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Statistics & Analysis Tutorial Guide

The document outlines a tutorial for AB1202 Statistics & Analysis at Nanyang Business School, focusing on the topic of expectation. It includes various problems related to Bernoulli distribution, expected values, variances of random variables, and transformations of distributions. The exercises cover calculations involving random samples, independent variables, and normal distributions.

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9 views2 pages

Statistics & Analysis Tutorial Guide

The document outlines a tutorial for AB1202 Statistics & Analysis at Nanyang Business School, focusing on the topic of expectation. It includes various problems related to Bernoulli distribution, expected values, variances of random variables, and transformations of distributions. The exercises cover calculations involving random samples, independent variables, and normal distributions.

Uploaded by

lejh2296
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

Nanyang Business School

AB1202 Statistics & Analysis

Tutorial :4
Topics : Expectation

1. Let X have the Bernoulli distribution with a success probability of 0.3. That is, assume
that X is either 0 or 1 with Pr(X=1)=0.3.
(a) E(X)=?
(b) Var(X)=?

2. Find the expected value and variance of the random variable.


(a) X is the outcome when we roll a fair dice,
(b) Y is an integer between 1 and 50 chosen at random (1 and 50 inclusive)
(c) X*Y. Note that X and Y are independent.

3. In a class of 50 students, the number of students ni of age i is shown in the following


table:
Age i ni
18 10
19 32
20 5
21 2
25 1
If a student is to be selected at random from the class, what is the expected value of the
age?

4. Suppose that three random variables X 1 , X 2 , X 3 form a random sample from a


distribution and , determine the value of
E ( X 1) =E ( X 2 ) =E ( X 3 ) =5

E(2 X 1−3 X 2 + X 3−4).

1
Nanyang Business School

5. Suppose that X and Y are independent random variables for which Var(X)= 3 and
Var(Y)=2.
(1) Find the value of Var(X+Y).
(2) Find the value of Var (2X+3Y+1).

6. Suppose that a random variable X can take each of the five values -2,0,1,3 and 4 with
equal probability. What is the variance of X?

7. Suppose the distribution of numerical scores of course A resembles a normal distribution


with mean = 70 and standard deviation =2 (random variable denoted as A ¿. For course
B, the score distribution resembles a normal distribution with mean = 80 and standard
deviation=2 (random variable denoted as B¿. For course C, the score distribution
resembles a normal distribution with mean=70 and standard deviation=1 (random
variable denoted as C ¿ .
(1) Knowing the properties of expectations and variances you just learned this week,
what would you do to convert (i.e., add, subtract, multiply, divide it by certain
numbers) the distribution of course A to that of course B (i.e., let them have the
same mean and variance)?
(2) Same as (1), but now convert the distribution of course A to that of course C.
(3) Same as (1), but now convert the distribution of course A to a normal distribution
with zero mean and unit variance (i.e., the so-called standard normal distribution).

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First, adjust the dataset's mean to match the target mean by adding or subtracting the difference. Then, scale the standard deviation to the target variance's standard deviation by multiplying by the ratio of the two standard deviations. This method is applied for mean and variance matching in similar datasets .

To transform a distribution (mean 70, SD 2) to a standard normal distribution (mean 0, SD 1), first subtract the mean to center the distribution around 0 (A - 70), then divide by the standard deviation to normalize the spread ( (A - 70) / 2 ).

Substitute the expected values: E(2X1−3X2+X3−4) = 2E(X1) - 3E(X2) + E(X3) - 4 = 2(5) - 3(5) + 5 - 4 = 3 .

To transform distribution A (mean 70, SD 2) to match the mean and standard deviation of distribution B (mean 80, SD 2), add 10 to each value in distribution A (i.e., A + 10), since their standard deviations are already equal .

For a Bernoulli distribution with success probability 0.3, the expected value E(X) is 0.3 and the variance Var(X) is 0.3 * (1 - 0.3) = 0.21 .

Since X and Y are independent, E(X*Y) = E(X)*E(Y). E(X) for a dice roll (1-6) = 3.5 and E(Y) for integer 1-50 = (1+50)/2 = 25.5. Therefore, E(X*Y) = 3.5 * 25.5 = 89.25 .

For Var(aX + bY + c) where X, Y are independent, Var(2X + 3Y + 1) = 2^2 Var(X) + 3^2 Var(Y) = 4*3 + 9*2 = 30 .

The expected value of a student's age is calculated by multiplying each age by its frequency, summing those products, and then dividing by the total number of students. With age 18 having 10 students, age 19 having 32 students, etc., the expected value E(age) = (18*10 + 19*32 + 20*5 + 21*2 + 25*1)/50 = 18.92 years .

To calculate the variance of X taking values -2, 0, 1, 3, 4 with equal probability, first find the mean: E(X) = (-2 + 0 + 1 + 3 + 4)/5 = 1.2. The variance is then the average of the squared differences from the mean: Var(X) = [(2-1.2)^2 + (0-1.2)^2 + (1-1.2)^2 + (3-1.2)^2 + (4-1.2)^2]/5 = 4.56 .

For independent random variables, the variance of their sum is the sum of their variances: Var(X+Y) = Var(X) + Var(Y) = 3 + 2 = 5 .

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