Averages in involving multiple discrete variables
Let's go back to the coin game above where $1 if it lands heads
and you have to pay $1 if it lands tails. You throw the coin
twice. The first thing to consider is a probability distribution
involving two variables. We'll choose the first variable to be
the amount won (or lost) in the first flip. The second variable is
the total amount won for both flips. We want to know for example,
the probability that you make $1 on the first flip but make $ 0
overall. Generalizing, we want to know , the probability
of making $'s on the first flip and $'s overall.
Let's determine . There are 3 possible values of
-2, 0, and 2. There are two possible values of , 1 and -1.
There are four possible outcomes for these two flips. So what's
? Well there's only one way of getting that, you have to
get tails on both flips. So . Similarly .
How about ? Well you can't lose on the first flip and make
money on both flips, so . Similarly .
How about ? There's only one way of getting that, you've
got to make $1 on the second flip, so . Similarly
. So we've determined the values of this two dimensional
probability distribution.
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(1.25) |
Now let's ask for the average value of various quantities.
First, what's the average value of ? You already should
know the answer, but how do you calculate it from here?
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(1.26) |
Here we're summing over all possible values of and .
To do this sum, we can do the sum over first.
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(1.27) |
From the table above, when you do that sum you add up all the
entries in each row. Both of these are . So
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(1.28) |
as it should be.
Now let's do a more tricky one. What's
?
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(1.29) |
We'll do this term by term
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(1.30) |
You see the only nonzero entries are on the upper left hand and
lower right hand corners.
So adding up all these terms, you get
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(1.31) |
Josh Deutsch
2009-03-05
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