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Lecture-3-Expectation of Random Variable

The document discusses expectation of random variables. It defines expectation as the sum of each possible outcome weighted by its probability for discrete variables, and as the integral of the random variable multiplied by the probability density function for continuous variables. Two examples are provided to illustrate calculating expectation for discrete and continuous random variables.

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43 views

Lecture-3-Expectation of Random Variable

The document discusses expectation of random variables. It defines expectation as the sum of each possible outcome weighted by its probability for discrete variables, and as the integral of the random variable multiplied by the probability density function for continuous variables. Two examples are provided to illustrate calculating expectation for discrete and continuous random variables.

Uploaded by

Netflix 4k
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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UNIVERSITY INSTITUTE OF ENGINEERING

DEPARTMENT OF AIT - CSE


Bachelor of Engineering (CSE)
Advanced Probability and Statistics (CST-283)
By: Dr. Anil Sharma (E12015)

Lecture -1.3
Expectation of a Random Variable
DISCOVER . LEARN . EMPOWER
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Chapter Course Objectives

This course helps students to understand, Identify and apply basic and advance concepts
1. of probability, Regression, Correlation and discrete and continuous probability
distributions.

Chapter Course Outcomes

Student will be able to


Apply the basic probability axioms and the moments of discrete and continuous random variables as
well as be familiar with common named discrete and continuous random variables
1.

2
Contents
• Expectation
• Definition
• Examples
• Exercise

3
Expectation of a Random Variable

Definition:
Let X be a random variable with a probability distribution f(x). The
mean (or expected value) of X is denoted by X (or E(X)) and is
defined by:

  x f ( x) ; if X is discrete
all x
E(X)  μ X   
  x f ( x) dx ; if X is continuous
 

4 4
Example 1
A shipment of 8 similar microcomputers to a retail outlet contains 3
that are defective and 5 are non-defective. If a school makes a
random purchase of 2 of these computers, find the expected number
of defective computers purchased
Solution:
Let X = the number of defective computers purchased. we found
that the probability distribution of X is:
x 0 1 2
10 15 3
F(x)=p(X=x) 28 28
28
Now
 3   5 
     
  x   2  x  ; x  0, 1, 2
f ( x)  P ( X  x)   8 
  
  2
0 ; otherwise

The expected value of the number of defective computers purchased is


the mean (or the expected value) of X, which is:
2
E(X)  μ X   x f ( x)
x 0
= (0) f(0) + (1) f(1) +(2) f(2)
10 15 3
 (0)  (1)  ( 2)
28 28 28
15 6 21
    0.75 (computers)
28 28 28 6 6
Example 2
Let X be a continuous random variable that represents the
life (in hours) of a certain electronic device. The pdf of X is
given by:  20,000
 3 ; x  100
f ( x)   x
0 ; elsewhere

Find the expected life of this type of devices.

Solution:
Since X is CRV and the given
pdf graphically will by as,
then

E(X)  μ X   x f ( x) dx


20000
 x 3
dx
100
x

1
 20000  2 dx
100
x
 1 x 
 20000  
 x x  100 
 1 
 20000 0    200 (hours)
 100 

Therefore, we expect that this type of electronic devices to


last, on average, 200 hours.
Exercise
1. In Example 2, find 1
E 
X

2. A random variable X has the following probability function:

Values of X :x
-2 -1 0 1 2 3
p ( x) 0.1 k 0.2 2k 0.3 3k

Find the Expectation of X ?

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References
Online Video Link-
• https://nptel.ac.in/courses/111/105/111105090/
• https://www.youtube.com/playlist?list=PL6C92B335BD4238AB

Textbooks / Reference Books


• Text Books
T1: Advanced Engineering Mathematics by R.K. Jain and S. R. K. Iyengar, Narosa Publications.
T2: Probability and Statistics for Engineers and Scientists by Sheldon M. Ross, Academic Press.
• Reference Books
R1: Fundamental of mathematical Statistics by SC Gupta and VK Kapoor, S. Chand Publication.
R2: Probability by Lipschitz, Schaum outline series, Mc.Graw hill Publication.

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THANK YOU

For queries
Email: [email protected]

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