GEM2900 Understanding Uncertainty and Statistical Thinking

Notes for lecture 16

Example: rolling a fair die

Sample space
D = {1, 2, 3, 4, 5, 6}
P (X = 1) = 1/6, P (X = 2) = 1/6, etc.
E(X) =

xpX (x)

xD

1
1
1
1
1
1
= 1. + 2. + 3. + 4. + 5. + 6.
6
6
6
6
6
6
= 3.5
Long run interpretation of expectation
Numbers y1 , ..., yN . Their sample average is
y1 + . . . yN
.
N
Suppose the observations y1 , ..., yN are actually independent observations of
a random variable X. Then for N large
y1 + . . . yN
E(X).
N
Example: expected number of rolls of a die to get a six
Let X be the number of rolls required to get the first six. The probability
function is
pX (x) = P (X = x)
= P (No six on a single roll)x1 P (Six on a single roll)
 x1  
5
1
=
6
6
for x = 1, 2, ...

In the above reasoning we assume rolls are independent and then to have the
first six on roll x we must have had no six for the first x 1 rolls (probability
of 5/6 of this for each of these rolls independently) and then a six on roll x
(probability 1/6 for this).
Now we can calculate the expectation E(X). It is
 x1  

X
5
1
E(X) =
x
= 6.
6
6
x=1

We wont be concerned in this course with methods for calculating infinite

sums like those in the expression above, so dont worry if you cant see why
this is equal to 6. Another intuitive way to see the answer: since the probability of a six is 1/6, we should get a six every six rolls on average.
Example: game of Chuck-a-luck
Let X = Number of sixes obtained. Write S for the event of a six on a single
roll and N for the event of no six. Then, for example, N N N denotes the
event of three rolls of no six. Let X be the number of sixes in three rolls.
Then
P (X = 0) = P (N N N ) = (5/6)3 0.58
P (X = 1) = P (SN N or N SN or N N S)
= P (SN N ) + P (N SN ) + P (N N S)
   2
1
5
= 3
6
6
0.35
P (X = 2) = P (N SS or SN S or SSN )
= P (N SS) + P (SN S) + P (SSN )
 2  
1
5
= 3
6
6
0.07
and
P (X = 3) = P (SSS)
= (1/6)3
0.005.
2

Now let Y be your net gain or loss from playing the game. There is a one
to one correspondence between values of X and Y
x
0
1
2
3
E(Y ) =

y
-1
1
2
3

P (X = x) = P (Y = y)
0.58
0.35
0.07
0.005

ypY (y) = 1 0.58 + 1 0.35 + 2 0.07 + 3 0.005 0.08.