mean and variance

Discussion in 'CT3' started by Jammy, Apr 3, 2015.

  1. Jammy

    Jammy Member

    P(X = k) = 1 / 2^k

    k=1,2,...

    What will be E(X) and Var(X) ?
     
  2. Hemant Rupani

    Hemant Rupani Senior Member

    Here, X has type I geometric distribution with p=q=1/2
    So E(X)=1/p=2, Var(X)=q/p-suared=2
     
  3. Jammy

    Jammy Member

    From first principles?
     
  4. Hemant Rupani

    Hemant Rupani Senior Member

    \( E(X)=\sum_{x=1}^{\infty }\frac{x}{2^{x}}
    \\now\: see\: in\: numerical\: form 1/2+2/2^2+3/2^3+..............
    \\simplified\:as
    \\1/2+1/2^2+1/2^3+.............
    \\1/2^2+1/2^3+.............
    \\1/2^3+...........
    \\this\: can\: be \: written\: as
    \\\sum_{j=1}^{\infty }\sum_{x=j}^{\infty }\frac{1}{2^{x}}= \sum_{j=1}^{\infty }\frac{1}{2^{j-1}}=2
    \\E(X^{2})=\sum_{x=1}^{\infty }\frac{x^{2}}{2^{x}}
    \\numerical\: form
    \\1/2+2*2/2^2+3*2^3+.............
    \\simplified\: as
    \\1/2+2/2^2+3/2^3+.......
    \\2/2^2+3/2^3+........
    \\3/2^3+........
    \\so\: now\: you\:know\:value\: 1/2+2/2^2+3/2^3+.......
    \\nested\: as\: \sum_{n=1}^{\infty }\left ( \sum_{j=n}^{\infty }\sum_{x=j}^{\infty }\frac{1}{2^{x}}+\frac{n-1}{2^{n-1}} \right )
    \\Note:-\frac{n-1}{2^{n-1}} \: is\: added\: because...
    I\: give\: you\: a\: example
    \\take\: any \: number \: say\: n= 5
    \\\sum_{x=5}^{\infty }\frac{x}{2^{x}}=5/2^5+6/2^6+7/2^7+.....
    \\=5\left ( 1/2^5+1/2^6+1/2^7+.... \right )+(1/2^6+1/2^7+..)+(...)+...so\: on
    \\it\: will\: give\: Sum\: as
    \\\sum_{j=5}^{\infty }\sum_{x=j}^{\infty }\frac{1}{2^x}+\frac{4}{2^4}
    \\so\: for\: every\: n\: it \: gives\: extra\: \frac{n-1}{2^{n-1}}
    \\Hence,
    \\E(X^2)=\sum_{n=1}^{\infty }\left ( \sum_{j=n}^{\infty }\sum_{x=j}^{\infty }\frac{1}{2^{x}}+\frac{n-1}{2^{n-1}} \right )=6
    \\Var(X)=E(X^2)-(E(X))^2=6-2^2=2
    \)
    Note:It takes half hour to solve from first principle...... you may choose M.G.F/P.G.F. approach rather.
    and yes, quarter hour to write on LaTeX editor;)
     
    Last edited: Apr 4, 2015
  5. Jammy

    Jammy Member

    Lol, shouldn't they be specifying it is a geometric distribution if we're supposed to use the mean & variance which cannot be worked out from first principles in the exam?
    This was an alternative way to solve the question, yet...
     
  6. John Lee

    John Lee ActEd Tutor Staff Member

    Which exam question was it?

    In the UK exams you will be expected to recognise discrete distributions from the question context and then use the standard results in the Tables.
     

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