In: Statistics and Probability
Let X be the number of heads in two tosses of a fair coin. Suppose a fair die is rolled X+1 times after the value of X is determined from the coin tosses. Let Y denote the total of the face values of the X+1 rolls of the die. Find E[Y | X = x] and V[Y | X = x] as expressions involving x. Use these conditional expected values to find E[Y] and V[Y].
The expected face value of one roll of a die=
                                                                
The expected 
 in one roll of a die=
                                                                
Thus the variance is: 
Let 
denote the face value of the die in the i th throw. Note Yi's are
independent.
Then,
                       
                     
                     
 ,    because the 
's
are independent.
So, 
Now, we will use these to calculate E[Y] and V[Y].
First, we know,    
 , so 
Thus,




Adding these up,