Week 10 Graded Assignment

Week 10 Graded Assignment


Statistics Graded Assignment

Here are all the questions and their solutions from the Week_10_Graded_Solution.pdf1:


1. Expectation of the Sum of Numbers on Cards

Question: There are $2^n$ numbered cards in a deck, among which ${}^n C_i$ cards bear the number $i$ ($i = 0,1,2,\ldots,n$). From the deck, $m$ cards are drawn with replacement. What is the expectation of the sum of their numbers? (Enter the answer correct to one decimal accuracy.)

Answer:

$$ \frac{m n}{2} $$

Solution: Let $X_j$ be the random variable representing the number on the $j^\text{th}$ card drawn. The probability that $X_j = x$ is $\frac{{}^n C_x}{2^n}$. The expectation for one draw is:

$$ E(X_j) = \sum_{x=0}^n x \cdot \frac{{}^n C_x}{2^n} = \frac{n}{2} $$

For $m$ independent draws, the expected sum is:

$$ \sum_{j=1}^m E(X_j) = \frac{m n}{2} $$

2. Expected Value of $Y$ (Random Walk and Sign Patterns)

Question: An unbiased die is thrown $n+2$ times. After each throw, a ‘+’ is recorded for 2 or 5 and ‘-’ is recorded for 1, 3, 4, or 6, forming an ordered sequence. To each except the first and last sign, a random variable $X_i$ ($i=1,2,\ldots,n$) is associated, which takes the value 1 if both neighboring signs differ from the one between them, and 0 otherwise. If $Y = a S + b$ where $S = \sum_{i=1}^n X_i$, find the expected value of $Y$.

Options: a. $\left(a \times \frac{2 n}{9}\right)+b$ b. $\left(a \times \frac{2 n}{9}\right)$ c. $\frac{2 n}{9}+b$ d. $\frac{2 n}{9}$

Answer: a. $\left(a \times \frac{2 n}{9}\right)+b$

Solution: The pattern for $X_i = 1$ is either ‘$+ - +$’ or ‘$- + -$’. Probability for each:

$$ P(X_i = 1) = \left(\frac{4}{6}\right)^2 \cdot \frac{2}{6} + \left(\frac{4}{6}\right) \cdot \left(\frac{2}{6}\right)^2 = \frac{2}{9} $$$$ E(S) = \sum_{i=1}^n E(X_i) = \frac{2n}{9} $$$$ E(Y) = a E(S) + b = a \cdot \frac{2n}{9} + b $$

3. True Statements about $Y$

Question: Which of the following statement(s) is/are true about $Y$ as defined above?

a. $V(Y) = a^2 V(S) + b$ b. $V(Y) = a^2 V(S)$ c. $V(Y) \neq a^2 V(S)$ d. $E(Y) = a^2 E(S) + b$ e. $E(Y) = a E(S) + b$

Answer: b, e

Solution: By properties of expectation and variance:

$$ V(Y) = a^2 V(S) $$$$ E(Y) = a E(S) + b $$

4. Expected Distance After $n$ Steps (Random Walk)

Question: Amandeep is in the middle of a bridge of infinite length. He takes a unit step to the right with probability $p$ and to the left with probability $1-p$. Assume movements are independent. What is the expected distance between the starting point and endpoint after $n$ steps?

Options: a. $2p-1$ b. $n(2p-1)$ c. $1-2p$ d. $n(1-2p)$

Answer: b. $n(2p-1)$

Solution: Let $X_i = 1$ (right) with probability $p$, $-1$ (left) with probability $1-p$.

$$ E(X_i) = 1 \cdot p + (-1) \cdot (1-p) = 2p-1 $$$$ E(S) = \sum_{i=1}^n E(X_i) = n(2p-1) $$

5. Variance of Distance After $n$ Steps

Question: What is the variance of the distance between the starting point and endpoint after $n$ steps?

Options: a. $4 n p (1-p)$ b. $4 p (1-p)$ c. $1$ d. $n^2 (2p-1)^2 -1$

Answer: a. $4 n p (1-p)$

Solution:

$$ E(X_i^2) = 1^2 \cdot p + (-1)^2 \cdot (1-p) = 1 $$$$ V(X_i) = E(X_i^2) - [E(X_i)]^2 = 1 - (2p-1)^2 = 4p(1-p) $$$$ V(S) = \sum_{i=1}^n V(X_i) = 4 n p (1-p) $$

6. Expected Number of White Balls Drawn

Question: A box contains $a$ white and $b$ black balls. $c$ balls are drawn at random without replacement. Find the expected value of the number of white balls drawn. (Enter the answer correct to 2 decimal places.)

Solution: The expected number of white balls drawn is:

$$ E(X) = c \cdot \frac{a}{a+b} $$

For example, with $a=7$, $b=4$, $c=2$:

$$ E(X) = 2 \cdot \frac{7}{11} \approx 1.27 $$

7. Expected Number of Trials to Open a Door

Question: Rohit wants to open his door with 5 keys (out of which 1 will open the door) and tries the keys independently and at random. If unsuccessful keys are eliminated, find the expected number of trials required to open the door.

Options: a. $1$ b. $9$ c. $3$ d. $2$

Answer: c. $3$

Solution: The probability of success at the $k^\text{th}$ trial is $\frac{1}{5}$ for all $k$ (as each permutation is equally likely).

$$ E(X) = \frac{1+2+3+4+5}{5} = 3 $$

8. Variance of $aX + bY$

Question: $X$ and $Y$ are independent random variables with means $m_1$ and $m_2$, and variances $v_1$ and $v_2$ respectively. Find the variance of $aX + bY$.

Answer:

$$ a^2 v_1 + b^2 v_2 $$

Solution: Since $X$ and $Y$ are independent:

$$ V(aX + bY) = a^2 V(X) + b^2 V(Y) = a^2 v_1 + b^2 v_2 $$

9. $E(2X+1)^2$ for Given Distribution

Question: Let $X$ be a random variable with the following probability distribution:

$$ \begin{array}{|c|c|c|c|} \hline X & a & b & c \\ \hline P(X=x) & \frac{1}{d} & \frac{1}{e} & \frac{f}{g} \\ \hline \end{array} $$

Calculate the value of $E(2X+1)^2$. (Enter the answer correct to 2 decimal places.)

Solution:

$$ E(X) = a \cdot \frac{1}{d} + b \cdot \frac{1}{e} + c \cdot \frac{f}{g} $$$$ E(X^2) = a^2 \cdot \frac{1}{d} + b^2 \cdot \frac{1}{e} + c^2 \cdot \frac{f}{g} $$$$ E(2X+1)^2 = 4E(X^2) + 4E(X) + 1 $$

10. Values of $a$ and $b$ for Standardized Random Variable

Question: Suppose $X$ is a random variable for which $E(X) = m$ and $\text{Var}(X) = v$. Find the positive values of $a$ and $b$ such that $Y = aX - b$ has expectation 0 and variance 1.

Options: a. $\frac{-1}{\sqrt{v}}, \frac{-m}{\sqrt{v}}$ b. $\frac{1}{v}, \frac{m}{\sqrt{v}}$ c. $\frac{1}{\sqrt{v}}, \frac{m}{\sqrt{v}}$ d. $1, m$

Answer: c. $\frac{1}{\sqrt{v}}, \frac{m}{\sqrt{v}}$

Solution:

$$ E(Y) = aE(X) - b = 0 \implies m a - b = 0 \implies b = m a $$$$ V(Y) = a^2 V(X) = 1 \implies a^2 v = 1 \implies a = \frac{1}{\sqrt{v}} $$$$ b = m \cdot \frac{1}{\sqrt{v}} $$

This covers all questions and solutions from the Week_10_Graded_Solution.pdf1.

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  1. Week_10_Graded_Solution.pdf ↩︎ ↩︎