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 S=ln(R)S = \ln(R), given the probability mass function pR(r)p_R(r) of the random variable RR.

Step 1: Understanding the Expected Value of S=ln(R)S = \ln(R)

The expected value of SS is the weighted average of ln(R)\ln(R) values, where the weights are the probabilities given by the probability mass function pR(r)p_R(r). Mathematically, the expected value of SS is:

E(S)=E(ln(R))=rln(r)pR(r)\mathbb{E}(S) = \mathbb{E}(\ln(R)) = \sum_{r} \ln(r) \cdot p_R(r)

where the sum is taken over all possible values of rr in the support of RR.

Step 2: Finding the Variance of SS

The variance of SS is calculated using the formula:

Var(S)=E(S2)(E(S))2\text{Var}(S) = \mathbb{E}(S^2) - (\mathbb{E}(S))^2

First, compute E(S2)\mathbb{E}(S^2), which is:

E(S2)=E((ln(R))2)=r(ln(r))2pR(r)\mathbb{E}(S^2) = \mathbb{E}((\ln(R))^2) = \sum_{r} (\ln(r))^2 \cdot p_R(r)

Then, subtract (E(S))2(\mathbb{E}(S))^2 from E(S2)\mathbb{E}(S^2) to obtain the variance.

Summary

  1. Compute E(S)=rln(r)pR(r)\mathbb{E}(S) = \sum_{r} \ln(r) \cdot p_R(r).
  2. Compute E(S2)=r(ln(r))2pR(r)\mathbb{E}(S^2) = \sum_{r} (\ln(r))^2 \cdot p_R(r).
  3. Calculate the variance as Var(S)=E(S2)(E(S))2\text{Var}(S) = \mathbb{E}(S^2) - (\mathbb{E}(S))^2.

Would you like to provide a specific probability mass function for pR(r)p_R(r), so we can continue with the actual computation?


Related Questions:

  1. How do you compute the expected value and variance of any transformed random variable?
  2. What are some common transformations of random variables in probability theory?
  3. How does the logarithmic transformation affect the distribution of a random variable?
  4. What role does the probability mass function (PMF) play in calculating expected values?
  5. How can variance be used to understand the spread of transformed random variables?

Tip: The expected value of a transformed random variable g(X)g(X) can always be found using E(g(X))=xg(x)pX(x)\mathbb{E}(g(X)) = \sum_x g(x) \cdot p_X(x).

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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)