In: Statistics and Probability
For Problems 8-10, throw a die twice and let X, Y be the results (each from 1 to 6).
Problem 8. Find the expectation and variance of X.
Problem 9. Find the variance of X - 2Y.
Problem 10. Find the expected value of X^2Y.
Problem 8.
X : Results of throwing a single die
P(X) : Probability of X
Expectation :


Variance : Var(X) = E(X2) - E(X)2
| X | P(X) | P(X) | XP(X) | X2P(X) |
| 1 | 1/6 | 0.1667 | 0.1667 | 0.1667 |
| 2 | 1/6 | 0.1667 | 0.3333 | 0.6667 |
| 3 | 1/6 | 0.1667 | 0.5000 | 1.5000 |
| 4 | 1/6 | 0.1667 | 0.6667 | 2.6667 |
| 5 | 1/6 | 0.1667 | 0.8333 | 4.1667 |
| 6 | 1/6 | 0.1667 | 1.0000 | 6.0000 |
| Total | 1.0000 | 3.5000 | 15.1667 |
Expectation

Expectation = 3.5
Variance : Var(X) = E(X2) - E(X)2 = 15.1667 - 3.52 = 2.9167
Problem 9
Variance of X-2Y
The following table provides, All possibles of X,Y and their probability.
| X | Y | P(X,Y) |
| 1 | 1 | 1/36 |
| 1 | 2 | 1/36 |
| 1 | 3 | 1/36 |
| 1 | 4 | 1/36 |
| 1 | 5 | 1/36 |
| 1 | 6 | 1/36 |
| 2 | 1 | 1/36 |
| 2 | 2 | 1/36 |
| 2 | 3 | 1/36 |
| 2 | 4 | 1/36 |
| 2 | 5 | 1/36 |
| 2 | 6 | 1/36 |
| 3 | 1 | 1/36 |
| 3 | 2 | 1/36 |
| 3 | 3 | 1/36 |
| 3 | 4 | 1/36 |
| 3 | 5 | 1/36 |
| 3 | 6 | 1/36 |
| 4 | 1 | 1/36 |
| 4 | 2 | 1/36 |
| 4 | 3 | 1/36 |
| 4 | 4 | 1/36 |
| 4 | 5 | 1/36 |
| 4 | 6 | 1/36 |
| 5 | 1 | 1/36 |
| 5 | 2 | 1/36 |
| 5 | 3 | 1/36 |
| 5 | 4 | 1/36 |
| 5 | 5 | 1/36 |
| 5 | 6 | 1/36 |
| 6 | 1 | 1/36 |
| 6 | 2 | 1/36 |
| 6 | 3 | 1/36 |
| 6 | 4 | 1/36 |
| 6 | 5 | 1/36 |
| 6 | 6 | 1/36 |
The following table extends the above by calculating X-2Y
| X | Y | X-2Y |
| 1 | 1 | -1 |
| 1 | 2 | -3 |
| 1 | 3 | -5 |
| 1 | 4 | -7 |
| 1 | 5 | -9 |
| 1 | 6 | -11 |
| 2 | 1 | 0 |
| 2 | 2 | -2 |
| 2 | 3 | -4 |
| 2 | 4 | -6 |
| 2 | 5 | -8 |
| 2 | 6 | -10 |
| 3 | 1 | 1 |
| 3 | 2 | -1 |
| 3 | 3 | -3 |
| 3 | 4 | -5 |
| 3 | 5 | -7 |
| 3 | 6 | -9 |
| 4 | 1 | 2 |
| 4 | 2 | 0 |
| 4 | 3 | -2 |
| 4 | 4 | -4 |
| 4 | 5 | -6 |
| 4 | 6 | -8 |
| 5 | 1 | 3 |
| 5 | 2 | 1 |
| 5 | 3 | -1 |
| 5 | 4 | -3 |
| 5 | 5 | -5 |
| 5 | 6 | -7 |
| 6 | 1 | 4 |
| 6 | 2 | 2 |
| 6 | 3 | 0 |
| 6 | 4 | -2 |
| 6 | 5 | -4 |
| 6 | 6 | -6 |
The above table is sorted on X-2Y, so that same value of X-2Y are together
| X | Y | X-2Y |
| 1 | 6 | -11 |
| 2 | 6 | -10 |
| 1 | 5 | -9 |
| 3 | 6 | -9 |
| 2 | 5 | -8 |
| 4 | 6 | -8 |
| 1 | 4 | -7 |
| 3 | 5 | -7 |
| 5 | 6 | -7 |
| 2 | 4 | -6 |
| 4 | 5 | -6 |
| 6 | 6 | -6 |
| 1 | 3 | -5 |
| 3 | 4 | -5 |
| 5 | 5 | -5 |
| 2 | 3 | -4 |
| 4 | 4 | -4 |
| 6 | 5 | -4 |
| 1 | 2 | -3 |
| 3 | 3 | -3 |
| 5 | 4 | -3 |
| 2 | 2 | -2 |
| 4 | 3 | -2 |
| 6 | 4 | -2 |
| 1 | 1 | -1 |
| 3 | 2 | -1 |
| 5 | 3 | -1 |
| 2 | 1 | 0 |
| 4 | 2 | 0 |
| 6 | 3 | 0 |
| 3 | 1 | 1 |
| 5 | 2 | 1 |
| 4 | 1 | 2 |
| 6 | 2 | 2 |
| 5 | 1 | 3 |
| 6 | 1 | 4 |
| X | Y | X-2Y | X-2Y | P(X-2Y) |
| 1 | 6 | -11 | -11 | 1/36 |
| 2 | 6 | -10 | -10 | 1/36 |
| 1 | 5 | -9 | -9 | 2/36 |
| 3 | 6 | -9 | ||
| 2 | 5 | -8 | -8 | 2/36 |
| 4 | 6 | -8 | ||
| 1 | 4 | -7 | -7 | 3/36 |
| 3 | 5 | -7 | ||
| 5 | 6 | -7 | ||
| 2 | 4 | -6 | -6 | 3/36 |
| 4 | 5 | -6 | ||
| 6 | 6 | -6 | ||
| 1 | 3 | -5 | -5 | 3/36 |
| 3 | 4 | -5 | ||
| 5 | 5 | -5 | ||
| 2 | 3 | -4 | -4 | 3/36 |
| 4 | 4 | -4 | ||
| 6 | 5 | -4 | ||
| 1 | 2 | -3 | -3 | 3/36 |
| 3 | 3 | -3 | ||
| 5 | 4 | -3 | ||
| 2 | 2 | -2 | -2 | 3/36 |
| 4 | 3 | -2 | ||
| 6 | 4 | -2 | ||
| 1 | 1 | -1 | -1 | 3/36 |
| 3 | 2 | -1 | ||
| 5 | 3 | -1 | ||
| 2 | 1 | 0 | 0 | 3/36 |
| 4 | 2 | 0 | ||
| 6 | 3 | 0 | ||
| 3 | 1 | 1 | 1 | 2/36 |
| 5 | 2 | 1 | ||
| 4 | 1 | 2 | 2 | 2/36 |
| 6 | 2 | 2 | ||
| 5 | 1 | 3 | 3 | 1/36 |
| 6 | 1 | 4 | 4 | 1/36 |
| Z:(X-2Y) | P(Z)=P(X-2Y) | ZP(Z) | Z2P(Z) |
| -11 | 0.0278 | -0.3056 | 3.3611 |
| -10 | 0.0278 | -0.2778 | 2.7778 |
| -9 | 0.0556 | -0.5000 | 4.5000 |
| -8 | 0.0556 | -0.4444 | 3.5556 |
| -7 | 0.0833 | -0.5833 | 4.0833 |
| -6 | 0.0833 | -0.5000 | 3.0000 |
| -5 | 0.0833 | -0.4167 | 2.0833 |
| -4 | 0.0833 | -0.3333 | 1.3333 |
| -3 | 0.0833 | -0.2500 | 0.7500 |
| -2 | 0.0833 | -0.1667 | 0.3333 |
| -1 | 0.0833 | -0.0833 | 0.0833 |
| 0 | 0.0833 | 0.0000 | 0.0000 |
| 1 | 0.0556 | 0.0556 | 0.0556 |
| 2 | 0.0556 | 0.1111 | 0.2222 |
| 3 | 0.0278 | 0.0833 | 0.2500 |
| 4 | 0.0278 | 0.1111 | 0.4444 |
| 1.0000 | -3.5000 | 26.8333 |
Let Z= X-2Y
Variance of X-2T i.e Var(Z)


Var(Z) = E(Z2) - E(Z)2
E(Z) = -3.5
E(Z2) = 26.8333
Var(Z) = E(Z2) - E(Z)2 = 26.8333 - (-3.5)2 = 14.5833
Variance of X-2Y = 14.5833
Problem 10:
Following the above procedure,
W=X2Y
|
W |
P(W) |
WP(W) |
|
1 |
0.0278 |
0.0278 |
|
2 |
0.0278 |
0.0556 |
|
3 |
0.0278 |
0.0833 |
|
4 |
0.0556 |
0.2222 |
|
5 |
0.0278 |
0.1389 |
|
6 |
0.0278 |
0.1667 |
|
8 |
0.0278 |
0.2222 |
|
9 |
0.0278 |
0.2500 |
|
12 |
0.0278 |
0.3333 |
|
16 |
0.0556 |
0.8889 |
|
18 |
0.0278 |
0.5000 |
|
20 |
0.0278 |
0.5556 |
|
24 |
0.0278 |
0.6667 |
|
25 |
0.0278 |
0.6944 |
|
27 |
0.0278 |
0.7500 |
|
32 |
0.0278 |
0.8889 |
|
36 |
0.0556 |
2.0000 |
|
45 |
0.0278 |
1.2500 |
|
48 |
0.0278 |
1.3333 |
|
50 |
0.0278 |
1.3889 |
|
54 |
0.0278 |
1.5000 |
|
64 |
0.0278 |
1.7778 |
|
72 |
0.0278 |
2.0000 |
|
75 |
0.0278 |
2.0833 |
|
80 |
0.0278 |
2.2222 |
|
96 |
0.0278 |
2.6667 |
|
100 |
0.0278 |
2.7778 |
|
108 |
0.0278 |
3.0000 |
|
125 |
0.0278 |
3.4722 |
|
144 |
0.0278 |
4.0000 |
|
150 |
0.0278 |
4.1667 |
|
180 |
0.0278 |
5.0000 |
|
216 |
0.0278 |
6.0000 |
|
1.0000 |
53.0833 |
