Presentation on theme: "Lecture (10) Mathematical Expectation. The expected value of a variable is the value of a descriptor when averaged over a large number theoretically infinite."— Presentation transcript:
Lecture (10) Mathematical Expectation
The expected value of a variable is the value of a descriptor when averaged over a large number theoretically infinite.
Mathematical Expectation (cont.) Another way to compute the variance
Example 1 TTTHHTHH 012 Sample SpaceNumber of Heads
Example 1 (cont.)
NUMBER OF HEADS P R O B A B I L I T Y Experiment: Toss Two Coins
Find the mean of the number of spots that appear when a die is tossed. The probability distribution is given below. Discrete Uniform Distribution Example
That is, when a die is tossed many times, the theoretical mean will be 3.5. That is, when a die is tossed many times, the theoretical mean will be 3.5. Discrete Uniform Distribution Example (cont.)
Binomial Distribution - Binomial Distribution - Example A coin is tossed four times. Find the mean, variance and standard deviation of the number of heads that will be obtained. Solution:Solution: n = 4, p = 1/2 and q = 1/2. = n p = (4)(1/2) = 2. 2 = n p q = (4)(1/2)(1/2) = 1. = = 1.
Uniform Distribution Example
If the probability density function has the form f(x) = ax for a random variable X between 0 and 2. (a)Find the value of a. (b) Find the median of X (c)Find P(1.0 < X < 2.0) Solution: (a) From the area under the whole density curve is 1, then we have Example
DistributionNormal x LogN Y =logx Gamma x Exp t Mean xx yy nk1/k Variance xx yy nk 1/k 2 Skewnesszero 2/n Comparison of Parameters of Dist’n