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Chapter 4 2022

probability and statistics Chapter 4 Mathematical Expectation

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9 views23 pages

Chapter 4 2022

probability and statistics Chapter 4 Mathematical Expectation

Uploaded by

yehya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Probability and Statistics

Chapter 4
Mathematical Expectation

Dr. Yehya Mesalam


Expected Value
Discrete RV
E(X)   x P(x) μ
x
E(X 2
)   x 2 P(x)
x
E(X K
)   x K P(x)
x

E(any thing)  (any thing) P(x)


x

V(X)  (x -  ) 2 f(x) 2


x

V(X) (x
E 2
)  [ E ( x)]2   2
2
Dr. Yehya Mesalam
Expected Value
Continuous RV
E(X)   x f(x
range x
)μ

E(X )  x f(x )
2 2

range x

E(X )  x f(x )
K K

range x

E(any 
thing)  (any thing) f(x)

V(X) 
(x - ) f(x
2 2
  )  
range x

V(X) (x
E 2
)  [ E ( x)]2   2
3
Dr. Yehya Mesalam
Expected Value
If a and b are constants, then
E (ax  b)  a.E ( x)  b
V (ax  b)  σ axb  a .  a 
2 2 2
x
2 2

V (ax)  σ  a . x  a 
2
ax
2 2 2 2

If X and Y are independent random variables


E ( x  y )  E ( x)  E ( y )
E ( x. y)  E ( x).E ( y)
V (ax  by)  σ axby  a . x  b . y
2 2 2 2 2
4
Dr. Yehya Mesalam
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, Then calculate the
variance

5
Dr. Yehya Mesalam
Solution
• Let X represent the number of good components in
the sample
• The probability distribution of X is 3
4
 4  3  G D

 x
3  x

f ( x )    
G
7 D

3 
 {3
  0} .
2 1
1 2
X =0, 1, 2, 3 0 3

6
Dr. Yehya Mesalam
Solution
X 0 1 2 3 Sum

f(x) 1/35 12/35 18/35 4/35 1

x.f(x) 0 12/35 36/35 12/35 60/35

x2.f(x) 0 12/35 72/36 36/35 120/35

E(X)   x f(x)  μ  60 12  1.71


x
35 7

V(X)   2  E(x 2
)  [ E( x)]2  120  (60 )2  0.3647
35 35
7
Dr. Yehya Mesalam
Example
• Let X be the random variable that denotes the
life in hours of a certain electronic device. The
probability density function is

Find the expected life of this type of device


8
Dr. Yehya Mesalam
Solution

9
Dr. Yehya Mesalam
Example
• Suppose that the number of cars X that pass through a
car wash between 4:00 P.M. and 5:00 P.M. on any
sunny Friday has the following probability
distribution:

Let g(X) = 2X−1 represent the amount of money, in


dollars, paid to the attendant by the manager. Find the
attendant’s expected earnings for this particular time
period. 10
Dr. Yehya Mesalam
Solution

11
Dr. Yehya Mesalam
Summary Measures
1. Expected Value (Mean of probability distribution)
• Weighted average of all possible values
•  = E(x) = x p(x)
2. Variance
• Weighted average of squared deviation about
mean
• 2 = E[(x 2(x 2p(x)
3. Standard Deviation
●   2
12
Dr. Yehya Mesalam
Summary Calculation Table

x p(x) x p(x) x –  (x – 2 (x – 2p(x)

Total xp(x) (x 2p(x)

13
Dr. Yehya Mesalam
Expected Value & Variance
Solution
2 E[(x 2

x p(x) x p(x) x –  (x – 2 (x – 2p(x)

0 .25 0 –1.00 1.00 .25


1 .50 .50 0 0 0
2 .25 .50 1.00 1.00 .25
= 1.0 2.50
.71
14
Dr. Yehya Mesalam
Expected Value & Variance
Solution
2 E(x 2) [E(x2

x p(x) x p(x) x –  (x – 2 (x 2p(x)

0 .25 0 –1.00 1.00 0


1 .50 .50 0 0 .5
2 .25 .50 1.00 1.00 1
= 1.0 E(x)21.50

21.51.00.5 .71
15
Dr. Yehya Mesalam
Joint Probability function
Let X and Y be random variables with joint probability
distribution f(x, y). The mean, or expected value, of the
random variable g(X, Y ) is

16
Dr. Yehya Mesalam
Example
Let X and Y be the random variables with joint probability
distribution indicated in Table on slid 25from chapter 3.
Find the expected value of g(X, Y ) = XY . The table is
reprinted here for convenience.

17
Dr. Yehya Mesalam
Solution

18
Dr. Yehya Mesalam
Solution

19
Dr. Yehya Mesalam
Example
Resolve the pervious example using g(X, Y ) = X+Y

Solution

E(X+Y ) =  (x+y ) f(x,y)


= 1*(9/28) + 2*(3028) + 1* (3014) + 2*(3/14)
+ 2* (1/28)
=35 / 28

20
Dr. Yehya Mesalam
Solution
g(X, Y ) = X+Y

E(X+Y ) = 0* (3/28) +1*(9/28) + 2*(3/28) +


1* (3/14) + 2*(3/14) + 2* (1/28) =35 / 28
21
Dr. Yehya Mesalam
Remarks
If a and b are constants, then
E (ax  b)  a.E ( x)  b
V (ax  b)  σ axb  a .  a 
2 2 2
x
2 2

V (ax)  σ  a . x  a 
2
ax
2 2 2 2

If X and Y are independent random variables


E ( x  y )  E ( x)  E ( y )
E ( x. y)  E ( x).E ( y)
V (ax  by)  σ axby  a . x  b . y
2 2 2 2 2
22
Dr. Yehya Mesalam
Dr. Yehya Mesalam 2323

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