Statistics for Data Science-1

Week-10 Graded Assignment

1. There are 2n numbered cards in a deck among which nC i cards bear the number i
; i=0,1,2,...,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)
mn
Answer:
2
Solution:
Let, Xj ; i=1,2,...,m be the random variable representing the number on the j th card
drawn.

Xj 0 1 2 ... n
n n n n
Number of cards C0 C1 C2 ... Cn
n n n n
C0 C1 C2 Cn
P (Xj = x) ...
2n 2n 2n 2n
Table 10.1
n
Pn Pn Cx
E(Xj ) = x=0 xP (Xj = x) = x=0 x×
2n
1
E(Xj ) = × [(0 × nC 0 ) + (1 × nC 1 ) + (2 × nC 2 ) + ... + (n × nC n )]
2n    
1 n(n − 1) n(n − 1)(n − 2)
E(Xj ) = × [0 + (1 × n) + 2 × + 3× ... + (n × 1)]
2n  2!  3!
n (n − 1)(n − 2)
E(Xj ) = × [1 + (n − 1) + + ... + 1]
2n 2!
n
E(Xj ) = × [n−1C 0 + n−1C 1 + n−1C 2 + ... + n−1C n−1 ]
2n
n n
E(Xj ) = n
× 2n−1 =
2 2
Therefore,
Pm Expectation of the sum of their numbers is given by:
= j=1 E(Xj )
n
= m
P
j=1
2
mn
=
2
Suppose, we substitute values of n and m as 4 and 7 respectively, then

1
 Let, Xj ; i=1,2,...,7 be the random variable representing the number on the j th card
drawn.

Xj 0 1 2 3 4
4 4 4 4 4
Number of cards C0 C1 C2 C3 C4
4 4 4 4 4
C0 C1 C2 C3 C4
P (Xj = x)
24 24 24 24 24
Table 10.1
4
P4 P4 Cx
E(Xj ) = x=0 xP (Xj = x) = x=0 x ×
24
1
E(Xj ) = 4 × [(0 × C 0 ) + (1 × C 1 ) + (2 × 4C 2 ) + (3 × 4C 3 ) + (4 × 4C 4 )]
4 4
2    
1 4(4 − 1) 4(4 − 1)(4 − 2)
E(Xj ) = 4 × [0 + (1 × 4) + 2 × + 3× + (4 × 1)]
2  2!  3!
4 (4 − 1)(4 − 2)
E(Xj ) = 4 × [1 + (4 − 1) + + 1]
2 2!
4
E(Xj ) = 4 × [3C 0 + 3C 1 + 3C 2 + 3C 3 ]
2
4 4
E(Xj ) = 4 × 23 = = 2
2 2
Therefore, Expectation of the sum of their numbers is given by:
= 7j=1 E(Xj ) = 7j=1 2 = 14
P P

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, the signs forming an ordered sequence. To each, except the
first and last sign, a random variable Xi ; i=1,2,...,n is associated which takes the value
1 if both of its neighbouring sign differs from the one between them P and 0 otherwise.
If the random variable Y is defined as Y = aS + b where, S = ni=1 Xi , then use the
given information to answer question (2) and (3).

2. Find the expected value of Y .

 
2n
(a) a × +b
9
 
2n
(b) a ×
9
2n
(c) +b
9
2n
(d)
9

2
 Answer: a
Solution:
(
1 if the pattern is either ’+ - +’ or ’- + -’
Xi =
0 otherwise
E(Xi ) = 1 × P (Xi = 1) + 0 × P (Xi = 0) = P (Xi = 1)
Now,
P (Xi = 1) =P(Pattern = ’+ - +’) + P(pattern=’- + -’)
 2      2
4 2 4 2 2
P (Xi = 1) = × + × =
6 6 6 6 9
Pn Pn
E(S) = E( i=1 Xi ) = i=1 E(Xi )
2n
E(S) =
9
Therefore, E(Y ) = aE(S) + b
 
2n
E(Y ) = a × +b
9
Suppose, we substitute values of n, a and b as 10, 9 and 1 respectively then,
E(S) = E( 10
P P10
i=1 Xi ) = i=1 E(Xi )

P10 2 20
E(S) = i=1 =
9 9
20
Therefore, E(Y ) = 9E(S) + 1 = 9 × +1
9
E(Y ) = 20 + 1 = 21

3. Which of the following statement(s) is/are true?

a. V (Y ) = a2 V (S) + b
b. V (Y ) = a2 V (S)
c. V (Y ) 6= a2 V (S)
d. E(Y ) = a2 E(S) + b
e. E(Y ) = aE(S) + b

Answer: b,e
By the property of Expectation and Variance, we get:
V (Y ) = a2 V (S)
E(Y ) = aE(S) + b (always)
Hence, option (b) and (e) is correct.
Suppose, we substitute values of a and b as 9 and 1 respectively then,

3
 V (Y ) = (9)2 × V (S) = 81V (S)
E(Y ) = 9E(S) + 1 (always)

Amandeep is in the middle of a bridge of infinite length. He takes the unit step to
the right with probability p and to the left with probability 1 − p. Assume that the
movements are independent of each other.
Hint: Consider the random variable Xi associated with the ith step defined as:
(
1 if the step of Amandeep is towards the right
Xi =
−1 if the step of Amandeep is towards the left

Using this information, answer question (4) and (5).

4. What is the expected distance between the starting point and end point of Amandeep
after n steps?

(a). 2p − 1
(b). n(2p − 1)
(c). 1 − 2p
(d). n(1 − 2p)

Answer: b
Solution:
Let us associate a random variable Xi with the ith step.
(
1 if ith step of Amandeep is towards the right
Xi =
−1 if ith step of Amandeep is towards the left
E(Xi ) = 1 × P (Xi = 1) + (−1) × P (Xi = −1)
E(Xi ) = 1 × p − 1 × (1 − p) = 2p − 1
S = X1 + X2 + ... + Xn represents the random distance moved from the starting point
after n steps.
Therefore, E(S) = ni=1 E(Xi ) = n(2p − 1)
P
Hence, expected distance between the starting point and end point of Amandeep after
n steps is n(2p − 1)
For example: p=0.6 , n=7
Let us associate a random variable Xi with the ith step.
(
1 if ith step of Amandeep is towards the right
Xi =
−1 if ith step of Amandeep is towards the left
E(Xi ) = 1 × P (Xi = 1) + (−1) × P (Xi = −1)
E(Xi ) = 1 × 0.6 − 1 × 0.4 = 0.2

4
 S = X1 + X2 + ... + X7 represents the random distance moved from the starting point
after 7 steps.
Therefore, E(S) = 7i=1 E(Xi ) = 7(0.2) = 1.4
P

Hence, the expected distance between the starting point and end point of Amandeep
after 7 steps is 1.4.
5. What is the variance distance between the starting point and end point of Amandeep
after n steps?
(a). 4np(1 − p)
(b). 4p(1 − p)
(c). 1
(d). n2 (2p − 1)2 − 1
Answer: a
Solution:
E(Xi )2 = 12 × P (Xi = 1) + (−1)2 × P (Xi = −1)
E(Xi )2 = p + (1 − p) = 1
V (Xi ) = E(Xi )2 − [E(Xi )]2
V (Xi ) = 1 − (2p − 1)2 = 4p(1 − p)
Therefore, V (S) = ni=1 V (Xi ) (because, movements of steps are independent)
P

Hence, V (S) = ni=1 4p(1 − p) = 4np(1 − p)

P

For Example: p=0.6 , n=7

E(Xi )2 = 12 × P (Xi = 1) + (−1)2 × P (Xi = −1)
E(Xi )2 = 0.6 + 0.4 = 1
V (Xi ) = E(Xi )2 − [E(Xi )]2
V (Xi ) = 1 − (0.2)2 = 0.96
Therefore, V (S) = 7i=1 V (Xi )
P

Because, movements of steps are independent.

Hence, V (S) = 7i=1 (0.96) = 7 × (0.96) = 6.72
P

6. A box contains a white and b black balls. c balls are drawn at random without replace-
ment. Find the expected value of the number of white balls drawn?(Enter the answer
correct to 2 decimal places).
Solution:
Let X denote the number of white balls drawn. The probability distribution of X is
obtained as follows:
X 0 1 2 ... c
b a b a b a
Cc C 1 × C c−1 C 2 × C c−2 Cc
p(x) a+b a+b a+b
... a+b
Cc Cc Cc Cc

5
 Then expected number of white balls drawn is :
b a
Cc C 1 × bC c−1 a
C 2 × bC c−2 a
Cc
E(X) = 0 × a+b + 1 × a+b
+ 2 × a+b
+ ... + c × a+b
Cc Cc Cc Cc

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

Let X denote the number of white balls drawn. The probability distribution of X is
obtained as follows:

X 0 1 2
4 7
C2 6 C 1 × 4C 1 28 7
C2 21
p(x) 11 = 11 = 11 =
C2 55 C2 55 C2 55

Then expected number of white balls drawn is :

6 28 21 70
E(X) = 0 × +1× +2× = = 1.27.
55 55 55 55

7. 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 from further
selection, then Find the expected number of trials required to open the door.
(Hint: Suppose Rohit gets the first success at xth trial, i.e., he is unable to open the
1 1
door in the first (x−1) trials. And, P(he gets first success at second trial)=(1− )× )
5 4
(a). 1
(b). 9
(c). 3
(d). 2
Answer:c
Solution:

If unsuccessful keys are eliminated from further selection, then the random variable X
will take the values from 1 to n. In this case, we have
1
Probability of success at the first trial=
5
1
Probability of success at the second trial=
4
1
Probability of success at the third trial=
3
1
Probability of success at the fourth trial=
2
Probability of success at the fifth trial=1 and so on.
1 1 1
Hence probability of 1st success at the 2nd trial = (1 − ) × =
5 4 5
6
 1 1 1 1
probability of 1st success at the 3rd trial = (1 − ) × (1 − ) × =
5 4 3 5
and so on. In general,
1
p(x)= probability of 1st success at the xth trial= ; x = 1, 2, 3, 4, 5
5
Therefore,
5
X 1 1 1 1 1
E(X) = xp(x) = 1 × +2× +3× +4× +5× =3
x=1
5 5 5 5 5

8. X and Y are independent random variables with means m1 and m2 , and variances v1
and v2 respectively. Find the variance of aX + bY ?
Answer: a2 × v1 + b2 × v2
Solution:
Since X and Y are independent random variables.
Therefore, V (aX + bY ) = a2 × V (X) + b2 × V (Y ) = a2 × v1 + b2 × v2
For example: m1 = 10, m2 = 20, v1 = 2 and v2 = 3
Since X and Y are independent random variables.
Therefore, V (3X + 4Y ) = 9 × V (X) + 16 × V (Y ) = 9 × 2 + 16 × 3 = 18 + 48 = 66
9. Let X be a random variable with the following probability distribution:

X a b c
1 1 f
P (X = x)
d e g

Calculate the value of E(2X + 1)2 .(Enter the answer correct to 2 decimal places)
   
2 1 2 1 2 1 1 1 1
Answer: 4 × a × + b × + c × +4× a× +b× +c× +1
d e f d e f
Solution:
1 1 1
E(X) = Σxp(x) = a × + b × + c × .
d e f
1 1 1
E(X 2 ) = Σx2 p(x) = a2 × + b2 × + c2 ×
d e f
E(2X + 1)2 = E(4X 2 + 4X + 1) = 4E(X 2 ) + 4E(X) + 1
For example: a = −3, b = 6, c = 9, d = 6, e = 2 and f = 3

X -3 6 9
1 1 1
P (X = x)
6 2 3
1 1 1 11
E(X) = Σxp(x) = (−3) × +6× +9× = .
6 2 3 2

7
 1 1 1 93
E(X 2 ) = Σx2 p(x) = 9 × + 36 × + 81 × =
6 2 3 2
93 11
E(2X + 1)2 = E(4X 2 + 4X + 1) = 4E(X 2 ) + 4E(X) + 1 = 4 × +4× + 1 = 209
2 2

10. Suppose that X is a random variable for which E(X) = m and V ar(X) = v. Find the
positive values of a and b such that Y = aX − b, has expectation 0 and variance 1.
−1 −m
a. √ , √
v v
1 m
b. , √
v v
1 m
c. √ , √
v v
d. 1, m

Answer: c
Solution:
E(Y ) = aE(X) − b = 0 =⇒ ma − b = 0 =⇒ ma = b ...(1)
1 1
Now,V (Y ) = a2 V (X) = 1 =⇒ a2 × v = 1 =⇒ a2 = =⇒ a = √
v v
m
Now putting value of a in equation(1) , we get b = √
v
Hence, option(c) is correct.
For example: m=10 and v=25
E(Y ) = aE(X) − b = 0 =⇒ 10a − b = 0 =⇒ 10a = b ...(1)
1 1
Now,V (Y ) = a2 V (X) = 1 =⇒ a2 × 25 = 1 =⇒ a2 = =⇒ a =
25 5
Now putting value of a in equation(1) , we get b = 2