To solve the given problem, we will calculate each part step-by-step:
Part (a) E[X]
The expected value of X is calculated as:
E[X]=∑xx⋅P(X=x)
To compute P(X=x), sum over the joint probabilities for all Y values:
- P(X=0)=0.107+0.214+0.037=0.358
- P(X=1)=0.321+0.214+0.000=0.535
- P(X=2)=0.107+0.000+0.000=0.107
Now compute E[X]:
E[X]=(0⋅0.358)+(1⋅0.535)+(2⋅0.107)=0+0.535+0.214=0.749
Part (b) Var[X]
Variance is calculated as:
[
\text{Var}[X] = E[X^2] - (E[X])^2
]
First, compute E[X2]:
E[X2]=∑xx2⋅P(X=x)=(02⋅0.358)+(12⋅0.535)+(22⋅0.107)
E[X2]=0+0.535+4⋅0.107=0.535+0.428=0.963
Now, substitute E[X]=0.749:
Var[X]=0.963−(0.749)2=0.963−0.561=0.402
Part (c) E[Y∣X=1]
The conditional expectation is:
E[Y∣X=1]=∑yy⋅P(Y=y∣X=1)
First, compute P(Y=y∣X=1):
- P(Y=0∣X=1)=P(X=1)P(X=1,Y=0)=0.5350.321=0.6
- P(Y=1∣X=1)=P(X=1)P(X=1,Y=1)=0.5350.214=0.4
- P(Y=2∣X=1)=P(X=1)P(X=1,Y=2)=0.5350.0=0.0
Now compute E[Y∣X=1]:
E[Y∣X=1]=(0⋅0.6)+(1⋅0.4)+(2⋅0.0)=0+0.4+0=0.4
Part (d) E[3X+2Y]
The linearity of expectation allows us to write:
[
E[3X + 2Y] = 3E[X] + 2E[Y]
]
We already know E[X]=0.749. To find E[Y], compute P(Y=y) and use E[Y]=∑yy⋅P(Y=y):
- P(Y=0)=0.107+0.321+0.107=0.535
- P(Y=1)=0.214+0.214+0.0=0.428
- P(Y=2)=0.037+0.0+0.0=0.037
Now compute E[Y]:
E[Y]=(0⋅0.535)+(1⋅0.428)+(2⋅0.037)=0+0.428+0.074=0.502
Substitute into E[3X+2Y]:
E[3X+2Y]=3(0.749)+2(0.502)=2.247+1.004=3.251
Final Answers:
(a) E[X]=0.749
(b) Var[X]=0.402
(c) E[Y∣X=1]=0.4
(d) E[3X+2Y]=3.251
Let me know if you have any questions or want further details.
Here are 5 related questions for practice:
- How would the calculations change if a different joint PDF were used?
- What is the correlation coefficient between X and Y in this setup?
- How do you find P(Y∣X) for all values of X and Y?
- What is the covariance Cov(X,Y)?
- How would E[3X+2Y] change if the joint probabilities were normalized differently?
Tip: Always check the marginal probabilities P(X) and P(Y) to ensure they sum to 1, verifying the joint distribution is valid.