Exercise 3 – Variance of a Random Variable

1. (a) Find the variance of the random variable with the following probability distribution by
first completing the table:

x 1 2 3 4
P  X  x 0.1 0.4 0.3 0.2
x  P  X  x
 x  
2

 x    P  X  x
2

(b) Instead use the following table to find the variance of the same random variable.
(Don’t calculate the expected value again.)

x 1 2 3 4
P  X  x 0.1 0.4 0.3 0.2
x2
x2  P  X  x 

(c) Write down the standard deviation of this probability distribution.

2. Calculate the variance of the following random variables, using the method of your choice.

(a)
x 0 1 2 4
P  X  x 0.3 0.4 0.2 0.1

(b)
x p  x
2 0.2
1 0.2
0 0.3
1 0.2
2 0.1

(c) Use statistics mode on your calculator to confirm the result of part (b).

(d) The random variable of part (b) is the result of an experiment.

If this experiment is performed repeatedly, what percentage of the results would you
expect to be more than one standard deviation from the mean?
 (e) (i) 3 is added to all values of the random variable of part (b). What is the new
() expected value ( ) variance of the distribution?

(ii) Based on your answer to (i), write down expressions for

() EX k  var  X  k  where k is a constant.

(iii) Each value of the random variable of part (b) is multiplied by 4. What is the new
 expected value  variance of the distribution?

(iv) Based on your answer to (iii), write down expressions for

 E  cX   var  cX  where c is a constant.

(v) Combine the results of parts (ii) and (iv) to write down expressions for:
 E  aX  b   var  aX  b  where a and b are constants.

 the standard deviation of aX  b

3. A pair of fair dice is rolled. Find the expected value and variance (to 3 decimal places) of the
minimum number showing on the two dice.

4. A box contains 8 items, two of which are defective. Three items are selected from the box.
Find the expected value and variance (to 3 decimal places) of the number of defective items
chosen.

5. A modified darts board consists of three concentric circles whose radii are in the ratio 1:2:3.

1
3
10

Points are scored as shown depending on where the dart hits.

Assume that a particular darts player is guaranteed not to miss the board.
Find the expected value and variance of the score per dart if the probability of hitting a particular
region is proportional to the area of that region.

6. A random variable has a probability distribution given by:

 kx  5  x  where k  0, for meaningful integer values of x
P  X  x  
 0 otherwise
Find the mean and variance of this distribution.
7. Donna pays $5 to roll a pair of fair dice.
If she rolls a total of 9 or more, she is paid $15, otherwise she loses.
Find the expected value, variance and standard deviation of her profit per game, giving expected
value and standard deviation to the nearest cent.
Why is it meaningless to write the variance to the nearest cent?

8. (a) A fair die is tossed. Find the expected value and the variance of the result.

(b) Repeat if the die is biased so that the probability of a particular value showing is
(i) proportional to the value
(ii) inversely proportional to the value (give variance to 3 decimal places).

9. A tennis match consists of three sets.

Player 1 has a 60% chance of winning any particular set in his match against player 2.

(a) Assume all three sets are played, even if one player has won the first two sets.
Find the expected value and variance for the number of sets won by player 1.

(b) Instead, assume that the match finishes once one player has won two sets.
Find the expected value and variance for the number of sets played.

(c) Repeat (b) if the probability of player 1 winning a particular set is p .

10. (a) An experiment yields n outcomes, 1, 2,3,..., n , all equally likely.

The associated probability distribution is called a discrete uniform distribution.
Find the expected value and variance of this distribution.
n
You may use the results: 1  2  3  ...  n  1  n 
2
n
and 12  22  32  ...  n 2   n  1 2n  1
6

(b) Another experiment yields 11 equally spaced outcomes, beginning with 3 and ending
with 8, all outcomes equally likely. Without making a direct calculation, use the results
gleaned in question 2 (e) (v) to find the expected value and variance of this distribution.

11. Anna tosses one coin, Ben tosses two, and Connie tosses three. All coins have probability p of
showing heads and a probability q of showing tails.
Each notes the average number of heads they get per coin. For example, if Connie gets two heads,
2
her average is .
3
(a) Find the expected value and standard deviation of this average in each of the three cases.

(b) Propose formulas for the expected value and standard deviation in terms of the number of
coins tossed.

(c) A number of such coins are actually tossed. What does your formula for standard deviation
tell you about the average number of heads as you increase the number of coins?
Answers

1. (a),(b)   2.6 ,  2  0.84 (c) 0.917

2. (a)   1.2, 2  1.36 (b)    0.2, 2  1.56 (d) 30%

(e) (i)    2.8    1.56
(ii)  EX  k  EX k  var  X  k   var  X 
(iii)  0.8  24.96
(iv)  E  cX   c  E  X   var  cX   c 2  var  X 
(v)  E  aX  b   a  E  X   b  var  aX  b   a 2  var  X 
 a  the standard deviation of X

91
3. EX   , var  X   1.138
36

3
4. EX   , var  X   0.402
4

20 128
5. ,
3 9

6. E  x   2.5 , var  X   1.05

1625
7. E  X    $0.83 , var  X   ,   $6.72
36

35 13 20 120
8. (a) 3.5, (b) (i) , (ii) , 2.574
12 3 9 49

9. (a) 1.8, 0.72 (b) 2.48, 0.2496

(c) 2 1  p  p 2  , 2 p 1  p   2 p 2  2 p  1

1 n 1
10. (a) EX   , var  X    n  1 2n  1
2 6

11 23
(b) E Y   , var Y  
2 2

pq
11. Expected value is p in each case, standard deviation is where n is the number of coins.
n
As the number of coins is increased, the standard deviation falls, so it becomes less and less likely
that the average will stray far from the mean of p .