Question

In: Statistics and Probability

Please write in detail neatly. Kindly don't use any symbols and shortcut words. Please write the...

Please write in detail neatly. Kindly don't use any symbols and shortcut words. Please write the formula appropriately. The question is:

Consider an unbiased 4-sided die where the sides are numbered 1, 2, 3, 4, and a biased coin with probability of head P(H) =4 divided by 7. A chance experiment consists of rolling the die once and then tossing the coins many times as the number showing on the die. Let X represent the outcome of the roll of the die, and let Y represent the number of heads observed after tossing the coin. Below, find each of the following:

a. R(X) and R(Y)

b. Give the distribution of X. What is the name of this distribution?

c. What is the name of the conditional distribution P(Y | X = 2). Give this distribution.

d. Give the conditional expectation E[Y | X = 2].

e. Give the joint distribution of the random vector < X, Y >.

f. Give P(Y = 3).

g. Give P(X = 2 | Y = 2).

h. Give E[E[Y|X]].

Please explain to me about "unbiased 4-sided die" and "a biased coin." I just need to understand the meaning of them. Could you please give two examples so that I can understand easily?

Solutions

Expert Solution

X= Outcome of roll of a die

{1,2,3,4}

P(X=x)= Prob that (X=x)

P(X=1)=P(X=2)=P(X=3)=P(X=4)=1/4

R(x)=P(X<= x)

R(1)=P(X<=1) = P(X=1)=1/4

R(2)=P(X<=2)=P(X=1)+P(X=2) = (1/4)+(1/4) = 1/2

R(3)= P(X<=3) =P(X=1)+P(X=2) +P(X=3) = (1/4)+(1/4)+(1/4) = 3/4

R(4)= P(X<=4) =P(X=1)+P(X=2) +P(X=3) = 1

Y= No of heads observed after tossing the coin "x" times

={0,1,2,3,4}

P(Y=0)= P(X=1,Y=0)+ P(X=2,Y=0)+ P(X=3,Y=0)+ P(X=4,Y=0)

= (1/4)*(3/7) + (1/4)*(3/7) 2 +(1/4)*(3/7) 3+ (1/4)*(3/7) 4

=0.1811745

P(Y=1)= P(X=1,Y=1)+ P(X=2,Y=1)+ P(X=3,Y=1)+ P(X=4,Y=1)

= (1/4)*(4/7) + (1/4)*(3/7)*(4/7) +(1/4)*(3/7) 2 *(4/7) +(1/4)*(3/7) 3 *(4/7)

=

P(Y=2)= P(X=2,Y=2)+ P(X=3,Y=2)+ P(X=4,Y=2)

= (1/4)*(4/7)2 + (1/4)*(3/7)*(4/7)2 +(1/4)*(3/7) 2 *(4/7)2  

=

P(Y=3)= P(X=3,Y=3)+ P(X=4,Y=3)

= (1/4)*(4/7)3 + (1/4)*(3/7)*(4/7)3

=

P(Y=4)= P(X=4,Y=4)

= (1/4)*(4/7)4 )

=

R(y)=P(Y<= y)

R(0) = P(y=0)

R(1)=P(X<=1) = P(y=0)+P(y=1)=

R(2)=P(X<=2)= P(y=0)+P(y=1)+P(y=2) =

R(3)= P(X<=3) =P(y=0)+P(y=1)+P(y=2)+P(y=3) =

R(4)= P(X<=4) =P(y=0)+P(y=1)+P(y=2)+P(y=3)+ P(y=4)= 1

b) X follows Uniform (0,4)

P(X=1) =1/4

P(X=2) =1/4

P(X=3) =1/4

P(X=4) =1/4

c) P(y | x=2)

P(y=0|x=2) = (3/7)2

P(y=1|x=2) = (4/7) * (3/7) * 2

P(y=2|x=2) = (4/7)2

=

  


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