Math Problem Statement

Given a joint probability distribution table for X and Y, find (a) E[X], (b) Var[X], (c) E[Y | X=1], and (d) E[3X + 2Y].

Solution

To solve the given problem, we will calculate each part step-by-step:

Part (a) E[X]E[X]

The expected value of XX is calculated as: E[X]=xxP(X=x)E[X] = \sum_{x} x \cdot P(X = x) To compute P(X=x)P(X = x), sum over the joint probabilities for all YY values:

  • P(X=0)=0.107+0.214+0.037=0.358P(X=0) = 0.107 + 0.214 + 0.037 = 0.358
  • P(X=1)=0.321+0.214+0.000=0.535P(X=1) = 0.321 + 0.214 + 0.000 = 0.535
  • P(X=2)=0.107+0.000+0.000=0.107P(X=2) = 0.107 + 0.000 + 0.000 = 0.107

Now compute E[X]E[X]: E[X]=(00.358)+(10.535)+(20.107)=0+0.535+0.214=0.749E[X] = (0 \cdot 0.358) + (1 \cdot 0.535) + (2 \cdot 0.107) = 0 + 0.535 + 0.214 = 0.749

Part (b) Var[X]\text{Var}[X]

Variance is calculated as: [ \text{Var}[X] = E[X^2] - (E[X])^2 ] First, compute E[X2]E[X^2]: E[X2]=xx2P(X=x)=(020.358)+(120.535)+(220.107)E[X^2] = \sum_{x} x^2 \cdot P(X=x) = (0^2 \cdot 0.358) + (1^2 \cdot 0.535) + (2^2 \cdot 0.107) E[X2]=0+0.535+40.107=0.535+0.428=0.963E[X^2] = 0 + 0.535 + 4 \cdot 0.107 = 0.535 + 0.428 = 0.963 Now, substitute E[X]=0.749E[X] = 0.749: Var[X]=0.963(0.749)2=0.9630.561=0.402\text{Var}[X] = 0.963 - (0.749)^2 = 0.963 - 0.561 = 0.402

Part (c) E[YX=1]E[Y \mid X=1]

The conditional expectation is: E[YX=1]=yyP(Y=yX=1)E[Y \mid X=1] = \sum_{y} y \cdot P(Y = y \mid X=1) First, compute P(Y=yX=1)P(Y = y \mid X=1):

  • P(Y=0X=1)=P(X=1,Y=0)P(X=1)=0.3210.535=0.6P(Y=0 \mid X=1) = \frac{P(X=1, Y=0)}{P(X=1)} = \frac{0.321}{0.535} = 0.6
  • P(Y=1X=1)=P(X=1,Y=1)P(X=1)=0.2140.535=0.4P(Y=1 \mid X=1) = \frac{P(X=1, Y=1)}{P(X=1)} = \frac{0.214}{0.535} = 0.4
  • P(Y=2X=1)=P(X=1,Y=2)P(X=1)=0.00.535=0.0P(Y=2 \mid X=1) = \frac{P(X=1, Y=2)}{P(X=1)} = \frac{0.0}{0.535} = 0.0

Now compute E[YX=1]E[Y \mid X=1]: E[YX=1]=(00.6)+(10.4)+(20.0)=0+0.4+0=0.4E[Y \mid X=1] = (0 \cdot 0.6) + (1 \cdot 0.4) + (2 \cdot 0.0) = 0 + 0.4 + 0 = 0.4

Part (d) E[3X+2Y]E[3X + 2Y]

The linearity of expectation allows us to write: [ E[3X + 2Y] = 3E[X] + 2E[Y] ] We already know E[X]=0.749E[X] = 0.749. To find E[Y]E[Y], compute P(Y=y)P(Y = y) and use E[Y]=yyP(Y=y)E[Y] = \sum_{y} y \cdot P(Y = y):

  • P(Y=0)=0.107+0.321+0.107=0.535P(Y=0) = 0.107 + 0.321 + 0.107 = 0.535
  • P(Y=1)=0.214+0.214+0.0=0.428P(Y=1) = 0.214 + 0.214 + 0.0 = 0.428
  • P(Y=2)=0.037+0.0+0.0=0.037P(Y=2) = 0.037 + 0.0 + 0.0 = 0.037

Now compute E[Y]E[Y]: E[Y]=(00.535)+(10.428)+(20.037)=0+0.428+0.074=0.502E[Y] = (0 \cdot 0.535) + (1 \cdot 0.428) + (2 \cdot 0.037) = 0 + 0.428 + 0.074 = 0.502

Substitute into E[3X+2Y]E[3X + 2Y]: E[3X+2Y]=3(0.749)+2(0.502)=2.247+1.004=3.251E[3X + 2Y] = 3(0.749) + 2(0.502) = 2.247 + 1.004 = 3.251


Final Answers:

(a) E[X]=0.749E[X] = 0.749
(b) Var[X]=0.402\text{Var}[X] = 0.402
(c) E[YX=1]=0.4E[Y \mid X=1] = 0.4
(d) E[3X+2Y]=3.251E[3X + 2Y] = 3.251

Let me know if you have any questions or want further details.

Here are 5 related questions for practice:

  1. How would the calculations change if a different joint PDF were used?
  2. What is the correlation coefficient between XX and YY in this setup?
  3. How do you find P(YX)P(Y \mid X) for all values of XX and YY?
  4. What is the covariance Cov(X,Y)\text{Cov}(X, Y)?
  5. How would E[3X+2Y]E[3X + 2Y] change if the joint probabilities were normalized differently?

Tip: Always check the marginal probabilities P(X)P(X) and P(Y)P(Y) to ensure they sum to 1, verifying the joint distribution is valid.

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Math Problem Analysis

Mathematical Concepts

Probability Theory
Expected Value
Conditional Expectation
Variance

Formulas

E[X] = ∑ x * P(X = x)
Var[X] = E[X^2] - (E[X])^2
E[Y | X] = ∑ y * P(Y = y | X)
E[aX + bY] = aE[X] + bE[Y]

Theorems

Linearity of Expectation
Conditional Probability

Suitable Grade Level

College Level