Worked solution
Distinguish a transformed observation from two independent observations
The discrete random variable has distribution
| 0 | 1 | 2 | 4 | 8 | |
|---|---|---|---|---|---|
(i) Evaluate . (ii) Find and . (iii) Write down and . (iv) For two independent observations of , find and, using from (i), find .
[J1980/I/11(modified)]
CJC · Lecture · Example 14
(i) Normalize the probabilities
, so . Use parts(i)–(ii) as a self-read revision before focusing on the transformations and independent observations, following the Teacher guidance.
(ii) Find both moments
The completed probabilities at are . Thus . Also . Therefore .
(iii) Transform the mean
. This is the Teacher completion.
(iii) Transform the variance
. The source explicitly includes the zero variance of the constant. This is a constant-shift rule; it does not justify adding variances for arbitrary dependent variables.
(iv) Add the two expectations
.
(iv) List all ways the two observations sum to two
The disjoint ordered cases are . Independence gives .
Common mistakes
Do not replace X₁+X₂ by 2X. They have the same expectation but different variances in this example. Use independence for the joint probability products; each ordered case has its own probability.