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 E[W]E[W], where W=3X5YW = 3X - 5Y, we use the linearity of expectation:

[ E[W] = E[3X - 5Y] = 3E[X] - 5E[Y] ]

Thus, we need to compute E[X]E[X] and E[Y]E[Y] first.

Step 1: Compute E[X]E[X]

The expected value of XX, E[X]E[X], is given by:

E[X]=xp(x)E[X] = \sum x \cdot p(x)

Substitute the given values for xx and p(x)p(x):

E[X]=(00.1)+(10.5)+(20.4)E[X] = (0 \cdot 0.1) + (1 \cdot 0.5) + (2 \cdot 0.4) E[X]=0+0.5+0.8=1.3E[X] = 0 + 0.5 + 0.8 = 1.3

Step 2: Compute E[Y]E[Y]

The expected value of YY, E[Y]E[Y], is given by:

E[Y]=yp(y)E[Y] = \sum y \cdot p(y)

Substitute the given values for yy and p(y)p(y):

E[Y]=(100.3)+(20.1)+(80.2)+(40.4)E[Y] = (10 \cdot 0.3) + (2 \cdot 0.1) + (8 \cdot 0.2) + (4 \cdot 0.4) E[Y]=3+0.2+1.6+1.6=6.4E[Y] = 3 + 0.2 + 1.6 + 1.6 = 6.4

Step 3: Compute E[W]E[W]

Now, substitute the values of E[X]E[X] and E[Y]E[Y] into the formula for E[W]E[W]:

[ E[W] = 3E[X] - 5E[Y] ] E[W]=3(1.3)5(6.4)E[W] = 3(1.3) - 5(6.4) E[W]=3.932=28.1E[W] = 3.9 - 32 = -28.1

Final Answer:

E[W]=28.1E[W] = -28.1

Would you like more details on any of these steps? Here are some related questions you might find helpful:

  1. How do you calculate the variance of a linear combination of random variables like W=3X5YW = 3X - 5Y?
  2. What is the relationship between covariance and the expectation of a linear combination of two random variables?
  3. How can you compute the expected value for a discrete random variable with a probability distribution?
  4. What are the key properties of expectation in probability theory?
  5. 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: E[aX+bY]=aE[X]+bE[Y]E[aX + bY] = aE[X] + bE[Y].

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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