What is the expected value of the number of heads?

  • Definition--A random variable is a quantitative variable whose value is determined by some chance mechanism.  Examples are the total number of heads in 10 tosses of a fair coin, the toss number of the first head in 10 tosses of a fair coin, the number of red balls selected when drawing 2 balls (without replacement) from a container that holds 8 red balls and 20 green balls.
  • Discrete and Continuous Random Variables
    • Discrete random variables can only have a finite or countably infinite number of values.  The number of heads in 10 tosses of a fair coin, the toss number of the first head if a fair coin is tossed until a head appears, or the number of green balls selected in the example given above.
    • Continuous random variables can assume any of an uncountably infinite set of values.  For example, if a point is picked at random on the interval from [0,1], there are an uncountably infinite number of values that could be picked.
  • Probability Distribution of a Discrete Random Variable--Each discrete random variable can only assume a finite or countably infinite number of values.  If a table is made associating the probability of each value with the value, the table or association is the probability distribution of that random variable.  As an example consider tossing a fair coin 3 times.  A random variable that can be associated with this experiment is a count of the number of heads in the 3 tosses.  Call this random variable T.  T can assume any of the values 0, 1, 2, or 3.  The probabilities associated with each of these values are P[T=0]=1/8, P[T=1]=3/8, P[T=2]=3/8, and P[T=3]=1/8.  These probabilities make up the probability distribution of this random variable.  In table form, this probability distribution is:

    t

    0

    1 2 3
    P[T=t] 1/8 3/8 3/8 1/8


    Notice that the sum of the probabilities is 1.  This is true for any discrete random variable. 

    Run the experiment of tossing a fair coin 3 times 1000 times updating after every 100 tosses.  To do this link here, and when the page opens click the red die in front of number 4.  Set the number of coins at 3.  After running the experiment 1000 times, what can you say about the theoretical (in blue) and actual (in red) probability distributions of the number of heads?

    In all examples of discrete random variables, the probabilities in the probability distribution table give the 'long-term' proportion of times that the random variable assumes each possible value.

  • Example 1: Find the probability distribution of the number of red balls selected if two balls are selected (without replacement) from a container which has 4 balls numbered 1 through 4, with balls numbered 1 and 2 red balls and balls numbered 3 and 4 green balls.
  • Example 2: Find the probability distribution of the number of red balls selected if two balls are selected (with replacement) from a container which has 4 balls numbered 1 through 4, with balls numbered 1 and 2 red balls and balls numbered 3 and 4 green balls.
  • Example 3: Find the probability distribution of the number of red balls selected if two balls are selected (with replacement) from a container with 20 balls, 10 of them red and 10 green.
  • Example 4: Find the probability distribution of the number of red balls selected if two balls are selected (without replacement) from a container with 20 balls, 10 of them red and 10 green.

    For examples 3 and 4, you can use this link to a simulation of the situation.  When the page opens click the red die in front of number 4 to open the simulation.  When the simulation opens, set N to 20, set R to 10, the number of red balls, and set n, the sample size to 2.  Select with or without replacement as appropriate for the example.  The blue graph and the text below it will show probabilities for each number of red balls.

  • Example 5: In examples 3 and 4 decrease the number of red balls.  What happens to the probability distribution of the number of red balls in the sample?  Is this expected?  Also, for each number of red balls, observe the differences in the probability distribution with and without replacement.  Next, set the number of red balls at 10, use sampling with or without replacement, and run the simulation of drawing 2 balls, 1000 times, updating every 100 times.  What do you see?
  • Mean (also called Expected Value) and Standard Deviation of a Discrete Random Variable

    Consider again the count of heads in 3 tosses of a fair coin.  If this experiment is repeated, say 10 times, and the number of heads in each series of 3 tosses is counted, you will have a set of numbers like 0,1,3,1,2,2,1,1,3,0.  The average of these numbers is the average value for the random variable, the number of heads in 3 tosses of a fair coin.  To see what happens in a larger number of runs of the experiment, again link here, and when the page opens click the red die in front of number 4.  Set the number of coins at 3 and run the experiment 100 times.  What is the average number of heads per 3 tosses?  Now reset and run the experiment 1000 times.  What is the average number of heads per 3 tosses?

    The long-term average number of heads is called the expected value of the random variable, the number of heads in 3 tosses of a fair coin.  This expected value can be found for most random variables.  Think of expected value as the average value of a random variable.

    There is an easier way to find the expected value of this (or any) discrete random variable.  If the experiment of tossing the coin 3 times is repeated for a large number, N, times, the experiment will end in 0 heads n0 times, in 1 head n1 times, in 2 heads n2 times, and in 3 heads n3 times.  The total number of heads is 0 n0 + 1 n1 + 2 n2 + 3 n3, and the average number of heads per run of the experiment is

    (0 n0 + 1 n1 + 2 n2 + 3 n3)/N = 0 (n0/N) + 1 (n1/N) + 2 (n2/N) + 3 (n3/N)

    For large N, (n0/N) ~ P[0 Heads], (n1/N) ~ P[1 Head], (n2/N) ~ P[2 Heads], (n3/N) ~ P[3 Heads], so the average number of heads per run of the experiment is

    0 P[0 Heads] + 1P[1 Head] + 2 P[2 Heads] + 3 P[3 Heads]

    This is called the Expected Value or Mean and is denoted, for a general random variable X, by E[X].  It can be computed by

    Using this formula on the random variable T, the total number of heads in 3 tosses of a fair coin, you get

    µ=E[T] = 0 (1/8) + 1 (3/8) + 2 (3/8) + 3 (1/8) = 12/8 = 3/2 = 1.5.  This can be interpreted as the average number of heads per sequence of 3 tosses if the experiment is repeated a large number of times.

    Just as you are able to find the average value for a random variable, so you can also find the standard deviation of the random variable.  In the case of a random variable, the standard deviation is given by

    For random variable T, the total number of heads in 3 tosses of a fair coin, the standard deviation computed by the rightmost formula is

    SD[T] = Square Root of [02 (1/8) + 12 (3/8) + 22 (3/8) + 32 (1/8) - (3/2)2] = Square Root of [3/4] = 31/2/2

  • $\newcommand{\bbx}[1]{\,\bbox[15px,border:1px groove navy]{\displaystyle{#1}}\,} \newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\ic}{\mathrm{i}} \newcommand{\mc}[1]{\mathcal{#1}} \newcommand{\mrm}[1]{\mathrm{#1}} \newcommand{\on}[1]{\operatorname{#1}} \newcommand{\pars}[1]{\left(\,{#1}\,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}$ $\ds{\bbox[5px,#ffd]{}}$

    \begin{align} &\overbrace{\color{#f44}{\sum_{k = 0}^{n}{n \choose k}\pars{1 \over 2}^{k} \pars{1 \over 2}^{n - k}}} ^{\substack{\ds{First\ Round:}\\[1mm] \ds{\color{#f44}{k}\ \mbox{heads}}}}\,\,\, \overbrace{\color{#44f}{\sum_{j = 0}^{n - k}{n - k \choose j}\pars{1 \over 2}^{j} \pars{1 \over 2}^{n - k - j}}} ^{\substack{\ds{Second\ Round:} \\[1mm] \ds{\color{#44f}{j}\ \mbox{heads}}}} \\[2mm] &\ \times\pars{k + j} \\[5mm] = &\ {1 \over 2^{2n}}\sum_{k = 0}^{n}\sum_{j = 0}^{n - k}{n \choose k} {n - k \choose j}2^{k}\pars{k + j} = \bbx{{3 \over 4}\,n} \\[5mm] &\ \stackrel{\ds{n\ =\ 10}}{\ds{\implies}}\quad\bbx{7.5} \\ & \end{align}

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