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MATHAMATICAL EXPECTATION
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It
gives a general impression of the behavior of some random variable without giving full details of its probability distribution or probability density function Two random variables with the same expected value can have very different
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Mean of expectation
Expected value of X
x = E(x) = x f(x)
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- discrete
variable)
x P(X=x ) 1 1/6 2 1/6
= E(x) = x f(x) =
1 x 1/6 + 2 x 1/6 + 3 x /6 + 4 x 1/6 + 5 x 1/6 + 3.5
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6 x 1/6
Example_02:
A carnival game
consists of tossing a dart, which lands at a random spot within the square target to the right. The red circle wins $5, the blue circle wins Rs 7 and either black triangle wins Rs 10. If it costs Rs 5 to play this game, do you expect to make money or lose money?Value of R Probability Product
5 /16 Let R be the payoff: 7 10 /16 1/4 Total 0.98175 1.37445 2.50 4.8562
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Example_03: (Infinite Sum Expected Value) Toss a coin until heads appears, and let R be the number of tosses required. What is the expected value of of R Value R? Probability Product
1 2 3 4 5 n 1/2 1/4 1/8 1/16 1/32 1/2n 1/2 2/4 3/8 4/16 5/32 n/2n
Let
g(x)f(x) -
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0<x<1
0 What is the average distance that the bus operating 1 2 during a week?
E(x) = x x dx + x (2-x) dx + 3/5/12 x 0 dx
2-x 1x 2 0
elsewhere
distribution, g(x,y)
= = E[g(x,y)]
- -
g(x,y)
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f(x,y)dxdy
F(x,y)
= 1/50 (x2+y2) =0
0<x<2 , 1<y<4
elsewhere
4 2
E(xy) = ?
= E(xy)
1 0
= 1/50 = 3.15
xy 1/50 (x2+y2)dxdy
(x3y+y3x)dxdy
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Properties of Expectations
E(ax+b)
= a E(x) + b (ax+b)f(x)dx
-
=a
xf(x)dx + b
-
f(x)dx
= a E(x) + b
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Properties of Expectations
E(ax+b)
Expectation
Although the mean or expected value describes where the probability distribution is centered, the variance; non-negative number which gives an idea of how widely spread the values of the random variable are likely to be; the larger the variance, the more scattered the
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individual values of the random variable (observations) tend to be from the mean.
The smaller the variance, the closer that
= -
- discrete - continuous
(x- ) 2f(x) dx
discrete = continuous
Properties of Variance
2ax
= a2 2x = 2ax
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2ax+b
Coefficient of Variance
Coefficient
of variance =
large
negligible spread
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Example_03: The probability distribution of the number of cars arriving at a toll booth during any minute is as follows. Calculate the,
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P(x)
xP(x)
x2P(x)
= 0.984
THANK YOU.. . .
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