" together : 32

Let "x", "y" and "z" represent the number of correct statements prepared by "A", "B" and "C" respectively. For "A" In the experiment of testing whether a statement prepared by "A" is correct or not, there are two possible events,

The event of the statement having at least one error The event of the statement having no errors
The probability that there is at least one error is an accounts statement prepared by A is 0.2 Probability that a statement prepared by "A"

has atleast one error = 0.2 P(Error) = 0.2 has no error = 0.8 P(No Error) = 0.8
Considering the two events of "Error" or "No Error" to be the only possibilities, they are exhaustive events P("Error" "No Error") = 1 (1) Since there can either be atleast one error or there cannot be any error, the two events of "Error" or "No Error" are mutually exclusive P("Error" "No Error") = 0 (Or) P("Error" "No Error") = P("Error") + P("No Error") (2) From (1) P("Error" "No P("Error") 0.2 P("No P("No Error") = 0.8 No. of N = 10 repetitions of and Error") = + + Error") (2) P("Error") P("No P("No = we + P("No Error") Error") 1 can Error") = = write 1 1 1 0.2

the

experiment

No.

of

statements

made

by

"A"

tested

Expected no. of correct statements prepared by "A" = Expected the = = =8 E(x) = 8 Similarly For "B" Probability that a statement prepared by "B" frequency N 10 of occurance of the event "No Error" P(No in "N" repetitions of experiment Error) 0.8

has atleast one error = 0.25 P(Error) = 0.25 has no error = 0.75 P(No Error) = 0.75
No. of N = 16 repetitions of the experiment = No. of statements made by "B" tested

Expected no. of correct statements prepared by "B" = Expected the = = = 12 frequency N 16 of occurance of the event "No Error" P(No in "N" repetitions of experiment Error) 0.75

 E(y) = 12 Similarly For "C" Probability that a statement prepared by "C"

has at least one error = 0.4 P(Error) = 0.4 has no error = 0.6 P(No Error) = 0.6
No. of N = 20 repetitions of the experiment = No. of statements made by "C" tested

Expected no. of correct statements prepared by "C" = Expected the = = = 12 E(z) = 12 Expected no. of correct statements in all prepared by "A", "B" and "C" together E (x + y + z) = E (x) + E (y) + E (z) = 8 + 12 + 12 = 32 frequency N 20 of occurrences of the event "No Error" P(No in "N" repetitions of experiment Error) 0.6

A person tosses a coin and is to receive Rs. 4 for a head and is to pay Rs. 2 for a tail. Find expectation and variance of his gains.

Net Answers :
[Expectation: 1; Variance: 9]

Solution
Let "x" indicate the amount gained by the person [Since you are required to find the expectation of the players gain, the variable would represent the players gain] The amount that the player can gain would be

+ Rs. 4 if the coin shows up a head Rs. 2 if the coin shows up a tail
The values carried by the variable ("x") "X" is a discrete random variable with range = { 2, + 4} would be either + 4 or 2

"X" represents the random variable and P(X = x) represents the probability that the value within the range of the random variable is a specified value of "x" Probabilty that the coin shows up a

 Head =

1 2 1 2

Tail

Since, in the experiment of tossing a coin there are two elementary events which are equally likely, mutually exclusive and exhaustive, the probability of occurance of each elementary event is P(HEAD) = P(TAIL) = Probability for the persons gain to be 1 2 1 2

+ Rs. 4 P(X = + 4) =

Rs. 2 P(X = 2) =

The probabilty distribution of "x" would be

x P(X = x)

Rs. 2 1 2

+4 1 2

Calculations for Mean and Standard Deviations

x
2

P (X = x)
1 2 1 2 1

px [x P (X = x)]
2 2 +4 2 +2 2 =+1

x2
4

px2 [x P (X = x)]
2

4 2 16 2 20 2 = + 10

+4

16

Total

The persons expected gain

Expectation of "x" E (x) = px =1 Variance of the Persons gain var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 10 (1)2 = 10 1 =9 Standard Deviation of the persons gain

 SD (x) = +

Var (x) =+9

=+3

Find the expected value of the number of tails appearing when two fair coins are tossed.

Net Answers :
[Expectation: 1; Variance: 0.5]

Solution
Let "x" indicate the number of tails appearing on tossing two coins [Since you are required to find the expected value of the number of tails appearing, the variable would represent the number of tails.] The number of tails appearing can be either

0 when no tails appear 1 when 1 tail appears 2 when 2 tails appear

The values carried by the variable ("x") "X" is a discrete random variable with range = {0, 1, 2} would be either 0, 1, or 2

"X" represents the random variable and P(X = x) represents the probability that the value within the range of the random variable is a specified value of "x" In the experiment of tossing two coins Total no. of possible choices = 2 2 =4 Probabilty that the two coins would show up No. of favorable choices Total no. of possible choices 1 4

No Tails =

P(No Tails) =

For the two letter word "HH" No. of letters in total = of the first kind all of which are different = 0 x = 0 2 = 2 {H, n H} a = = 2 2

No. of favorable choices = No. of ways in which the two letters of the word HH can be permuted. = n!

a! = 2! 2!

=1 One Tail = No. of favorable choices Total no. of possible choices 2 4

P(One Tail) =

For the two letter word "HT" No. of letters in total = all of which are different = 2 x = 2 2 n = 2

No. of fav rable choices = No. of ways in which the two letters of the word HH can be permuted. = n! a!

= n! = 2! =21 =2 Two Tails = No. of favorable choices Total no. of possible choices 1 4

P(Two Tails) =

For the two letter word "TT" No. of letters in total = of the first kind all of which are different = 0 x = 0 2 = 2 {T, n T} a = = 2 2

No. of favorable choices = No. of ways in which the two letters of the word HH can be permuted. = n! a! 2! 2!

=1 Therefore, probability that the no. of tails would be 1 4

0 P(X = 0) =

 1 P(X = 1) =

1 2 1 4

(Or)

2 4

2 P(X = 2) =

The probabilty distribution of "x" would be

x P(X = x)

0 1 4

1 2 4

2 1 4

Calculations for Mean and Standard Deviations

x
0

P (X = x)
1 4 2 4 1 4 1

px [x P (X = x)]
0 2 4 2 4 4 4 =1

x2
0

px2 [x P (X = x)]
2

0 2 4 4 4 6 4 = 1.50

Total

Expected no. of tails

Expectation of "x" E (x) = px =1 Variance of the number of tails var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 1.5 (1)2 = 1.5 1 = 0.5 Standard Deviation of the persons gain SD (x) = +

Var (x) = + 0.5

= + 0.707

Problem

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An unbiased coin is tossed four times. If "x" denotes the number of heads, form the distribution of "x" by writing all the possible outcomes and hence calculate the expected value and variance of "x".

Net Answers :
[Expectation: 2; Variance: 1]

Solution
"x" indicates the number of heads appearing on tossing an unbiased coin four times. [Since you are required to find the expected value of the number of heads, the variable would represent the number of heads.] The number of tails appearing can be either

0 1 2 3 4

when when when when when

no heads appear 1 head appears 2 heads appear 3 heads appear 4 heads appear be either 0, 1, 2, 3 or 4

The values carried by the variable ("x") would "X" is a discrete random variable with range = {0, 1, 2, 3, 4}

"X" represents the random variable and P(X = x) represents the probability that the value within the range of the random variable is a specified value of "x" In the experiment of tossing an unbiased coin four times Total no. of possible choices = 2 2 2 2 = 16 Probabilty that the four tosses would show up No. of favorable choices Total n . of possible choices 1 16

No Heads =

P(No Heads) =

For the two letter word "TTTT" No. of letters in total = of the first kind = all of which are different = 0 x = 0 5 4 {T, T, T, n T} = a 4 4

No. of favorable choices = No. of ways in which the two letters of the word TTTT can be permuted. = n! a! 4! 4!

=1

 One Heads =

No. of favorable choices Total no. of possible choices 4 16

P(One Head) =

For the four letter word "HTTT" No. of letters in total = of the first kind = all of which are different = 1 {H} x = 1 4 3 {T, T, T} n = a 4 3

No. of favorable choices = No. of ways in which the four letters of the word HTTT can be permuted. = n! a! 4! 3! 4 3! 3!

=4 Two H ads = No. of favorable choices Total no. of possible choices 6 16

P(Two Heads) =

For the four letter word "HHTT" No. of letters in total = of the first kind of the second kind all of which are different = 0 {} x = 0 4 = = 2 2 {T, {H, n T} H} a b = = = 4 2 2

No. of favorable choices = No. of ways in which the four letters of the word HHTT can be permuted. = n! a! b! 4! 2! 2! 4 3 2! 2 1 2!

=6 Three Heads = No. of favorable choices Total no. of possible choices

P(Three Heads) = 4

16 For the four letter word "HHHT" No. of letters in total = of the first kind = all of which are different = 1 {T} x = 1 4 3 {H, H, H} n = a 4 3

No. of favorable choices = No. of ways in which the four letters of the word HHHT can be permuted. = n! a! 4! 3! 4 3! 3!

=4 Four Heads = No. of favorable choices Total no. of possible choices 1 16

P(Four Heads) =

For the four letter word "HHHH" No. of letters in total = of the first kind = all of which are different = 0 {} x = 0 4 4 {H, H, H, n H} = a 4 4

No. of favorable choices = No. of ways in which the four letters of the word HHHH can be permuted. = n! a! 4! 4!

=1 Therefore, probability that the no. of heads would be 1 16 4 16 6 16 (Or) 1 4 3 8

0 P(X = 0) =

1 P(X = 1) =

2 P(X = 2) = 3 P(X = 3) =

(Or)

4 (Or) 1

16 4 P(X = 4) = 1 16

The probabilty distribution of "x" would be

x P(X = x)

0 1 16

1 4 16

2 6 16

3 4 16

4 1 16

Calculations for Mean and Standard Deviations

x
0

P (X = x)
1 16 4 16 6 16 4 16 1 16 1

px [x P (X = x)]
0 4 16 12 16 12 16 4 16 32 16 =2

x2
0

px2 [x P (X = x)]
2

0 4 16 24 16 36 16 16 16 80 16 =5

16

Total

Expected no. of Heads

Expectation of "x" E (x) = px =2 Variance of the number of heads var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 5 (2)2 =54 =1 Standard Deviation of the number of heads SD (x) = +

Var (x) =+1

=+1

Problem

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A player tosses 3 fair coins. He wins Rs. 10 if 3 heads appear, Rs. 6 if 2 heads appear and Rs. 2 if 1 head appears on the other hand he losses Rs. 25 if 3 tails appear. Find the expected gain of the player.

Net Answers :
[Expectation: 1; Variance: 104]

Solution
Let "x" indicate the players gain [Since you are required to find the expected gain of the players agin, the variable would represent the gain of the player.] The players gain may be either

Rs. 10 when three heads appear Rs. 6 when 2 heads appear Rs. 2 when 1 head appears Rs. 25 when 0 heads appear

The values carried by the variable ("x") would be either Rs. 25, Rs. 2, Rs. 6 or Rs. 10 "X" is a discrete random variable with range = { 25, 2, 6, 10} "X" represents the random variable and P(X = x) represents the probability that the value within the range of the random variable is a specified value of "x" In the experiment of tossing 3 fair coins Total no. of possible choices = 2 2 2 =8 Probabilty that the 3 coins would show up No. of favorable choices Total no. of possible choices 1 8

No Heads =

P(No Heads) =

For the three letter word "TTT" No. of letters in total = of the first kind all of which are different = 0 x = 0 3 3 {T, T, T} n = a 3 3

No. of favorable choices = No. of ways in which the three letters of the word TTT can be permuted. = n! a!

= 3!

3! =1 One Head = No. of favorable choices Total no. of possible choices 3 8

P(One Head) =

For the three letter word "HTT" No. of letters in total = of the first kind = all of which are different = 1 {H} x = 1 3 2 {T, n T} a = = 3 2

No. of favorable choices = No. of ways in which the three letters of the word HTT can be permuted. = n! a! 3! 2! 3 2! 2!

=3 Two Heads = No. of favorable choices Total no. of possible choices 3 8

P(Two Heads) =

For the three letter word "HHT" No. of letters in total = of the first kind all of which are different = 1 {T} x = 1 3 = 2 {H, n H} a = = 3 2

No. of favorable choices = No. of ways in which the three letters of the word HHT can be permuted. = n! a! 3! 2! 3 2! 2!

=3 Three Heads = No. of favorable choices Total no. of possible choices

 P(Three Heads) =

1 8

For the three letter word "HHH" No. of letters in total = of the first kind = all of which are different = 0 {} x = 0 3 3 {H, H, H} n = a 3 3

No. of favorable choices = No. of ways in which the four letters of the word HHHT can be permuted. = n! a! 3! 3!

=1 Therefore, probability that the players gain would be 1 8 3 8 3 8 1 8

Rs. 25 P(X = 25) =

+ Rs. 2 P(X = 2) =

+ Rs. 6 P(X = 6) =

+ Rs. 10 P(X = 10) =

The probabilty distribution of "x" would be

x P(X = x)

25 1 8

+2 3 8

+6 3 8

+ 10 1 8

Calculations for Mean and Standard Deviations

x
25

P (X = x)
1 8 3 8 3 8 1 8 1

px [x P (X = x)]
25 8 6 8 18 8 10 8 9

x2
625

px2 [x P (X = x)]
2

625 8 12 8 108 8 100 8 845

+2

+6

36

+ 10

100

Total

8 = 1.125 Expected gain of the player

8 = 105.625

Expectation of "x" E (x) = px = 1.125 Variance of the players gain var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 105.625 (1.125)2 = 105.625 1.265625 = 104.36 Standard Deviation of the players gain SD (x) = +

Var (x) = + 104.36

= + 10.22

Problem

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Throwing 2 unbiased coins simultaneously Mr. X bets with Mrs. X that he will receive Rs. 4 from her if he gets a head and he will give Rs. 4 to her otherwise. Find Mr. Xs expectation.

Net Answers :
[Expectation: 0; Variance: 16]

Solution
Let "x" indicate the amount received by Mr. X [Since you are required to find Mr. X's expectation, the variable would represent the amount received by Mr. X.] The amount received by Mr. X may be

Rs. 4 if he gets a (one) head Rs. 4 otherwise

The values carried by the variable ("x") "X" is a discrete random variable with range = { 4, 4} would be either Rs. 4, Rs. 4

"X" represents the random variable and P(X = x) represents the probability that the value within the range of the random variable is a specified value of "x" In the experiment of tossing 2 fair coins

Total no. of possible choices = 2 2 =4 Probabilty that the 2 coins would No. of favorable choices Total no. of possible choices

Show up One Head = 2 4

P(No Heads) =

For the two letter word "HT" No. of letters in total = all of which are different = 2 x = 2 2 n = 2

No. of favorable choices = No. of ways in which the two letters of the word HT can be permuted. = n! = 2! =21 =2 Not Show up One Head = 1 Probability of the two coins showing up one head P((One Head)c) = 1 P(One Head) = 1 2 4

42 4 2 4

Therefore, probability that Mr. X would earn 2 4 2 4 1 2 1 2

Rs. 4 P(X = 4) =

(Or)

+ Rs. 4 P(X = 4) =

(Or)

The probabilty distribution of "x" would be

x P(X = x)

4 1 2

+4 1 2

Calculations for Mean and Standard Deviations

P (X = x)

px [x P (X = x)]

x2

px2 [x P (X = x)]
2

1 2 1 2 1

4 2 4 2 0 2 =0

16

16 2 16 2 32 2 = 16

+4

16

Total

Expected earnings of Mr. X

Expectation of "x" E (x) = px =0 Variance of Mr. X'e earnings var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 16 (0)2 = 16 0 = 16 Standard Deviation of Mr. X's earnings SD (x) = +

Var (x) = + 16
=+4

A weighted coin so that P(H) = 1/3 and P(T) = 2/3 is tossed until a head or 5 tails occur. Find the expected number of tosses of the coin.

Net Answers :
[Expectation: 2.605 ; Variance:2.288]

Solution
Let "x" indicate the number of tosses of the coin [Since you are required to find the expectation of the number of tosses of the coin, the variable would represent the number of tosses of the coin.] The number of tosses of the coin would be

1 2 3 4 5

if if if if

a a a a if

head appears on the 1st throw tail appears on the 1st throw and a head appears on the 2nd throw tail appears on the 1st 2 throws and a head appears on the 3rd throw tail appears on the 1st 3 throws and a head appears on the 4th throw a tail appears on the 1st 4 throws and a head appears

on

the

5th

throw

(Or) if a a tail appears on the 1st 5 throws The values carried by the variable ("x") would "X" is a discrete random variable with range = {1, 2, 3, 4, 5} be either 1, 2, 3, 4 or 5

"X" represents the random variable and P(X = x) represents the probability that the value within the range of the random variable is a specified value of "x" In a single throw with a coin, Probability of: 1 3 2 3

Getting a head P(H) =

Getting a tail P(T) Probabilty that

A Head appears on the first throw P(H) = P(H1) = 1 3

A Tail appears on the 1st throw and a Head on the 2nd P(TH) = P(T1 H2) = P(T1) P(H2) = 2 3 2 9 1 3

Since the events of getting a tail on the first throw (T1) and a head on the second (H2) are independent P(T1 H2) = P(T1) P(H2) A Tail appears on the first 2 throws and a Head on the 3rd P(TTH) = P(T1 T2 H3) = P(T1) P(T2) P(H3) = 2 3 4 27 2 3 1 3

Since the events of getting a tail on the first 2 throws (T1) and (T2) and a head on the third (H3) are independent P(T1 T2 H3) = P(T1) T2) P(H3) A Tail appears on the first 3 throws and a Head on the 4th P(TTTH) = P(T1 T2 T3 H4) = P(T1) P(T2) P(T3) P(H4) = 2 3 2 3 2 3 1 3

8 81

Since the events of getting a tail on the first 3 throws (T1), (T2) and (T3) and a head on the fourth (H4) are independent P(T1 T2 T3 H4) = P(T1) T2) P(T3) P(H4) A Tail appears on the first 4 throws and a Head on the 5th P(TTTTH) = P(T1 T2 T3 T4 H5) = P(T1) P(T2) P(T3) P(T4) P(H5) = 2 3 16 243 2 3 2 3 2 3 1 3

Since the events of getting a tail on the first 4 throws (T1), (T2), (T3) and (T4) and a head on the fifth (H5) are independent P(T1 T2 T3 T4 H5) = P(T1) T2) P(T3) P(T4) P(H5) A Tail appears on the first 5 throws P(TTTTT) = P(T1 T2 T3 T4 T5) = P(T1) P(T2) P(T3) P(T4) P(T5) = 2 3 32 243 2 3 2 3 2 3 2 3

Since the events of getting a tail on the first 5 throws (T1), (T2), (T3), (T4) and (T5) are independent P(T1 T2 T3 T4 T5) = P(T1) T2) P(T3) P(T4) P(T5) Therefore, probability that the number of throws would be 1 P(X = 1) = P(H) = 1 3 (Or) 27 81

2 P(X = 2) = P(TH) = 2 9 (Or) 18 81

3 P(X = 3) = P(TTH) = 4 27 (Or) 12 81

4 P(X = 4) = P(TTTH) = 8 81

 5 P(X = 5) = P(TTTTH) or P P(TTTTT) = P(TTTTH) P(TTTTT) = P(TTTTH) + P(TTTTT) = 16 243 + 32 243

16 + 32 243 48 243 (Or) 16 81

The probabilty distribution of "x" would be

x P(X = x)

1 27 81

2 18 81

3 12 81

4 8 81

5 16 81

Calculations for Mean and Standard Deviations

x
1

P (X = x)
27 81 18 81 12 81 8 81 16 81 1

px [x P (X = x)]
27 81 36 81 36 81 32 81 80 81 211 81 = 2.605

x2
1

px2 [x P (X = x)]
2

27 81 72 81 108 81 128 81 400 81 735 81 = 9.074 tosses of the coin

16

25

Total

Expected number Expectation of "x" E (x) = px = 2.605

of

Variance of the number of tosses of the coin var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 9.074 (2.605)2 = 9.074 6.786 = 2.288

Standard Deviation of the number of tosses of the coin SD (x) = +

Var (x) = + 2.288

= + 1.513

Suppose in a game of coin tossing a person, say X will get Rs. 5 if the head turns up and will lose Rs. 4 if tail turns up. If n (number of trails) in which an unbiased coin is tossed are considered, what is the value of his expectation?

Net Answers :
[Expectation: 0.5n ]

Solution
"x" indicate Mr. X's gain [Since you are required to find the expected gain of X, the variable would represent Mr. X's gain.] In a single tossing of the coin, the amount won by Mr. X may be

+ Rs. 5 (winning Rs. 5) if a head turns up Rs. 4 (losing Rs. 4) if a tail turns up
The values carried by the variable ("x") "X" is a discrete random variable with range = { 4, + 5} would be either 4 or + 5

"X" represents the random variable and P(X = x) represents the probability that the value within the range of the random variable is a specified value of "x" In the experiment of tossing a coin Total no. of possible choices = 2 Probabilty that the coin would show up 1 2

A Head P(Head) = 1 2

A Tail P(TAIL) =

Therefore, probability that the amount won by Mr. X would be 1 2 1 2

Rs. 5 P(X = 5) =

Rs. 4 P(X = 4) =

The probabilty distribution of "x" would be

+5

P(X = x)

1 2

1 2

Calculations for Mean and Standard Deviations

x
4

P (X = x)
1 2 1 2 1

px [x P (X = x)]
4 2 5 2 1 2 = 0.5

x2
16

px2 [x P (X = x)]
2

16 2 25 2 41 2 = 20.5

+5

25

Total

Expected winnings of Mr. X

Expectation of "x" E (x) = px = 0.5 Variance of Mr. X's winnings var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 20.5 (0.5)2 = 20.5 0.25 = 20.25 Standard Deviation of the number of heads SD (x) = +

Var (x) = + 20.25

= + 4.5

Let x1, x2, x3, ... represent the amount won by Mr. X on the first throw, second throw, third throw, .... Mr. X's expected amount of winning

On
E (x1) = 0.5

the the the

First Second Third

Throw Throw Throw

On
E (x2) = 0.5

On
E (x3) = 0.5

... ... On
E (xn) = 0.5

the

nth

Throw

Each trial (throwing of the coin) is identical and therefore the expected amount of winning in each trial would

be the same Therefore, Mr. X's expected winning in "n" trials (throwings) of the coin = E = = = 0.5 n (x1) 0.5 + + E 0.5 n (x2) + + E 0.5 (x3) + + ... ... + n E (xn) times 0.5

Alternative
Where all the trials are identical the expected amount of winning in all the trials together is given by Number of Trials Expectation in each trial Expected amount of winnings in "n" tosses of the coin = No. = = = 0.5n Oftimes the n coin n is tossed Expected E winnings per toss (x) 0.5

Problem

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If a person gains or loses an amount equal to the number appearing when a balanced die is rolled once, according to whether the number is even or odd, how much money can be expect per game in the long run?

Net Answers :
[Expectation: 0.50 ; Variance: 14.92 ; Standard Deviation: +3.863]

Solution
Let "x" indicate the amount that the person wins [Since you are required to find the expected money earned by the peron, the variable would represent the amount of the persons gain] The amount gained by the person would be

Rs. 1 if the dice shows up ONE + + + Rs. Rs. Rs. Rs. Rs. 2 3 4 5 6 if if if if if the the the the the dice dice dice dice dice shows shows shows shows shows up up up up up TWO THREE FOUR FIVE SIX

The values carried by the variable ("x") would be either 1, + 2, 3, + 4, 5 or +6 "X" is a discrete random variable with range = { 5, 3, 1, + 2, + 4, + 6} "X" represents the random variable and P(X = x) represents the probability that the value within the range of the random variable is a specified value of "x" In the experiment of tossing a dice, there are six possible elementary events, the events of the die showing up either ONE, TWO, THREE, FOUR, FIVE or SIX all of which are mutually exclusive, equally likely and exhaustive. Therefore the probability of occurance of each elementary event is 1/6 Probabilty that the dice would show up ONE P(ONE) = 1

6 TWO P(TWO) = 1 6 1 6 1 6 1 6 1 6

THREE P(THREE) =

FOUR P(FOUR)

FIVE P(FIVE)

SIX P(SIX)

Probability for the amount of the persons winnings to be 1 6 1 6 1 6 1 6 1 6 1 6

1 P(X = 1) =

+ 2 P(X = + 2) =

3 P(X = 3) =

+ 4 P(X = + 4) =

5 P(X = 5) =

+ 6 P(X = + 6) =

The probabilty distribution of "x" would be

x P(X = x)

1 1 6

+2 1 6

3 1 6

+4 1 6

5 1 6

+6 1 6

Calculations for Mean and Variance

x
1

P (X = x)
1 6 1 6 1 6 1

px [x P (X = x)]
1 6 2 6 3 6 4

x2
1

px2 [x P (X = x)]
2

1 6 4 6 9 6 16

+2

3 4

9 16

6 5 1 6 1 6 1

6 5 6 6 6 +3 6 = 0.5 25

6 25 6 36 6 91 6 = + 15.17

36

Total

Expectation of the persons gain

Expectation of "x" E (x) = px = 0.50 Variance of the persons gain var (x) = E (x2) (E(x))2 var (x) = px2 ( px)2 = 15.17 (0.5)2 = 15.17 0.25 = 14.92 Standard Deviation of the persons gain SD (x) = +

Var (x) = + 14.92

= + 3.863

Function Representing a Distribution

Consider the simple frequency distribution: Variable (x) 5 8 10 15 50

Frequency (y)

125

512

1,000

3,375

8,000

The two variables in the distribution are related by the relation y = x3. Recollect, y = x3 is a function. It can also be written as f (x) = x3. A function that defines the relationship between the two sets of data in a distribution can be identified.

Use
If we know the definition of the relationship between the two sets of data in a distribution, we can find the second coordinate relevant to a given first coordinate using this definition. Say for x= 50, f(x) or y = 1,25,000, since y = x3 Consider the simple frequency distribution:

10

15

20

15 y 129

30 129

45 129

60 129

3x The two variables in the distribution are related by the relation 129y 3x = 0 (Or) y = 129

Deriving the relation between any two variables

The relationship between any two variables can be derived using a set of values relating to the variables. The relationship can be built using a number of statistical and mathematical techniques

Regression Equation
A Linear Relation between the variables can be found out using Regression Equations. Linear relationship between two variables implies that the equation defining the relationship between the two variables is a first degree equation i.e. a straight line equation of the form y = a + bx or ax + by + c = 0. This is called a linear relationship because, it produces a straight line if we plot the corresponding values of the variables on a graph sheet.

Normal Equations
A linear and parabolic relationship between the variables can be found out using normal equations. A parabolic relationship between two variables implies that the equation defining the relationship between the two variables is a second degree equation i.e. a curve of the form y = a + bx + cx.

Geometric Technique
A Linear Relation between the variables can be found out using the analytical geometric formula for building the equation of a straight line passing through two given points. For this we need just two sets of values for the two variables.

Some Terms to help your understanding Hide/Show

Eg: 1. y = 3 + 4x is a function from "x" to "y". It defines the relationship between the two variable "x" and "y". Using y = 3 + 4x, we assume a value for "x" and find the related value for "y". "x" is called the independent variable and "y" the dependent variable. 2. f(x) = 4x 24; "f" is a function from "x" to "__". It defines the relationship between the two variable "x" and another variabel which we generally name "y". f(x) indicates that there is another variable which is dependent on "x" or which is a function of

"x" "x" is called the independent variable and the other variable say "y" the dependent variable. 24 3x Say if we write it as y = 4

24 4y We can also write it as x = 3

Relation between the two values in a probability distribution

A distribution indicating all the possible numerical values (within the range of a discrete random variable in relation to an experiment) with their respective probabilities is called a discrete probability distribution. The two variables in a probability distribution are the value carried by a variable indicating the range of a random variable and its probability. Eg: 1. The probability distribution of a random variable relating to the experiment of tossing 3 coins where getting a head is termed a success. x 0 1 2 3

1 P(X=x) 8

3 8

3 8

1 8

Probability Function
A function which gives the relationship between the two variables in a probability distribution is named the "Probability Function". A probability function assumes the "variable" indicating the values within the range of a random variable as its independent variable and the "probability" as the dependent variable. In a probability function the value of the "variable" (indicating the values within the range of a random variable) is assumed and its respective probability is found out.

Denoting the Probability Function

We denote the "variable" (indicating the values within the range of a random variable) as "x" and the respective probability as P(X=x). Using these the probability function is denoted as "f" is a function from "x" to P(X=x) (Or) f : "x" P(X=x) (Or) f(x) = P(X=x) Eg: 1. The probability distribution of a random variable relating to the experiment of tossing 3 coins where getting a head is termed a success and "x" is a variable indicating the number of successes.

1 P(X=x) 8

3 8

3 8

1 8

Where, f(x) = P(X=x) represents the probability function relating to this probability distribution Where "x =0", f(0) = P(X=0); Where "x = 2" f(2) = P(X=2); ... 2. A person on tossing a die wins an amount equal to the "number on the die Rs. 10" if an even number appears and loses an amount equal to the "number on the die Rs. 5" if an odd number appears. In the experiment of tossing a coin, The Sample Space "S" = {ONE, TWO, THREE, FOUR, FIVE, SIX} If "s' represents the elements of the set "S" and "x" the amount that the person wins, Then, the random variable "X" representing the relationship between "s" and "x" is X(s) = x (Or) X : s x The random variable distribution would be

Number on the die

ONE

TWO

THREE

FOUR

FIVE

SIX

+ 20

15

+ 40

25

+ 60

"X" is a function with domain "S" and Range = {1, 2, 3, 4, 5, 6}. The probability distribution indicating the values that "x" (representing the values within the range of "X") may carry with the respective probabilities would be

+ 20

15

+ 40

25

+ 60

1 P(X=x) 6

1 6

1 6

1 6

1 6

1 6

Where, f(x) = P(X=x) represents the probability function relating to this probability distribution Where, "x = 5", f(5) = P(X=5); Where "x = +10", f(+10) = P(X=+10); ...

Probability Mass Function (pmf)

A probability function relating to a discrete random variable is called the "Probability Mass Function".

If the range of a random variable "X" assumes a discrete set of values x1, x2, x3, ... xn, then the function "f" defined by f(xi) = P(X = xi) is called the "Probability Function" or "Probability Mass Function" of "X". The pmf assigns a probability [P(X = xi)] for each of the possible values [xi] of the variable. It gives the probability that the variable (representing the range of the discrete random variable) equals to some value.

A discrete probability function, f(x), is a function that satisfies the following properties.

f (xi) 0 The probability for the variable to carry a particular value is always a positive real number. f (xi) = 1 [i = 1, 2, 3, ... ] The sum of the probabilities of all the possible values that the variable (representing the range of the discrete radom variable) may carry is equal to One.

Considering the probabiliity distribution as above

+ 20

15

+ 40

25

+ 60

1 P(X=x) 6

1 6

1 6

1 6

1 6

1 6

1 Here, f(x) = P(X=x) f(x) = 6

For each value that the variable may carry the probabilty is equal to 1/6. [Such a function where the dependent variable carries the same value for all the values that the independent variable may carry is called a constant function]

Mathematical Expectation (Expected Value) of a Random Variable

In probability theory the expected value (or mathematical expectation) of a random variable is the sum of the product of the values within the range of the discrete random variable and their respective probabilities of occurrence. If "x" is a value within the range of the discrete random variable "X" assuming the values x1, x2, x3, ... xn, with respective probabilities of occurrence p1, p2, p3, ...., pn, where p1 + p2 + p3 + ....+ pn = 1, then the "Mathematical Expectation" or the "Expected Value" {represented by E(x)} of "x" is given by E(x) = x1 p1 + x2 p2 + ... + xn pn = xi pi (Or) pi xi [i = 1, 2, 3, ... n]

= px

Expectation of xr
The mathematical expectation of or the expected value of xr is defined to be equal to the sum of the product of the values (within the range of the discrete random variable) raised to the power "r" and the probabilities of occurrence of the value. E(xr) = x1r p1 + x2r p2 + ... + xnr pn = (xi)r pi (Or) pi xir [i = 1, 2, 3, ... n] Therefore, Expectation of x2 E(x2) = pi xi2

Expectation of the sum of two or more variables

The mathematical expectation of or the expected value of the sum of two or more variables is the sum of the expectations of the variables. E(x + y + ...) = E(x) + E(y) + ...

Expectation of the product of two or more variables

The mathematical expectation of or the expected value of the product of two or more independent variables is the product of the expectations of the variables. E(x y ...) = E(x) E(y) ...

Illustration
If "x" represents a value within the range of a random variable "X" and "c" is a constant show that (i) E(c) = c; (ii) E(cx) = c E(x) and (iii) E(x x) = 0 Sol. (i) We know, E (x) = px. Therefore, E (c) = p c =cp =c1 =c pc = p1c + p2c + ... pnc = c [p1 + p2 + ... pn] =cp (ii) We know, E (x) = px. Therefore, E (cx) = p cx = c px = c E(x) (iii) We know, E (x) = px. Therefore, E (x x) = p (x x) = px px = E(x) x p

= E(x) x 1 =xx

... From Page 6

Mean and variance

For a simple frequency distribution: Variable (x) Frequency (y) fx Mean (x) = f Variance (2) = f 5 125 8 512 10 1,000 fx2 15 3,375 fx f 50 8,000

)2

In a frequency distribution the total frequency (f) indicates the total number of units in the data from which the simple frequency distribution has been constructed. From the above distribution we can say that the value 5 appears 125 times, 8 appers 512 times, 10 appears 1,000 times, 15 appears 3,375 times, 50 appears 8,000 times in the raw data from which the distribution has been constructed. Therefore, we can say that a frequency distribution is a distribution where the total frequency is distributed over the different values of the variable in the distribution. For a probability distribution A probability distribution is analogous to a frequency distribution. The probability can be compared to the frequency in a frequency distribution. x 0 1 P(X=x) or p 8 8 8 8 1 3 2 3 3 1

Applying similar logic to px Mean (x) = p px = 1 = px = E (x) [ p = 1 for a probability distribution of a discrete random variable] The mean of a probability distribution is nothing but its expectation. px2 Variance [Var (x)] = p px p fx2 f fx f fx f

)2 ]

 px2 = 1

px 1

)2

= ( px2) ( px)2 = E (x2) (E (x))2 [ p = 1 for a probability distribution of a discrete random variable] We can say that a probability distribution is a distribution where the total probability (1) is distributed over the different values of the variable in the distribution.

Illustration
If "x" represents a value within the range of (i) If "a" is a constant then show that var(a) = (ii) If "a" and "b" are constants, then var (a + bx) = b2 var(x) Sol. (i) We know, Var (x) = E(x2) [ E(x)]2 (Or) px2 ( px)2 Therefore, Var (a) = p a2 ( p a) = a2 p (a p) = a2 1 (a 1) = a2 (a) =0 Var (ax) = p (ax)2 ( p ax) = p a2x2 (a px)
2 2 2 2

a 0

random variable and var(ax) =

"X" and a2 var(x)

= a2 p x2 (a)2 ( px) = a2 [ p x2 ( px) 2] = a2 [Var (x)] pa = p1a + p2a + ... pna = a [p1 + p2 + ... pn] =cp

(ii) We know, Var (x) = E(x2) [ E(x)]2 (Or) px2 ( px)2 Therefore, Var (a + bx) = p (a + bx)2 ( p (a + bx))2 = p (a2 + 2abx + (bx)2) ( p a + pbx)2 = [ p a2 + 2 pabx + p(bx)2] [ ( p a + pbx)2]

= [ p a2 + 2 pabx + p(bx)2] [(a p + b px)2] = [a2 p + 2ab px + b2 p x2] [(a 1 + b px)2] = [a2 1 + 2ab px + b2 p x2] [(a + b px)2] = [a2 + 2ab px + b2 p x2] [(a2 + 2a b px + (b px)2] = a2 + 2ab px + b2 p x2 a2 2a b px (b px)2 = b2 p x2 [ b2 ( px)2 = b2 { p x2 ( px)2} = b2 {Var (x)}