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Calculate the expectation of a discrete random variable, using the example of tossing four coins.

Mathematics

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Answer

2
5

σ2=1\sigma^2 = 1

Step-by-step solution

11 steps

Here's a breakdown of the concepts from your notes:

  • Expectation (Mean) of a Discrete Random Variable: The expectation, or mean, of a discrete random variable XX is denoted by E[X]E[X] or μ\mu. It represents the average value of the random variable over many trials. The formula for the expectation is:

    E[X]=∑xxP(X=x)E[X] = \sum_{x} x P(X=x)

    where xx represents each possible value of the random variable, and P(X=x)P(X=x) is the probability of XX 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 (24=162^4 = 16 possible outcomes). Let XX be the number of heads when tossing four fair coins. The possible values for XX are 0,1,2,3,40, 1, 2, 3, 4, with the following probabilities:
    P(X=0)=1/16P(X=0) = 1/16
    P(X=1)=4/16P(X=1) = 4/16
    P(X=2)=6/16P(X=2) = 6/16
    P(X=3)=4/16P(X=3) = 4/16
    P(X=4)=1/16P(X=4) = 1/16

  1. Substitute the values into the expectation formula.

    $$
    E[X] = 0 \left(\frac{1}{16}\right) + 1 \left(\frac{4}{16}\right) + 2 \left(\frac{6}{16}\right) + 3 \left(\frac{4}{16}\right) + 4 \left(\frac{1}{16}\right)
    $$
    
  2. Multiply the terms.

    $$
    E[X] = \frac{0}{16} + \frac{4}{16} + \frac{12}{16} + \frac{12}{16} + \frac{4}{16}
    $$
    
  3. Sum the numerators.

    $$
    E[X] = \frac{0+4+12+12+4}{16} = \frac{32}{16}
    $$
    
  4. Simplify the fraction.

    $$
    E[X] = \boxed{2}
    $$
    
    • Variance of a Discrete Random Variable: The variance of a discrete random variable XX, denoted by σ2\sigma^2 or Var(X)Var(X), measures how far the values of the random variable are spread out from the mean. The formula for variance is:

      σ2=E[(X−μ)2]\sigma^2 = E[(X-\mu)^2]

      This can be expanded and simplified to a more computationally convenient form:

      σ2=E[X2]−(E[X])2\sigma^2 = E[X^2] - (E[X])^2

      where E[X2]=∑xx2P(X=x)E[X^2] = \sum_{x} x^2 P(X=x).

      Example: Calculating E[X2]E[X^2] for Tossing Four Coins
      Using the same example of tossing four coins, we first calculate E[X2]E[X^2].

  5. Substitute the values into the E[X2]E[X^2] formula.

    $$
    E[X^2] = 0^2 \left(\frac{1}{16}\right) + 1^2 \left(\frac{4}{16}\right) + 2^2 \left(\frac{6}{16}\right) + 3^2 \left(\frac{4}{16}\right) + 4^2 \left(\frac{1}{16}\right)
    $$
    
  6. Square the xx values and multiply.

    $$
    E[X^2] = 0 \left(\frac{1}{16}\right) + 1 \left(\frac{4}{16}\right) + 4 \left(\frac{6}{16}\right) + 9 \left(\frac{4}{16}\right) + 16 \left(\frac{1}{16}\right)
    $$
    $$
    E[X^2] = \frac{0}{16} + \frac{4}{16} + \frac{24}{16} + \frac{36}{16} + \frac{16}{16}
    $$
    
  7. Sum the numerators.

    $$
    E[X^2] = \frac{0+4+24+36+16}{16} = \frac{80}{16}
    $$
    
  8. Simplify the fraction.

    $$
    E[X^2] = \boxed{5}
    $$
    
    **Calculating the Variance**  
    Now we can calculate the variance using $E[X] = 2$ and $E[X^2] = 5$.
    
  9. Use the variance formula.

    $$
    \sigma^2 = E[X^2] - (E[X])^2
    $$
    
  10. Substitute the calculated values.

    $$
    \sigma^2 = 5 - (2)^2
    $$
    
  11. Simplify.

    $$
    \sigma^2 = 5 - 4
    $$
    $$
    \sigma^2 = \boxed{1}
    $$
    
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