Calculation of expectation and variance

Calculation of expectation and variance

IB Year 5 | Grade 11

Revisitng our first example.

Let \(X\) be the number of fours in three tosses of a fair six-sided die. Then
\[ X \sim B \left(3,\frac{1}{6} \right). \]

We would have
\[ P(X = k) = {}^3 C_k \left(\frac{1}{6}\right)^k \left(\frac{5}{6}\right)^{3-k}, \quad k = 0,1,2,3. \]

Probability distribution table for \(X\)
\(x\)\(0\)\(1\)\(2\)

\(3\)

\(P(X=x)\)

\(\left(\frac{5}{6}\right)^3\)

\(\left(\frac{5}{6}\right)^2\left(\frac{1}{6}\right)+\left(\frac{5}{6}\right)\left(\frac{1}{6}\right)\left(\frac{5}{6}\right) + \left(\frac{1}{6}\right) \left(\frac{5}{6}\right)^2\)

\(\left(\frac{5}{6}\right)\left(\frac{1}{6}\right)^2+\left(\frac{1}{6}\right)\left(\frac{5}{6}\right)\left(\frac{1}{6}\right) + \left(\frac{1}{6}\right)^2 \left(\frac{5}{6}\right)\)

\( \left(\frac{1}{6}\right)^3\)

One can verify that
\[ \mathrm{E}(X) = 0 \left(\frac{5}{6}\right)^3 + 1 \left(3 \times \left(\frac{5}{6}\right)^2 \left(\frac{1}{6}\right)\right) + 2 \left(3 \times \left(\frac{5}{6}\right) \left(\frac{1}{6}\right)^2\right) + 3 \left(\frac{1}{6}\right)^3 = \frac{1}{2} = 3 \times \frac{1}{6} = np. \]

Similarly, one can verify that
\[ \begin{align*} \mathrm{E}(X^2) - \left(E(X) \right)^2 & = 0^2 \left(\frac{5}{6}\right)^3 + 1^2 \left(3 \times \left(\frac{5}{6}\right)^2 \left(\frac{1}{6}\right)\right) + 2^2 \left(3 \times \left(\frac{5}{6}\right) \left(\frac{1}{6}\right)^2\right) + 3^2 \left(\frac{1}{6}\right)^3 - \left( \frac{1}{2} \right)^2 \\ & = \frac{5}{12} \\ & = 3 \times \frac{1}{6} \times \frac{5}{6} \\ & = np(1-p). \end{align*} \]

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