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    Mit6 041SCF13 L07

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    DevendraReddyPoreddy
    This document summarizes key concepts from a lecture on multiple random variables: - It introduces concepts like joint PMFs, conditional probability, and independence of random variables. - It reviews expectations and introduces how to calculate expectations of functions of random variables. - It discusses the binomial distribution and its mean and variance. - It presents an example problem about the number of people picking their own hat from a box of randomly distributed hats.

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    Mit6 041SCF13 L07

    Uploaded by

    DevendraReddyPoreddy
    33 views3 pages
    This document summarizes key concepts from a lecture on multiple random variables: - It introduces concepts like joint PMFs, conditional probability, and independence of random variables. - It reviews expectations and introduces how to calculate expectations of functions of random variables. - It discusses the binomial distribution and its mean and variance. - It presents an example problem about the number of people picking their own hat from a box of randomly distributed hats.

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    MIT6_041SCF13_L07

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    This document summarizes key concepts from a lecture on multiple random variables: - It introduces concepts like joint PMFs, conditional probability, and independence of random variables. - It reviews expectations and introduces how to calculate expectations of functions of random variables. - It discusses the binomial distribution and its mean and variance. - It presents an example problem about the number of people picking their own hat from a box of randomly distributed hats.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    33 views3 pages

    Mit6 041SCF13 L07

    Uploaded by

    DevendraReddyPoreddy
    This document summarizes key concepts from a lecture on multiple random variables: - It introduces concepts like joint PMFs, conditional probability, and independence of random variables. - It reviews expectations and introduces how to calculate expectations of functions of random variables. - It discusses the binomial distribution and its mean and variance. - It presents an example problem about the number of people picking their own hat from a box of randomly distributed hats.

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    LECTURE 7 Review

    • Readings: Finish Chapter 2


    pX (x) = P(X = x)
    Lecture outline
    pX,Y (x, y) = P(X = x, Y = y)
    • Multiple random variables
    pX |Y (x | y) = P(X = x | Y = y )
    – Joint PMF
    – Conditioning
    – Independence !
    pX (x) = pX,Y (x, y)
    • More on expectations y

    • Binomial distribution revisited pX,Y (x, y) = pX (x)pY |X (y | x)

    • A hat problem

    Independent random variables Expectations

    !
    pX,Y,Z (x, y, z) = pX (x)pY |X (y | x)pZ |X,Y (z | x, y) E[X] = xpX (x)
    x
    !!
    • Random variables X, Y , Z are
    E[g(X, Y )] = g(x, y)pX,Y (x, y)
    x y
    independent if:
    " #
    pX,Y,Z (x, y, z) = pX (x) · pY (y) · pZ (z) • In general: E[g(X, Y )] #= g E[X], E[Y ]
    for all x, y, z
    y • E[αX + β] = αE[X] + β
    4 1/20 2/20 2/20
    • E[X + Y + Z] = E[X] + E[Y ] + E[Z]
    3 2/20 4/20 1/20 2/20

    2 1/20 3/20 1/20 • If X, Y are independent:


    1 1/20
    – E[XY ] = E[X]E[Y ]
    1 2 3 4 x

    – E[g(X)h(Y )] = E[g(X)] · E[h(Y )]


    • Independent?

    • What if we condition on X ≤ 2
    and Y ≥ 3?

    1
    Variances Binomial mean and variance

    • Var(aX) = a2Var(X) • X = # of successes in n independent


    trials
    • Var(X + a) = Var(X)
    – probability of success p
    n
    ! "n#
    • Let Z = X + Y . E[X] = k pk (1 − p)n−k
    k
    If X, Y are independent: k=0


    Var(X + Y ) = Var(X) + Var(Y ) 1, if success in trial i,
    • Xi =
    0, otherwise

    • Examples:
    • E[Xi] =
    – If X = Y , Var(X + Y ) =

    – If X = −Y , Var(X + Y ) = • E[X] =

    – If X, Y indep., and Z = X − 3Y ,
    Var(Z) = • Var(Xi) =

    • Var(X) =

    The hat problem Variance in the hat problem

    • n people throw their hats in a box and • Var(X ) = E[X 2] − (E[X])2 = E[X 2] − 1
    then pick one at random.
    – X: number of people who get their own
    ! !
    hat X2 = Xi2 + XiXj
    i i,j :i=j
    #
    – Find E[X]

    • E[Xi2] =

    1, if i selects own hat
    Xi =
    0, otherwise.
    P(X1X2 = 1) = P(X1 = 1)·P(X2 = 1 | X1 = 1)
    • X = X1 + X2 + · · · + Xn
    =
    • P(Xi = 1) =

    • E[Xi] =

    • Are the Xi independent? • E[X 2 ] =

    • E[X] = • Var(X) =

    2
    MIT OpenCourseWare
    http://ocw.mit.edu

    6.041SC Probabilistic Systems Analysis and Applied Probability


    Fall 2013

    For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

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