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Expectation & Variance

The document discusses the properties of discrete random variables, focusing on the expectation, variance, and standard deviation. It explains how the mean, or expected value E(X), represents the long-term average of a random variable over many trials, and how these statistical measures can be calculated using probabilities. An example and exercises are provided to illustrate the concepts.

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aminufavour73
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3 views3 pages

Expectation & Variance

The document discusses the properties of discrete random variables, focusing on the expectation, variance, and standard deviation. It explains how the mean, or expected value E(X), represents the long-term average of a random variable over many trials, and how these statistical measures can be calculated using probabilities. An example and exercises are provided to illustrate the concepts.

Uploaded by

aminufavour73
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Values of a discrete random variable with high probabilities are expected to occur more frequently

than values with low probabilities. When a number of trials are carried out, a frequency distribution
of values is produced, and this distribution has a mean or expected value.

The mean of a discrete random variable X is referred to as its expectation, and is written E(X ).
We can think of E(X ) as being the long-term average value of X over a large number of trials.
Suppose we have a biased spinner with which we can score 0, 1, 2 or 3. The probabilities for these
scores, X, are as given in the following table and are also represented in the graph.

From this table of expected frequencies, we can calculate the mean (expected) score in 1600 trials.

We obtain the same value for E(X ) if relative frequencies (i.e. probabilities) are used instead of
frequencies.
The variance and standard deviation of a discrete random variable give a measure of the spread of
values around the mean, E(X ). These measures, like E(X ), can be calculated using probabilities
in place of frequencies.
If we replace f by p and replace x by E(X ) in the second of the two formulae for variance,

Example
The following table shows the probability distribution for X. Find its expectation, variance and
standard deviation.

Solution
Exercise

Question 1

Question 2

Question 3

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