ST120 Practice Sheet 5
ST120 Practice Sheet 5
Expectation
Department of Statistics
Autumn 2024
Bookwork questions
Exercise 1.
1. Define the expectation of a discrete random variable.
2. What is the expectation of a Bernoulli random variable?
3. What is the expectation of a Poisson random variable?
4. What is the expectation of a binomial random variable?
5. What is the expectation of a geometric random variable?
6. What are the main properties of the expectation?
Exercise 2.
1. Let X be a discrete random variable and g :→ any function. Give two different formulas for
computing [g(X)].
2. What are the two main quantities that describe the degree of dispersion of a random variable
about its mean? Give an example and compute these quantities.
Exercise 3. What does it mean for a discrete random variable to be integrable?
Exercise 4. 1. What does it mean for a discrete random variable to be square-integrable?
2. If a discrete random variable is square-integrable, is it also integrable? Why?
Practice exercises
Exercise 5. Three archers shoot at a target, one shot each. The probability that the first archer
hits the target is 12 , the probability that the second archer hits the target is 13 , and the probability
that the third archer hits the target is 23 . On average, how many times will the target be hit?
Compute this in two different ways: by using the definition of expectation directly, and by using
linearity.
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Exercise 6. A dice is rolled twice. On average, how many times do we get a ‘five’ ? Compute this
in two different ways: by using the definition of expectation directly, and by using linearity.
A bag has 5 balls, 3 red and 2 green. Two balls are drawn from the bag at random. On average,
how many of these balls will be green? Compute this in two different ways: by using the definition
of expectation directly, and by using linearity.
Repeat the previous exercise, supposing now that the first ball picked is placed back into the
bag before the second ball is picked.
Exercise 7. A drawer contains 10 different pairs of socks. Someone opens the drawer in the dark
and takes 6 socks from it. Check that the probability that the first sock picked from the drawer will
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have its pair among the other 5 socks picked is equal to 19 .
A card desk has 52 cards, 13 from each suit. The cards are shuffled and each player gets 10
cards. Compute the expectation of the number of cards of spades received by a given player.
We have two urns, one has n black balls numbered 1, . . . , n and the other has n white balls also
numbered 1, . . . , n. We pick a ball from each urn and check if the numbers match. If they match,
we call it a coincidence. We discard the two balls drawn from the urns, and repeat the process, until
both urns are empty. Find the expectation of the number of coincidences.
Further exercises
Exercise 8. Suppose that you roll a dice. For each roll you are paid the face value. If a roll gives
4, 5, 6 then you can roll the dice again otherwise the game stops. What is the expected payoff of the
game?
Exercise 9. The Earlsdon Animal Shelter has 18 cages in a row. We fill up the cages randomly
with 6 dogs and 12 cats. Each cage can only hold one animal. Let X be the number of times, in the
row of cages a cat is next to a dog’s cage. For example for the following arrangement
cddcdddcdccdcccccc (1)