Math Problem Statement
the probability of mass function of a random variable pR(r) is given but the expected value and variance of the random variable S= ln(R) is asked to be found
Solution
To solve the problem, we need to find the expected value and variance of the random variable , given the probability mass function of the random variable .
Step 1: Understanding the Expected Value of
The expected value of is the weighted average of values, where the weights are the probabilities given by the probability mass function . Mathematically, the expected value of is:
where the sum is taken over all possible values of in the support of .
Step 2: Finding the Variance of
The variance of is calculated using the formula:
First, compute , which is:
Then, subtract from to obtain the variance.
Summary
- Compute .
- Compute .
- Calculate the variance as .
Would you like to provide a specific probability mass function for , so we can continue with the actual computation?
Related Questions:
- How do you compute the expected value and variance of any transformed random variable?
- What are some common transformations of random variables in probability theory?
- How does the logarithmic transformation affect the distribution of a random variable?
- What role does the probability mass function (PMF) play in calculating expected values?
- How can variance be used to understand the spread of transformed random variables?
Tip: The expected value of a transformed random variable can always be found using .
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Math Problem Analysis
Mathematical Concepts
Probability Theory
Expected Value
Variance
Logarithmic Transformation
Formulas
E(S) = ∑ ln(r) * p_R(r)
Var(S) = E(S^2) - (E(S))^2
E(S^2) = ∑ (ln(r))^2 * p_R(r)
Theorems
Expected Value Theorem
Variance Formula for Discrete Random Variables
Suitable Grade Level
Undergraduate or Advanced High School (Grades 11-12)
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