Solution

Problem # 4.15 Solution

l
ia
er
at
M
2 e
Let 𝑋 be the random variable such that 𝑋 ∈ {−1, 0, 1}

-2 urs
Given probabilities are: 𝑃 𝑋 = −1 = 0.2, 𝑃 𝑋 = 0 = 0.5, 𝑃 𝑋 = 1 = 0.3

20 o
D IC
Let another random variable 𝑌 represent the 𝑔(𝑥)
Therefore, 𝑌 = 𝑋 2

M LR
When, 𝑋 = −1, we get 𝑌 = 1

,B X
T1 of
And 𝑋 = 1, we get 𝑌 = 1

Q rt
Therefore, 𝑃 𝑌 = 1 = 𝑃 𝑋 = −1 + 𝑃 𝑋 = 1
Pa

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
185
Solution
Problem # 4.15 Solution

l
ia
er
at
M
Let 𝑋 be the random variable such that 𝑋 ∈ {−1, 0, 1}

2 e
-2 urs
Given probabilities are: 𝑃 𝑋 = −1 = 0.2, 𝑃 𝑋 = 0 = 0.5, 𝑃 𝑋 = 1 = 0.3
Let another random variable 𝑌 represent the 𝑔(𝑥)

20 o
D IC
Therefore, 𝑌 = 𝑋 2

M LR
When, 𝑋 = −1, we get 𝑌 = 1

,B X
And 𝑋 = 1, we get 𝑌 = 1

T1 of
Therefore, 𝑃 𝑌 = 1 = 𝑃 𝑋 = −1 + 𝑃 𝑋 = 1 = 0.2 + 0.3 = 0.5
Q rt
Pa

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
186
Solution
Problem # 4.15 Solution

l
ia
er
at
M
Let 𝑋 be the random variable such that 𝑋 ∈ {−1, 0, 1}

2 e
Given probabilities are: 𝑃 𝑋 = −1 = 0.2, 𝑃 𝑋 = 0 = 0.5, 𝑃 𝑋 = 1 = 0.3

-2 urs
Let another random variable 𝑌 represent the 𝑔(𝑥)

20 o
Therefore, 𝑌 = 𝑋 2

D IC
When, 𝑋 = −1, we get 𝑌 = 1

M LR
And 𝑋 = 1, we get 𝑌 = 1

,B X
T1 of
Therefore, 𝑃 𝑌 = 1 = 𝑃 𝑋 = −1 + 𝑃 𝑋 = 1 = 0.2 + 0.3 = 0.5

Q rt
And, 𝑃 𝑌 = 0 = 𝑃 𝑋 = 0 = 0.5 Pa

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
187
Solution
Problem # 4.15 Solution

l
ia
er
at
M
Let 𝑋 be the random variable such that 𝑋 ∈ {−1, 0, 1}

2 e
Given probabilities are: 𝑃 𝑋 = −1 = 0.2, 𝑃 𝑋 = 0 = 0.5, 𝑃 𝑋 = 1 = 0.3

-2 urs
Let another random variable 𝑌 represent the 𝑔(𝑥)

20 o
Therefore, 𝑌 = 𝑋 2

D IC
When, 𝑋 = −1, we get 𝑌 = 1

M LR
And 𝑋 = 1, we get 𝑌 = 1

,B X
T1 of
Therefore, 𝑃 𝑌 = 1 = 𝑃 𝑋 = −1 + 𝑃 𝑋 = 1 = 0.2 + 0.3 = 0.5

Q rt
And, 𝑃 𝑌 = 0 = 𝑃 𝑋 = 0 = 0.5 Pa
Hence, 𝐸 𝑋 2 = 𝐸 𝑌 = 1 0.5 + 0 0.5

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
188
Solution
Problem # 4.15 Solution

l
ia
er
at
Let 𝑋 be the random variable such that 𝑋 ∈ {−1, 0, 1}

M
Given probabilities are: 𝑃 𝑋 = −1 = 0.2, 𝑃 𝑋 = 0 = 0.5, 𝑃 𝑋 = 1 = 0.3

2 e
-2 urs
Let another random variable 𝑌 represent the 𝑔(𝑥)
Therefore, 𝑌 = 𝑋 2

20 o
D IC
When, 𝑋 = −1, we get 𝑌 = 1

M LR
And 𝑋 = 1, we get 𝑌 = 1

,B X
Therefore, 𝑃 𝑌 = 1 = 𝑃 𝑋 = −1 + 𝑃 𝑋 = 1 = 0.2 + 0.3 = 0.5

T1 of
And, 𝑃 𝑌 = 0 = 𝑃 𝑋 = 0 = 0.5
Q rt
Pa
Hence, 𝐸 𝑋 2 = 𝐸 𝑌 = 1 0.5 + 0 0.5 = 0.5

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
189
Solution
Problem # 4.15 Solution

l
ia
Let 𝑋 be the random variable such that 𝑋 ∈ {−1, 0, 1}

er
at
Given probabilities are: 𝑃 𝑋 = −1 = 0.2, 𝑃 𝑋 = 0 = 0.5, 𝑃 𝑋 = 1 = 0.3

M
Let another random variable 𝑌 represent the 𝑔(𝑥)

2 e
-2 urs
Therefore, 𝑌 = 𝑋 2
When, 𝑋 = −1, we get 𝑌 = 1

20 o
D IC
And 𝑋 = 1, we get 𝑌 = 1

M LR
Therefore, 𝑃 𝑌 = 1 = 𝑃 𝑋 = −1 + 𝑃 𝑋 = 1 = 0.2 + 0.3 = 0.5

,B X
And, 𝑃 𝑌 = 0 = 𝑃 𝑋 = 0 = 0.5

T1 of
Hence, 𝐸 𝑋 2 = 𝐸 𝑌 = 1 0.5 + 0 0.5 = 0.5
Q rt
Pa
Note that 𝐸 𝑋 = −1 0.2 + 0 0.5 + 1 0.3 = 0.1

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
190
Solution
Problem # 4.15 Solution

l
ia
Let 𝑋 be the random variable such that 𝑋 ∈ {−1, 0, 1}

er
Given probabilities are: 𝑃 𝑋 = −1 = 0.2, 𝑃 𝑋 = 0 = 0.5, 𝑃 𝑋 = 1 = 0.3

at
M
Let another random variable 𝑌 represent the 𝑔(𝑥)
Therefore, 𝑌 = 𝑋 2

2 e
-2 urs
When, 𝑋 = −1, we get 𝑌 = 1

20 o
D IC
And 𝑋 = 1, we get 𝑌 = 1
Therefore, 𝑃 𝑌 = 1 = 𝑃 𝑋 = −1 + 𝑃 𝑋 = 1 = 0.2 + 0.3 = 0.5

M LR
And, 𝑃 𝑌 = 0 = 𝑃 𝑋 = 0 = 0.5

,B X
T1 of
Hence, 𝐸 𝑋 2 = 𝐸 𝑌 = 1 0.5 + 0 0.5 = 0.5

Q rt
Pa
Note that 𝐸 𝑋 = −1 0.2 + 0 0.5 + 1 0.3 = 0.1
Therefore, 𝐸 𝑋 2 = 0.12 = 0.01

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
191
Solution
Problem # 4.15 Solution

l
ia
Let 𝑋 be the random variable such that 𝑋 ∈ {−1, 0, 1}

er
Given probabilities are: 𝑃 𝑋 = −1 = 0.2, 𝑃 𝑋 = 0 = 0.5, 𝑃 𝑋 = 1 = 0.3

at
M
Let another random variable 𝑌 represent the 𝑔(𝑥)
Therefore, 𝑌 = 𝑋 2

2 e
-2 urs
When, 𝑋 = −1, we get 𝑌 = 1

20 o
D IC
And 𝑋 = 1, we get 𝑌 = 1
Therefore, 𝑃 𝑌 = 1 = 𝑃 𝑋 = −1 + 𝑃 𝑋 = 1 = 0.2 + 0.3 = 0.5

M LR
And, 𝑃 𝑌 = 0 = 𝑃 𝑋 = 0 = 0.5

,B X
T1 of
Hence, 𝐸 𝑋 2 = 𝐸 𝑌 = 1 0.5 + 0 0.5 = 0.5

Q rt
Pa
Note that 𝐸 𝑋 = −1 0.2 + 0 0.5 + 1 0.3 = 0.1
Therefore, 𝐸 𝑋 2 = 0.12 = 0.01
Hence, 𝐸 𝑋 2 ≠ 𝐸 𝑋 2

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
192