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Chapter 4 Mathematical Expectation - Part 1 0

The document defines and provides examples of calculating the mean (expected value) and variance of random variables. It introduces mean as the average value of a random variable based on its probability distribution. Variance is defined as a measure of how far values of a random variable are from its mean, on average. Examples calculate the mean number of good/defective components in random samples and the expected life of an electronic device based on its probability density function.

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Shammi Kumar
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76 views14 pages

Chapter 4 Mathematical Expectation - Part 1 0

The document defines and provides examples of calculating the mean (expected value) and variance of random variables. It introduces mean as the average value of a random variable based on its probability distribution. Variance is defined as a measure of how far values of a random variable are from its mean, on average. Examples calculate the mean number of good/defective components in random samples and the expected life of an electronic device based on its probability density function.

Uploaded by

Shammi Kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Engineering Probability & Statistics

(AGE 1150)
Chapter 4: Mathematical Expectation
Part 1
Mean of a Random Variable
• Definition:
Let X be a random variable with a probability distribution f(x). The
mean (or expected value) of X is denoted by μX (or E(X)) and is defined
by:
Example: A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3 defective
components. A sample of 3 is taken by the inspector. Find the expected
value of the number of good components in this sample.
Sol.:
• Let X represent the number of good components in the sample. The
probability distribution of X is

• Simple calculations yield f(0) = 1/35, f(1) = 12/35, f(2) = 18/35, and
f(3) = 4/35.
• It is a discrete, therefore

Thus, if a sample of size 3 is selected at random over and over again from a lot of 4 good components and 3
defective components, it will contain, on average, 1.7 good components.
Example: (Return to example in Ch 3)
A shipment of 8 similar microcomputers to a retail outlet contains 3 that
are defective and 5 are non-defective. If a school makes a random purchase
of 2 of these computers, find the expected number of defective computers
purchased
Sol. :
Let X = the number of defective computers purchased.
We found previously (in Ch 3) that the probability distribution of X is:
Thus, if a sample of size 2 is selected at random over and over again from a lot of 3 defective computers and 5 non-
defective computers, it will contain, on average, 0.75 defective computers.
Example: Let X be a continuous random variable
that represents the life (in hours) of a certain
electronic device. The pdf of X is given by:

• Find the expected life of this type of devices.


Therefore, we expect that this type of electronic devices to last, on average, 200 hours.
Theorem
• Let X be a random variable with a probability distribution f(x), and let
g(X) be a function of the random variable X. The mean (or expected
value) of the random variable g(X) is denoted by μg(X) (or E[g(X)]) and
is defined by:
Example: Let X be a discrete random variable with the
following probability distribution

Find E[g(X)], where g(X)=(X −1)2.


Example (See expected life of electronic
device example): Find
Variance (of a Random Variable):
• The most important measure of variability of a random variable X is
called the variance of X and is denoted by Var(X) or .
• Definition:
Let X be a random variable with a probability distribution f(x) and mean
μ. The variance of X is defined by:

• Definition:
• The positive square root of the variance of X, , is called the
standard deviation of X.
Note:
Var(X)=E[g(X)], where g(X)=(X −μ)2
• Theorem:
The variance of the random variable X is given by:

• Example:
• Let X be a discrete random variable with the following probability
distribution. Find Var(X)=
• Example: Let X be a continuous random variable with the following
pdf, Find the mean and the variance of X.

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