Math Problem Statement
Suppose two random variables X and Y have the following probability distributions:
x 0 1 2 y 10 2 8 4 p(x) 0.1 0.5 0.4 p(y) 0.3 0.1 0.2 0.4
Let W=3X−5Y .
Calculate E[W] .
Solution
To calculate , where , we use the linearity of expectation:
[ E[W] = E[3X - 5Y] = 3E[X] - 5E[Y] ]
Thus, we need to compute and first.
Step 1: Compute
The expected value of , , is given by:
Substitute the given values for and :
Step 2: Compute
The expected value of , , is given by:
Substitute the given values for and :
Step 3: Compute
Now, substitute the values of and into the formula for :
[ E[W] = 3E[X] - 5E[Y] ]
Final Answer:
Would you like more details on any of these steps? Here are some related questions you might find helpful:
- How do you calculate the variance of a linear combination of random variables like ?
- What is the relationship between covariance and the expectation of a linear combination of two random variables?
- How can you compute the expected value for a discrete random variable with a probability distribution?
- What are the key properties of expectation in probability theory?
- How do you interpret the expected value in the context of a random variable?
Tip: When calculating expected values for linear combinations, remember the rule of linearity of expectation: .
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Math Problem Analysis
Mathematical Concepts
Probability Theory
Expectation
Linear Combinations of Random Variables
Formulas
E[W] = 3E[X] - 5E[Y]
E[X] = Σ x * p(x)
E[Y] = Σ y * p(y)
Theorems
Linearity of Expectation
Suitable Grade Level
Grades 11-12