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Understanding Expected Value in Probability

The document explains the concepts of probability and expected value, detailing how to calculate expected value using the formula E[X] = Σ [X * P(X)]. It provides examples including flipping a coin, rolling a die, and investment scenarios to illustrate the application of these concepts. Understanding expected value is emphasized as crucial for decision-making in uncertain situations.

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0% found this document useful (0 votes)
12 views26 pages

Understanding Expected Value in Probability

The document explains the concepts of probability and expected value, detailing how to calculate expected value using the formula E[X] = Σ [X * P(X)]. It provides examples including flipping a coin, rolling a die, and investment scenarios to illustrate the application of these concepts. Understanding expected value is emphasized as crucial for decision-making in uncertain situations.

Uploaded by

claireemiel20
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

Data and Probability:

Understanding Expected Value

Generated by TudloAI
What is Probability?
• Probability is the
measure of the
likelihood that an event
will occur.
• It is a value between 0
and 1, inclusive.
What is Probability?
• A probability of 0 means
the event is impossible.

• A probability of 1 means
the event is certain.
What is Probability?
• Example: The
probability of flipping a
head on a fair coin is
0.5.
Introducing Expected Value
• Expected Value (E[X]) is
the long-run average
value of a random
variable.
Introducing Expected Value
• It is calculated by
summing the product of
each possible value of
the random variable
and its corresponding
probability.
Introducing Expected Value

• Formula:

𝑬[𝑿] = 𝚺 [𝑿 ∗ 𝑷(𝑿)]
Introducing Expected Value
• Formula:
𝑬[𝑿] = 𝚺 [𝑿 ∗ 𝑷(𝑿)]
Where:
E(X) – expected value or mean (𝜇)
X – random variable

P(X) – probability of random


variable
Example 1: Flipping a Fair Coin
• Let X be the number of
heads in a single flip of a
fair coin.
• Possible values of X:
0 (tail), 1 (head)
Example 1: Flipping a Fair Coin

• Possible values of X:
0 (tail), 1 (head)
• Probability of X = 0 (P(Tail))
= 0.05
Example 1: Flipping a Fair Coin

• Possible values of X:
0 (tail), 1 (head)
• Probability of X = 1 (P(Head))
= 0.05
Example 1: Flipping a Fair Coin
• Possible values of X:
0 (tail), 1 (head)
• Probability of X = 0 (P(Tail))
= 0.5
• Probability of X = 1 (P(Head))
= 0.5
Example 1: Flipping a Fair Coin
• Probability of X=0 (P(Tails)) = 0.5
• Probability of X=1 (P(Heads)) = 0.5
E[X] = (0 * 0.5) + (1 * 0.5)
= 0 + 0.5
= 0.5
Example 2: Rolling a Fair Die
• Let Y be the outcome of
rolling a fair six-sided die.
• Possible values of Y:
1, 2, 3, 4, 5, 6
Example 2: Rolling a Fair Die
• Possible values of Y:
1, 2, 3, 4, 5, 6
• Each outcome has a
probability of 1/6.
Example 2: Rolling a Fair Die
• Each outcome has a probability of 1/6.
E[Y] = (1 * 1/6) + (2 * 1/6) + (3 * 1/6) +
(4 * 1/6) + (5 * 1/6) + (6 * 1/6)
= (1+2+3+4+5+6) / 6
= 21 / 6
= 3.5
Example 3: A Simple Game of Chance

• You play a game where


you win P100 with
probability 0.2, and lose
P50 with probability 0.8.
• Let W be your winnings.
Example 3: A Simple Game of Chance
• You play a game where you win P100
with probability 0.2, and lose P50 with
probability 0.8.
• Let W be your winnings.
• Possible values of W: 100, - 50.
• P(W = 100) = 0.2
• P(W = - 50) = 0.8
• E[W] = (100 * 0.2) + (- 50 * 0.8)
• E[W] = 20 + (- 40)
• E[W] = - 20
Example 4: A Raffle Draw
• A school holds a raffle
with 100 tickets sold at
P10 each.
• There is one grand prize
of P500.
• Let X be your net gain
from buying one ticket.
Example 4: A Raffle Draw
• A school holds a raffle with 100 tickets sold at P10
each.
• There is one grand prize of P500.
• Let X be your net gain from buying one ticket.
• Cost of ticket = P10.
• Prize = P500.
• Possible values of X:
• If you win: 500 - 10 = 490
• If you lose: 0 - 10 = - 10
• Probability of winning = 1/100 = 0.01
• Probability of losing = 99/100 = 0.99
• E[X] = (490 * 0.01) + (- 10 * 0.99)
• E[X] = 4.90 + (- 9.90)
• E[X] = - 5.00
Example 5: Investment Scenario
• An investor is considering two
options:
• Option A: 60% chance of gaining
P20,000; 40% chance of losing
P10,000.
• Option B: 80% chance of gaining
P15,000; 20% chance of losing
P5,000.
• Calculate the expected value for each
option.
Example 5: Investment Scenario
• An investor is considering two options:
• Option A: 60% chance of gaining P20,000; 40%
chance of losing P10,000.
• Option B: 80% chance of gaining P15,000; 20%
chance of losing P5,000.
• Calculate the expected value for each option.
• Option A: E[A] = (20,000 * 0.60) + (- 10,000 * 0.40)
• E[A] = 12,000 + (-4,000)
• E[A] = 8,000
• Option B: E[B] = (15,000 * 0.80) + (- 5,000 * 0.20)
• E[B] = 12,000 + (- 1,000)
• E[B] = 11,000
• Conclusion: Option B has a higher expected value.
Why is Expected Value Important?
• Helps in decision-making under
uncertainty.
• Used in finance, insurance,
gambling, and risk management.
• Provides a long-term
perspective on outcomes.
• Enables us to assess the fairness
of games or opportunities.
Your Turn to Calculate!
• Imagine a spinner with 4
equal sections labeled 1, 2,
3, and 4.
• You spin the spinner once.
Let X be the number you
land on.
• Calculate the expected value
of X.
Solution: Spinner Problem
• Let X be the number landed on the spinner.
• Possible values of X: 1, 2, 3, 4.
• Since the sections are equal, the probability of
landing on each is 1/4 or 0.25.
• P(X=1) = 0.25
• P(X=2) = 0.25
• P(X=3) = 0.25
• P(X=4) = 0.25
• E[X] = (1 * 0.25) + (2 * 0.25) + (3 * 0.25) + (4 *
0.25)
• E[X] = 0.25 * (1 + 2 + 3 + 4)
• E[X] = 0.25 * 10
• E[X] = 2.5
• Answer: The expected value is 2.5.
Summary and Next Steps
• We learned that Expected Value is the average
outcome of a random variable over many trials.
• We practiced calculating E[X] using the formula: E[X]
= Σ [X * P(X)].
• This skill is vital for informed decision-making in
uncertain situations.
• Next, we will explore how expected value relates to
sampling and statistical investigations.

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