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Worked solution

Distinguish a transformed observation from two independent observations

The discrete random variable XX has distribution

xx01248
P(X=x)P(X=x)pp1/21/21/41/41/81/81/161/16

(i) Evaluate pp. (ii) Find E(X)E(X) and Var⁡(X)\operatorname{Var}(X). (iii) Write down E(2X−3)E(2X-3) and Var⁡(2X−3)\operatorname{Var}(2X-3). (iv) For two independent observations X1,X2X_1,X_2 of XX, find E(X1+X2)E(X_1+X_2) and, using pp from (i), find P(X1+X2=2)P(X_1+X_2=2).

[J1980/I/11(modified)]

CJC · Lecture · Example 14

(i) Normalize the probabilities

p+12+14+18+116=1p+\frac12+\frac14+\frac18+\frac1{16}=1, so p=1/16p=1/16. Use parts(i)–(ii) as a self-read revision before focusing on the transformations and independent observations, following the Teacher guidance.

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(ii) Find both moments

The completed probabilities at 0,1,2,4,80,1,2,4,8 are 1/16,1/2,1/4,1/8,1/161/16,1/2,1/4,1/8,1/16. Thus E(X)=0(116)+1(12)+2(14)+4(18)+8(116)=2E(X)=0(\frac1{16})+1(\frac12)+2(\frac14)+4(\frac18)+8(\frac1{16})=2. Also E(X2)=02(116)+12(12)+22(14)+42(18)+82(116)=15/2E(X^2)=0^2(\frac1{16})+1^2(\frac12)+2^2(\frac14)+4^2(\frac18)+8^2(\frac1{16})=15/2. Therefore Var⁡(X)=E(X2)−[E(X)]2=15/2−22=7/2\operatorname{Var}(X)=E(X^2)-[E(X)]^2=15/2-2^2=7/2.

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(iii) Transform the mean

E(2X−3)=2E(X)−E(3)=2(2)−3=1E(2X-3)=2E(X)-E(3)=2(2)-3=1. This is the Teacher completion.

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(iii) Transform the variance

Var⁡(2X−3)=22Var⁡(X)+Var⁡(3)=4(7/2)+0=14\operatorname{Var}(2X-3)=2^2\operatorname{Var}(X)+\operatorname{Var}(3)=4(7/2)+0=14. 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.

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(iv) Add the two expectations

E(X1+X2)=E(X1)+E(X2)=2+2=4E(X_1+X_2)=E(X_1)+E(X_2)=2+2=4.

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(iv) List all ways the two observations sum to two

The disjoint ordered cases are (0,2),(1,1),(2,0)(0,2),(1,1),(2,0). Independence gives P(X1+X2=2)=P(X1=0)P(X2=2)+P(X1=1)P(X2=1)+P(X1=2)P(X2=0)=(116)(14)+(12)(12)+(14)(116)=9/32P(X_1+X_2=2)=P(X_1=0)P(X_2=2)+P(X_1=1)P(X_2=1)+P(X_1=2)P(X_2=0)=(\frac1{16})(\frac14)+(\frac12)(\frac12)+(\frac14)(\frac1{16})=9/32.

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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.

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