In: Statistics and Probability
Define the joint pmf of (X, Y) by
f(0, 10) = f(0, 20) = 1 / 24, f(1, 10) = f(1, 30) = 1 / 24, |
f(1, 20) = 6 / 24, f(2, 30) = 14 / 24 |
Find the value of the following. Give your answer to three
decimal places.
a) E(Y | X = 0) =
b) E(Y | X = 1) =
c) E(Y | X = 2) =
d) E(Y) =
solution
(a) E(Y/X=0)
P(X=0)= Pxy(x=0,y=10)+ Pxy(x=0,y=20)=1/24+1/24 = 1/12
E(Y/X=0)=(Y=10)* {P(X=0,Y=10)} / P(X=0)+(Y=20)*P(X=0,Y=20)} / P(X=0)
E(Y/X=0)=10*(1/24)/(1/12) + 20*(1/24)/(1/12) = 15.000
(b)E(Y/X=1)
P(X=1)= Pxy(x=1,y=10)+ Pxy(x=1,y=20)+ Pxy(x=1,y=30)=1/24+6/24+1/24 = 1/3
E(Y/X=1)=(Y=10)* {P(X=1,Y=10)}/P(X=1)+(Y=20)*P(X=1,Y=20)}/P(X=1)+(Y=30)*P(X=1,Y=30)}/P(X=1)
E(Y/X=1)=10*(1/24)/(1/3)+20*(6/24)/(1/3)+30*(1/24)/(1/3) = (10/8) +15+ (90/24)=1.25+15+3.75 =20.000
(c)E(Y/X=2)
P(X=2)= Pxy(x=2,y=30)=14/24
E(Y/X=2)=(Y=30)* {P(X=2,Y=30)}/P(X=2) = 30*(14/24) / (14/24) =30.000
(d)
E(Y)=(Y=10)*P(Y=10) + (Y=20)*P(Y=20) + (Y=30)*P(Y=30) ....(1)
P(Y=10) = Pxy(x=0,y=10)+ Pxy(x=1,y=10) = 1/24+1/24 = 2/24
P(Y=20) = Pxy(x=0,y=20)+ Pxy(x=1,y=20) = 1/24+6/24 = 7/24
P(Y=30) = Pxy(x=1,y=30) + Pxy(x=2,y=30) = 1/24 + 14/24 = 15/24
from (1)
E(Y)=10*2/24 + 20*7/24 + 30*15/24 = (20+140+450)/24 = 25.417
,