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Calculate the expectation of a discrete random variable, using the example of tossing four coins.
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11 stepsHere's a breakdown of the concepts from your notes:
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Expectation (Mean) of a Discrete Random Variable: The expectation, or mean, of a discrete random variable is denoted by or . It represents the average value of the random variable over many trials. The formula for the expectation is:
where represents each possible value of the random variable, and is the probability of taking that value.
Example: Tossing Four Coins
The notes mention "tossing three coins" but the probabilities are given out of 16, which corresponds to tossing four coins ( possible outcomes). Let be the number of heads when tossing four fair coins. The possible values for are , with the following probabilities:
Substitute the values into the expectation formula.
$$ E[X] = 0 \left(\frac{1}{16}\right) + 1 \left(\frac{4}{16}\right) + 2 \left(\frac{6}{16}\right) + 3 \left(\frac{4}{16}\right) + 4 \left(\frac{1}{16}\right) $$Multiply the terms.
$$ E[X] = \frac{0}{16} + \frac{4}{16} + \frac{12}{16} + \frac{12}{16} + \frac{4}{16} $$Sum the numerators.
$$ E[X] = \frac{0+4+12+12+4}{16} = \frac{32}{16} $$Simplify the fraction.
$$ E[X] = \boxed{2} $$-
Variance of a Discrete Random Variable: The variance of a discrete random variable , denoted by or , measures how far the values of the random variable are spread out from the mean. The formula for variance is:
This can be expanded and simplified to a more computationally convenient form:
where .
Example: Calculating for Tossing Four Coins
Using the same example of tossing four coins, we first calculate .
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Substitute the values into the formula.
$$ E[X^2] = 0^2 \left(\frac{1}{16}\right) + 1^2 \left(\frac{4}{16}\right) + 2^2 \left(\frac{6}{16}\right) + 3^2 \left(\frac{4}{16}\right) + 4^2 \left(\frac{1}{16}\right) $$Square the values and multiply.
$$ E[X^2] = 0 \left(\frac{1}{16}\right) + 1 \left(\frac{4}{16}\right) + 4 \left(\frac{6}{16}\right) + 9 \left(\frac{4}{16}\right) + 16 \left(\frac{1}{16}\right) $$ $$ E[X^2] = \frac{0}{16} + \frac{4}{16} + \frac{24}{16} + \frac{36}{16} + \frac{16}{16} $$Sum the numerators.
$$ E[X^2] = \frac{0+4+24+36+16}{16} = \frac{80}{16} $$Simplify the fraction.
$$ E[X^2] = \boxed{5} $$ **Calculating the Variance** Now we can calculate the variance using $E[X] = 2$ and $E[X^2] = 5$.Use the variance formula.
$$ \sigma^2 = E[X^2] - (E[X])^2 $$Substitute the calculated values.
$$ \sigma^2 = 5 - (2)^2 $$Simplify.
$$ \sigma^2 = 5 - 4 $$ $$ \sigma^2 = \boxed{1} $$
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