Discrete Random Variable

Expected Value for Discrete Random Variables

The expected value of a random variable X is symbolised by E(X) or \(mu\).

If X is a discrete random variable with possible values \(\{ x1, x2, x3,\ldots , xn\}\), and$ p(x_i)$ denotes P(X = xi), then the expected value of X is defined by:

\[E(X) = \sum x_i \times P(x_i) \]

where the elements are summed over all values of the random variable X.

Discrete Random Variables

A random variable is a numerical description of the outcome of an experiment.

Random variables can be classified as discrete or continuous, depending on the numerical values they may take.

A ranom variable that may assume any numerical value in an interval or collection of intervals is called a continuous random variable.

Worked Examples

Suppose a fair coin is tossed six times. The number of heads which can occur with their respective probabilities are as follows:

xi0123456 p(xi)1/646/6415/6420/6415/646/641/64

a)Compute the expected value (i.e. expected number of heads). b)Compute the variance of the number of heads.

Tutorial Sheet

Tutorial Sheet

Worked Example 1
The probability distribute of discrete random variable \(X\) is tabulated below. There are 5 possible outcome of \(X\), i.e. 1, 2, 4, 6 and 8.
  1. Compute the value of \(k\).
  2. What is the expected value of X?
  3. Compute the value of \(E(X^2)\).
  4. Given that \(E(X^2) = 12.5\), compute the variance of \(X\).

Worked Example 2
The probability distribution of discrete random variable \(X\) is tabulated below. There are 5 possible outcomes of \(X\), i.e. 1, 2, 3, 5 ,10 and 20.
  1. Determine the expected value \(E(X)\).
  2. Evaluate \(E(X^2)\).
  3. Compute the variance of random variable \(X\).