What is the Expected Value of Discrete Random Variables?

To be explicit, first was wrong for 2 and 3, which are the only values that give a positive contribution to E(X).In summary, E(X) = 5/8 and E(X2 - 2|X|) is not provided in the conversation. The approach for finding the probability mass function p(x) for the number of different birthdays among four people is to treat it as five separate problems, one for each value of x, and use the formula P(1st person has any b-day)*P(2nd is same)*P(3rd is same)*P(4th is same). Alternatively, a tree diagram can be used to calculate p(x) for each value of x.
  • #1
forty
135
0
The distribution function of a random variable X is given by:

F(x) =

0 if x <-3
3/8 if -3 <= x < 0
1/2 if 0 <= x < 3
3/4 if 3 <= x <4
1 if x => 4

Calculate E(X) and E(X2 - 2|X|)

Well I'm at a loss of E(X) although once I know this the other should be fairly simple..

Ive got E(X) = -3(3/8)-2(3/8)-1(3/8)+1(1/8)+2(1/8)+1(1/4)+2(1/4)+3(1/4)+4(1/4) = 5/8

Is this the right method?

Rather than making another post I also need a hand with the following.
Let X be the number of different birthdays among four persons selected randomly. Find E(X).

I know how to do this in principal E(X) = 0.p(0) + 1.p(1) + 2.p(2) + 3.p(3) + 4.p(4)

but i don't know how to find the probability mass function p(x) I know it will takes values 0,1,2,3,4 and will probably involve the pick formula 365!/(365-x)! or something along those lines.

Any help would be greatly appreciated!
 
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  • #2
forty said:
The distribution function of a random variable X is given by:

F(x) =

0 if x <-3
3/8 if -3 <= x < 0
1/2 if 0 <= x < 3
3/4 if 3 <= x <4
1 if x => 4

Calculate E(X) and E(X2 - 2|X|)

Well I'm at a loss of E(X) although once I know this the other should be fairly simple..

Ive got E(X) = -3(3/8)-2(3/8)-1(3/8)+1(1/8)+2(1/8)+1(1/4)+2(1/4)+3(1/4)+4(1/4) = 5/8

Is this the right method?

No. You were given the cdf F(x), so first you could find the pmf p(x). It looks like you tried to do that, but not correctly. The only x-values that give a positive value for p(x) are x=-3, 0, 3, and 4.


Rather than making another post I also need a hand with the following.
Let X be the number of different birthdays among four persons selected randomly. Find E(X).

I know how to do this in principal E(X) = 0.p(0) + 1.p(1) + 2.p(2) + 3.p(3) + 4.p(4)

but i don't know how to find the probability mass function p(x) I know it will takes values 0,1,2,3,4 and will probably involve the pick formula 365!/(365-x)! or something along those lines.

Any help would be greatly appreciated!

You could treat finding p(x) as five different problems, for each of x=0, 1, 2, 3, and 4.

Example: p(1)=prob they all have same birthday=P(1st person has any b-day)*P(2nd is same)*P(3rd is same)*P(4th is same)=1*(1/365)*(1/365)*(1/365).

p(4)=prob they all have different b-days, which is similar.

For p(2), there may be clever ways, but a boring safe way is to make a tree of possibilities. Similarly for p(3).

If you use this approach (i.e. one person at a time), just remember the trick that for the first person, you always have P(1st person has any b-day)=1.
 
  • #3
p(x) = 3/8 for x = -3
p(x) = 1/8 for x = 0
p(x) = 2/8 for x = 3
p(x) = 2/8 for x = 4

is this right?

E(X) = -9/8 + 6/8 + 8/8 = 5/8 (this gives the same answer as above I presume this is just coincidence if my first method is wrong)
 
  • #4
forty said:
p(x) = 3/8 for x = -3
p(x) = 1/8 for x = 0
p(x) = 2/8 for x = 3
p(x) = 2/8 for x = 4

is this right?

E(X) = -9/8 + 6/8 + 8/8 = 5/8 (this gives the same answer as above I presume this is just coincidence if my first method is wrong)

New method is right, and first was just coincidence.
 

FAQ: What is the Expected Value of Discrete Random Variables?

What is the definition of expectation for a discrete random variable?

The expectation of a discrete random variable is a measure of the average value that the variable would take over a large number of trials. It is calculated by multiplying each possible value of the variable by its corresponding probability, and then summing these products together.

How is the expectation of a discrete random variable different from its mean?

The expectation and mean of a discrete random variable are often used interchangeably, but they are not exactly the same. The mean is simply the arithmetic average of all the values that the variable can take, while the expectation also takes into account the probabilities of these values occurring.

What is an example of calculating the expectation of a discrete random variable?

Let's say we have a six-sided die, where the numbers 1-6 are equally likely to appear. The expectation of this die would be (1*1/6) + (2*1/6) + (3*1/6) + (4*1/6) + (5*1/6) + (6*1/6) = 3.5. This means that if we rolled the die many times, the average value we would get would be 3.5.

Can the expectation of a discrete random variable be negative?

Yes, the expectation of a discrete random variable can be negative. This would occur if the possible values of the variable have negative values and/or the corresponding probabilities are such that the sum of the products is negative.

Why is the concept of expectation important in probability and statistics?

The expectation of a discrete random variable is an important concept in probability and statistics because it helps us understand the behavior of the variable over many trials. It also serves as a useful summary measure for the variable, which can be used to make predictions and draw conclusions about a population based on a sample. Additionally, the expectation is used in many statistical tests and models to make inferences and draw conclusions about the underlying population.

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