In: Math
1a) Let an experiment consist of rolling three standard 6-sided
dice.
i) Compute the expected value of the sum of the rolls.
ii) Compute the variance of the sum of the rolls.
iii) If X represents the maximum value that appears in the two
rolls, what is the expected value of X?
1b) Consider an experiment where a fair die is rolled repeatedly
until the first time a 3 is observed.
  
i) What is the sample space for this experiment? What is the
probability that the die turns up a 3 after i rolls?
ii) What is the expected number of times we roll the die?
iii) Let E be the event that the first time a 3 turns up is after
an even number of rolls. What set of outcomes belong to this event?
What is the probability that Eoccurs?
1)
i)
sum will range from(1+1+1) 3 to (6+6+6) = 18
probabilities of sum is given below
P(3) = 1/216
P(4) = 3/216
P(5) = 6/216
P(6) = 10/216
P(7) = 15/216
P(8) = 21/216
P(9) = 25/216
P(10) = 27/216
P(11) = 27/216
P(12) = 25/216
P(13) = 21/216
P(14) = 15/216
P(15) = 10/216
P(16) = 6/216
P(17) = 3/216
P(18) = 1/216
| X | P(X) | X*P(X) | X² * P(X) | 
| 3 | 0.0046 | 0.013889 | 0.041667 | 
| 4 | 0.0139 | 0.055556 | 0.222222 | 
| 5 | 0.0278 | 0.138889 | 0.694444 | 
| 6 | 0.0463 | 0.277778 | 1.666667 | 
| 7 | 0.0694 | 0.486111 | 3.402778 | 
| 8 | 0.0972 | 0.777778 | 6.222222 | 
| 9 | 0.1157 | 1.041667 | 9.375 | 
| 10 | 0.1250 | 1.25 | 12.5 | 
| 11 | 0.1250 | 1.375 | 15.125 | 
| 12 | 0.1157 | 1.388889 | 16.66667 | 
| 13 | 0.0972 | 1.263889 | 16.43056 | 
| 14 | 0.0694 | 0.972222 | 13.61111 | 
| 15 | 0.0463 | 0.694444 | 10.41667 | 
| 16 | 0.0278 | 0.444444 | 7.111111 | 
| 17 | 0.0139 | 0.236111 | 4.013889 | 
| 18 | 0.0046 | 0.083333 | 1.5 | 
| P(X) | X*P(X) | X² * P(X) | |
| total sum = | 1 | 10.5 | 119 | 
mean = E[X] = Σx*P(X) = 10.5
ii)
E [ X² ] = ΣX² * P(X) =       
    119
          
variance = E[ X² ] - (E[ X ])² =       
    8.75
iii)
Following is the sample space of the rolling of two fair dice:

There are total 36 outcomes in sample space. PMF of X is :
| X | Number of outcomes | P(X) | 
| 1 | 1 | 1/36 | 
| 2 | 3 | 3/36 | 
| 3 | 5 | 5/36 | 
| 4 | 7 | 7/36 | 
| 5 | 9 | 9/36 | 
| 6 | 11 | 11/36 | 
| Total | 1 | 
| X | P(X) | X*P(X) | |
| 1 | 0.0278 | 0.027778 | |
| 2 | 0.0833 | 0.166667 | |
| 3 | 0.1389 | 0.416667 | |
| 4 | 0.1944 | 0.777778 | |
| 5 | 0.2500 | 1.25 | |
| 6 | 0.3056 | 1.833333 | |
| P(X) | X*P(X) | ||
| total sum = | 1 | 4.472222 | 
mean = E[X] = Σx*P(X) = 4.4722
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for three rolls of dice
P(X=1) = 1/216
P(X=2)=7/216
P(X=3)=19/216
P(X=4)=37/216
P(X=5)=61/216
P(X=6)=91/216
hence, the expected value is:
1*1/216+2*7/216+3*19/216+4*37/216+5*61/216+6*91/216=119/24
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