Mathematical Expectation

(Example and Exercises, Walpole, 8th edition)

Example
Assuming that two fair coins were tossed, find the mean of X where X is the event
for the number of head,

Example
Let X be the random variable that denotes the life in hours of a certain electronic
device. The probability density function is,

 20000 
 , x  100 
f ( x)   x 3 

0, elsewhere


Find the expected life of this type of device.

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The mean or expected value of the random variable g(X) with probability
distribution f(x) is

Example
Suppose that the number of cars X that pass through a car wash between 4.00 pm
and 5.00 pm on any sunny Friday has the following probability distribution:

x 4 5 6 7 8 9
P(X=x) 1 1 1 1 1 1
12 12 4 4 6 6

Let g ( X )  2 X  1 represent the amount of money in dollars, paid to the attendant

Example
Let X be a random variable with density function,
 x2 
 ,  1  x  2
f (X )   3 
0, elswhere 
 
Find the expected value of g ( X )  4 X  3 .

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Exercise
1. The density function of coded measurements of pitch diameter of threads of a
fitting is
 4 
 , 0  x  1
f ( x)   (1  x )
2

 0, elsewhere 

Find the expected value of X.

Exercise
2. Let X be a random variable with the following probability distribution:

x -3 6 9
f(x) 1 1 1
6 2 3
Find g(x), where g ( X )  ( 2 X  1) .
2

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Variance
(Example and Exercises, Walpole, 8th edition)
The mean does not give adequate description of the shape of a distribution.
Variability in the distribution is characterised using variance and standard
deviations.

The variance of the random variable X or the variance of the probability

The positive square root of variance, , is the standard deviation.

Example
Let the random variable X represent the number of automobiles that are used for
official business purposes on any given workday. The probability distribution for
company A is
x 1 2 3
f(x) 0.3 0.4 0.3

and for company B is x 0 1 2 3 4

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The variance of a random variable, X, can be written as   E ( X )  
2 2 2

Proof:

Example
Let the random variable X represent the number of defective parts for a machine
when 3 parts are sampled from a production line and tested. The following
probability is distribution of X.
x 0 1 2 3
f(x) 0.51 0.38 0.10 0.01

Use the above theorem to calculate 2.

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Example
The weekly demand for Pepsi in thousands of litres, from a local chain efficiency
stores, is a continuous random variable X having the probability density

2( x  1), 0 x2 

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(Example and Exercises, Walpole, 8th edition)

For a random variable g(X) with probability distribution f(x), the variance will be
denoted by g(X)2

Example
Calculate the variance of g ( X )  2 X  3 where X is a random variable with
probability distribution
x 0 1 2 3
f(x) 1 1 1 1
4 8 2 8

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Example
Let X be random variable having the density function
 x2 
 , 1  x  2 
f ( x)   3 .
 0, elsewhere

Find the variance of the random variable g ( X )  4 X  3 .

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Exercise
1. Let X be a random variable with the following probability distribution:

x -2 3 5
f(x) 0.3 0.2 0.5
Find the standard deviation of X.

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Means and variances of linear combinations of random variables
(Example and Exercises, Walpole, 8th edition)
Theorem 4.5

If a and b are constant, then E (aX  b)  aE ( X )  b .

Example
Refer to page 44 (Lecture 15), g ( X )  2 X  1 . Find E (2 X  1) .

Example
Refer to page 44 (Lecture 15), g ( X )  4 X  3 . Find E (4 X  3) .

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Theorem 4.6
The expected value of the sum or difference of two or more functions of a
random variable X is the sum or difference of the expected values of the
functions. That is,
Eg ( X )  h( X )  Eg ( X )  Eh( X )

Example
Let X be a random variable with probability distributions as follows:

x 0 1 2 3
f(x) 1 1 0 1
3 2 6
Find the expected values of Y = (X - 1)2

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Example
The weekly demand for a certain drink, in thousands of liters, at a chain of
convenience stores is a continuous random variable g ( X )  X 2  X  2 , where X
has a density function
2( x  1), 1  x  2 
f ( x)   .
 0, elsewhere
Find the expected value for the weekly demand of the drink.

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Chebyshev’s Theorem
(Example and Exercises, Walpole, 8th edition)
The probability that any random variable X will assume a value within k
standard deviations of the mean is at least 1-1/k2. That is,
1
P(   k  X    k )  1 
k2

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Example
A random variable X has a mean  = 8, a variance 2 = 9, and an unknown
probability distribution. Find
(a) P (-4 < X < 20)
(b) P (  X – 8  ≥ 6)

Exercise
1. Suppose X is a normal random variable with mean  and standard deviation .
Demonstrate that Chebyshev’s Theorem holds for k = 2 and k = 3.

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