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Lecture 05

This lecture covers conditional probability mass functions, the geometric probability mass function, the total expectation theorem, and joint probability mass functions of two random variables. It reviews key concepts like expectation, variance, and memoryless properties. Examples include the random time to traverse a distance and finding the expected number of coin tosses until the first head.

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9 views

Lecture 05

This lecture covers conditional probability mass functions, the geometric probability mass function, the total expectation theorem, and joint probability mass functions of two random variables. It reviews key concepts like expectation, variance, and memoryless properties. Examples include the random time to traverse a distance and finding the expected number of coin tosses until the first head.

Uploaded by

chena072000a
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture 5

Lecture Outline
• Review: PMF, expectation, variance
• Conditional PMF
• Geometric PMF
• Total expectation theorem
• Joint PMF of two random variables
Review
• Random variable : function from sample space to the real
numbers
• PMF (for discrete random variables) = =
• Expectation:
=∑

( ) =∑ ( ) ( )

+ = +
• − , - =
2 = ∑( − , -)2 ( )
= −

= 2 − ( , -)2
• Standard deviation: = ( )
Random speed
• Traverse a 200 mile distance at constant but random
speed

• = 200, = ( ) = 200/
• , -=
• ( )=
• =
Average speed vs. average time
• Traverse a 200 mile distance at constant but random
speed

• Time in hours = = ( ) =
• = =∑ =
• = 200 ≠ ∙
• ,200/ - = , - ≠ 200/ , -
Conditional PMF and expectation
• | = =
• =∑ | ( )

• Let = * ≥ 2+

| =

=
Geometric PMF
• : number of independent coin tosses until first head
= 1− −1 , = 1,2, ⋯
∞ ∞

=∑ =∑ 1− −1

=1 =1
• Memoryless Property: Given that > 2, the . . − 2 has the
same geometric PMF
Total Expectation theorem
• Partition of sample space into disjoint events 1, 2, … ,

= 1 1 + ⋯+ P B An
= 1 | 1 + ⋯+ |
= 1 1 + ⋯+
• Geometric example:
1: * = 1+, 2: * > 1+
= =1 =1 + >1 >1

• Solve to get , - = 1/
Joint PMFs
• , , = = =

•∑ ∑ , ( , )=
• =∑ , ( , )=
( , )
• | | =P X=xY=y = ,
( )
•∑ | ( | )=

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