In: Statistics and Probability
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?
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
=