Math Problem Statement

If X and Y are independent Poisson random variables with expectations 5 and 3 respectively, then

find the variance of 2X + Y .

Solution

To find the variance of the linear combination 2X+Y2X + Y, where XX and YY are independent Poisson random variables, you can follow these steps:

1. Recall the Properties of Variance:

  • For a random variable XX with variance Var(X)\text{Var}(X), the variance of a scaled random variable aXaX is: Var(aX)=a2Var(X)\text{Var}(aX) = a^2 \cdot \text{Var}(X)
  • If XX and YY are independent random variables, the variance of their sum is: Var(X+Y)=Var(X)+Var(Y)\text{Var}(X + Y) = \text{Var}(X) + \text{Var}(Y)

2. Find the Variances of XX and YY:

  • For a Poisson random variable, the variance is equal to the expectation.
    • So, Var(X)=E[X]=5\text{Var}(X) = \mathbb{E}[X] = 5.
    • And Var(Y)=E[Y]=3\text{Var}(Y) = \mathbb{E}[Y] = 3.

3. Compute the Variance of 2X+Y2X + Y:

  • Using the scaling property of variance: Var(2X)=22Var(X)=45=20\text{Var}(2X) = 2^2 \cdot \text{Var}(X) = 4 \cdot 5 = 20
  • Since XX and YY are independent: Var(2X+Y)=Var(2X)+Var(Y)=20+3=23\text{Var}(2X + Y) = \text{Var}(2X) + \text{Var}(Y) = 20 + 3 = 23

Final Answer:

The variance of 2X+Y2X + Y is 23\boxed{23}.


Would you like more details on this, or do you have any other questions?

Here are 5 related questions you might find interesting:

  1. What is the expectation of 2X+Y2X + Y given the expectations of XX and YY?
  2. How does the covariance between XX and YY affect the variance of their sum?
  3. What is the moment-generating function for a linear combination of Poisson random variables?
  4. How do you find the variance of XYX - Y if XX and YY are not independent?
  5. How do you calculate the probability P(2X+Y=k)P(2X + Y = k) for some integer kk?

Tip: Remember that the variance of independent random variables adds up directly, but for dependent variables, you need to consider their covariance as well.

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Math Problem Analysis

Mathematical Concepts

Probability Theory
Poisson Distribution
Variance of Random Variables
Independence of Random Variables

Formulas

\( \text{Var}(aX) = a^2 \cdot \text{Var}(X) \)
\( \text{Var}(X + Y) = \text{Var}(X) + \text{Var}(Y) \)

Theorems

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Suitable Grade Level

Undergraduate Level