Calculating independent indicator random variables











up vote
1
down vote

favorite












An urn contains 30 balls, of which 10 are red, 8 are blue, and 12 are white.
From this urn, 12 balls are randomly withdrawn without replacement. Let X
denote the number of red and Y the number of blue balls that are withdrawn.
Let $X_i$ be the indicator random variable of the ith red ball being drawn and $Y_j$ be the indicator random variable of the jth blue ball being drawn.
Evaluate $E[X_i]$, $E[Y_j]$ and $E[X_iY_j]$.



Could someone explain to me part of the solution given?:



$E[X_i] = P(text{red ball withdrawn}) = frac{29choose11}{30choose12} = 0.4$,



$E[Y_i] = P(text{Blue ball withdrawn}) = frac{29choose11}{30choose12} = 0.4$,



Since $E[X_i] $ and $E[Y_j]$ are independent, we have $E[X_iY_j] = 0.4 X 0.4 =0.16$ ***



This last statement is what I feel queasy about. It makes a little bit of sense to me that X and Y should be somewhat independent. Does $E[X_iY_j] = 0.16$ mean that the probability of drawing both a red ball and blue ball is 0.16? It appears that this value should be $frac{28choose10}{30choose 12}$ Since it is without replacement shouldn't the events be dependent?



In a similar light, suppose that I have 4 balls, Red Yellow Blue Green, and I draw two balls randomly. The probability of drawing a red and yellow ball certainly isn't 1/4 * 1/4 = 1/16



What misconception am I having here?










share|cite|improve this question
























  • i and j represents the ith and jth red ball, not the picks. So X_i is the variable that is 1 iff that particular ith red ball is drawn
    – Zhanfeng Lim
    Oct 27 '15 at 4:05






  • 1




    With the interpretation you give for $X_i$ and $Y_j$, your calculation is correct, and we do not have independence, for clearly $Pr(X_i=1)=frac{12}{30}$.
    – André Nicolas
    Oct 27 '15 at 4:38















up vote
1
down vote

favorite












An urn contains 30 balls, of which 10 are red, 8 are blue, and 12 are white.
From this urn, 12 balls are randomly withdrawn without replacement. Let X
denote the number of red and Y the number of blue balls that are withdrawn.
Let $X_i$ be the indicator random variable of the ith red ball being drawn and $Y_j$ be the indicator random variable of the jth blue ball being drawn.
Evaluate $E[X_i]$, $E[Y_j]$ and $E[X_iY_j]$.



Could someone explain to me part of the solution given?:



$E[X_i] = P(text{red ball withdrawn}) = frac{29choose11}{30choose12} = 0.4$,



$E[Y_i] = P(text{Blue ball withdrawn}) = frac{29choose11}{30choose12} = 0.4$,



Since $E[X_i] $ and $E[Y_j]$ are independent, we have $E[X_iY_j] = 0.4 X 0.4 =0.16$ ***



This last statement is what I feel queasy about. It makes a little bit of sense to me that X and Y should be somewhat independent. Does $E[X_iY_j] = 0.16$ mean that the probability of drawing both a red ball and blue ball is 0.16? It appears that this value should be $frac{28choose10}{30choose 12}$ Since it is without replacement shouldn't the events be dependent?



In a similar light, suppose that I have 4 balls, Red Yellow Blue Green, and I draw two balls randomly. The probability of drawing a red and yellow ball certainly isn't 1/4 * 1/4 = 1/16



What misconception am I having here?










share|cite|improve this question
























  • i and j represents the ith and jth red ball, not the picks. So X_i is the variable that is 1 iff that particular ith red ball is drawn
    – Zhanfeng Lim
    Oct 27 '15 at 4:05






  • 1




    With the interpretation you give for $X_i$ and $Y_j$, your calculation is correct, and we do not have independence, for clearly $Pr(X_i=1)=frac{12}{30}$.
    – André Nicolas
    Oct 27 '15 at 4:38













up vote
1
down vote

favorite









up vote
1
down vote

favorite











An urn contains 30 balls, of which 10 are red, 8 are blue, and 12 are white.
From this urn, 12 balls are randomly withdrawn without replacement. Let X
denote the number of red and Y the number of blue balls that are withdrawn.
Let $X_i$ be the indicator random variable of the ith red ball being drawn and $Y_j$ be the indicator random variable of the jth blue ball being drawn.
Evaluate $E[X_i]$, $E[Y_j]$ and $E[X_iY_j]$.



Could someone explain to me part of the solution given?:



$E[X_i] = P(text{red ball withdrawn}) = frac{29choose11}{30choose12} = 0.4$,



$E[Y_i] = P(text{Blue ball withdrawn}) = frac{29choose11}{30choose12} = 0.4$,



Since $E[X_i] $ and $E[Y_j]$ are independent, we have $E[X_iY_j] = 0.4 X 0.4 =0.16$ ***



This last statement is what I feel queasy about. It makes a little bit of sense to me that X and Y should be somewhat independent. Does $E[X_iY_j] = 0.16$ mean that the probability of drawing both a red ball and blue ball is 0.16? It appears that this value should be $frac{28choose10}{30choose 12}$ Since it is without replacement shouldn't the events be dependent?



In a similar light, suppose that I have 4 balls, Red Yellow Blue Green, and I draw two balls randomly. The probability of drawing a red and yellow ball certainly isn't 1/4 * 1/4 = 1/16



What misconception am I having here?










share|cite|improve this question















An urn contains 30 balls, of which 10 are red, 8 are blue, and 12 are white.
From this urn, 12 balls are randomly withdrawn without replacement. Let X
denote the number of red and Y the number of blue balls that are withdrawn.
Let $X_i$ be the indicator random variable of the ith red ball being drawn and $Y_j$ be the indicator random variable of the jth blue ball being drawn.
Evaluate $E[X_i]$, $E[Y_j]$ and $E[X_iY_j]$.



Could someone explain to me part of the solution given?:



$E[X_i] = P(text{red ball withdrawn}) = frac{29choose11}{30choose12} = 0.4$,



$E[Y_i] = P(text{Blue ball withdrawn}) = frac{29choose11}{30choose12} = 0.4$,



Since $E[X_i] $ and $E[Y_j]$ are independent, we have $E[X_iY_j] = 0.4 X 0.4 =0.16$ ***



This last statement is what I feel queasy about. It makes a little bit of sense to me that X and Y should be somewhat independent. Does $E[X_iY_j] = 0.16$ mean that the probability of drawing both a red ball and blue ball is 0.16? It appears that this value should be $frac{28choose10}{30choose 12}$ Since it is without replacement shouldn't the events be dependent?



In a similar light, suppose that I have 4 balls, Red Yellow Blue Green, and I draw two balls randomly. The probability of drawing a red and yellow ball certainly isn't 1/4 * 1/4 = 1/16



What misconception am I having here?







probability






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Oct 27 '15 at 4:04

























asked Oct 27 '15 at 2:38









Zhanfeng Lim

453316




453316












  • i and j represents the ith and jth red ball, not the picks. So X_i is the variable that is 1 iff that particular ith red ball is drawn
    – Zhanfeng Lim
    Oct 27 '15 at 4:05






  • 1




    With the interpretation you give for $X_i$ and $Y_j$, your calculation is correct, and we do not have independence, for clearly $Pr(X_i=1)=frac{12}{30}$.
    – André Nicolas
    Oct 27 '15 at 4:38


















  • i and j represents the ith and jth red ball, not the picks. So X_i is the variable that is 1 iff that particular ith red ball is drawn
    – Zhanfeng Lim
    Oct 27 '15 at 4:05






  • 1




    With the interpretation you give for $X_i$ and $Y_j$, your calculation is correct, and we do not have independence, for clearly $Pr(X_i=1)=frac{12}{30}$.
    – André Nicolas
    Oct 27 '15 at 4:38
















i and j represents the ith and jth red ball, not the picks. So X_i is the variable that is 1 iff that particular ith red ball is drawn
– Zhanfeng Lim
Oct 27 '15 at 4:05




i and j represents the ith and jth red ball, not the picks. So X_i is the variable that is 1 iff that particular ith red ball is drawn
– Zhanfeng Lim
Oct 27 '15 at 4:05




1




1




With the interpretation you give for $X_i$ and $Y_j$, your calculation is correct, and we do not have independence, for clearly $Pr(X_i=1)=frac{12}{30}$.
– André Nicolas
Oct 27 '15 at 4:38




With the interpretation you give for $X_i$ and $Y_j$, your calculation is correct, and we do not have independence, for clearly $Pr(X_i=1)=frac{12}{30}$.
– André Nicolas
Oct 27 '15 at 4:38










1 Answer
1






active

oldest

votes

















up vote
0
down vote













$X_i$ is the indicator that: the $i$-th red ball has been selected; for $1leq ileq 10$.   Thus $$mathsf E(X_i) = mathsf P(text{that event}) = dfrac{binom{29}{11}binom{1}{1}}{binom{30}{12}}$$



Because the favoured space is ways to pick that ball and $11$ of the $29$ others, in the total space of ways to pick any $12$ of all $30$ balls.



Likewise for $mathsf E(Y_j)$ for $1leq jleq 8$.



Similarly $X_iY_j$ is the indicator that both the $i$-th red and $j$-th blue ball have been picked.   So yes, clearly $mathsf E(X_iY_j) = dfrac{binom{28}{10}}{binom{30}{12}}$.   The indicators are not of independent outcomes.





These values are used in calculating the covariance of the two random variables.   This should be anticipated to be other than zero, and indeed negative, because when more red balls are picked fewer blue balls can be; and vice versa.



$$begin{align}
mathsf{Cov}(X,Y) & = mathsf E(XY)-mathsf E(X)mathsf E(Y)
\[1ex] & = sum_{i=1}^{10}sum_{j=1}^{8}mathsf E(X_iY_j) - sum_{i=1}^{10}mathsf E(X_i) sum_{j=1}^{8}mathsf E(Y_j)
\[1ex] & = dfrac{10cdot 8cdotbinom{28}{10}}{binom{30}{12}} - frac{10cdotbinom{29}{11}}{binom{30}{12}}frac{8cdotbinom{29}{11}}{binom{30}{12}}
\[1ex] & =dfrac{80cdotleft(binom{28}{10}binom{30}{12}-binom{29}{11}^2right)}{binom{30}{12}^2}
\[2ex] & = dfrac{-96}{145}
end{align}$$



As anticipated.






share|cite|improve this answer





















    Your Answer





    StackExchange.ifUsing("editor", function () {
    return StackExchange.using("mathjaxEditing", function () {
    StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
    StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
    });
    });
    }, "mathjax-editing");

    StackExchange.ready(function() {
    var channelOptions = {
    tags: "".split(" "),
    id: "69"
    };
    initTagRenderer("".split(" "), "".split(" "), channelOptions);

    StackExchange.using("externalEditor", function() {
    // Have to fire editor after snippets, if snippets enabled
    if (StackExchange.settings.snippets.snippetsEnabled) {
    StackExchange.using("snippets", function() {
    createEditor();
    });
    }
    else {
    createEditor();
    }
    });

    function createEditor() {
    StackExchange.prepareEditor({
    heartbeatType: 'answer',
    convertImagesToLinks: true,
    noModals: true,
    showLowRepImageUploadWarning: true,
    reputationToPostImages: 10,
    bindNavPrevention: true,
    postfix: "",
    imageUploader: {
    brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
    contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
    allowUrls: true
    },
    noCode: true, onDemand: true,
    discardSelector: ".discard-answer"
    ,immediatelyShowMarkdownHelp:true
    });


    }
    });














    draft saved

    draft discarded


















    StackExchange.ready(
    function () {
    StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f1499498%2fcalculating-independent-indicator-random-variables%23new-answer', 'question_page');
    }
    );

    Post as a guest















    Required, but never shown

























    1 Answer
    1






    active

    oldest

    votes








    1 Answer
    1






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes








    up vote
    0
    down vote













    $X_i$ is the indicator that: the $i$-th red ball has been selected; for $1leq ileq 10$.   Thus $$mathsf E(X_i) = mathsf P(text{that event}) = dfrac{binom{29}{11}binom{1}{1}}{binom{30}{12}}$$



    Because the favoured space is ways to pick that ball and $11$ of the $29$ others, in the total space of ways to pick any $12$ of all $30$ balls.



    Likewise for $mathsf E(Y_j)$ for $1leq jleq 8$.



    Similarly $X_iY_j$ is the indicator that both the $i$-th red and $j$-th blue ball have been picked.   So yes, clearly $mathsf E(X_iY_j) = dfrac{binom{28}{10}}{binom{30}{12}}$.   The indicators are not of independent outcomes.





    These values are used in calculating the covariance of the two random variables.   This should be anticipated to be other than zero, and indeed negative, because when more red balls are picked fewer blue balls can be; and vice versa.



    $$begin{align}
    mathsf{Cov}(X,Y) & = mathsf E(XY)-mathsf E(X)mathsf E(Y)
    \[1ex] & = sum_{i=1}^{10}sum_{j=1}^{8}mathsf E(X_iY_j) - sum_{i=1}^{10}mathsf E(X_i) sum_{j=1}^{8}mathsf E(Y_j)
    \[1ex] & = dfrac{10cdot 8cdotbinom{28}{10}}{binom{30}{12}} - frac{10cdotbinom{29}{11}}{binom{30}{12}}frac{8cdotbinom{29}{11}}{binom{30}{12}}
    \[1ex] & =dfrac{80cdotleft(binom{28}{10}binom{30}{12}-binom{29}{11}^2right)}{binom{30}{12}^2}
    \[2ex] & = dfrac{-96}{145}
    end{align}$$



    As anticipated.






    share|cite|improve this answer

























      up vote
      0
      down vote













      $X_i$ is the indicator that: the $i$-th red ball has been selected; for $1leq ileq 10$.   Thus $$mathsf E(X_i) = mathsf P(text{that event}) = dfrac{binom{29}{11}binom{1}{1}}{binom{30}{12}}$$



      Because the favoured space is ways to pick that ball and $11$ of the $29$ others, in the total space of ways to pick any $12$ of all $30$ balls.



      Likewise for $mathsf E(Y_j)$ for $1leq jleq 8$.



      Similarly $X_iY_j$ is the indicator that both the $i$-th red and $j$-th blue ball have been picked.   So yes, clearly $mathsf E(X_iY_j) = dfrac{binom{28}{10}}{binom{30}{12}}$.   The indicators are not of independent outcomes.





      These values are used in calculating the covariance of the two random variables.   This should be anticipated to be other than zero, and indeed negative, because when more red balls are picked fewer blue balls can be; and vice versa.



      $$begin{align}
      mathsf{Cov}(X,Y) & = mathsf E(XY)-mathsf E(X)mathsf E(Y)
      \[1ex] & = sum_{i=1}^{10}sum_{j=1}^{8}mathsf E(X_iY_j) - sum_{i=1}^{10}mathsf E(X_i) sum_{j=1}^{8}mathsf E(Y_j)
      \[1ex] & = dfrac{10cdot 8cdotbinom{28}{10}}{binom{30}{12}} - frac{10cdotbinom{29}{11}}{binom{30}{12}}frac{8cdotbinom{29}{11}}{binom{30}{12}}
      \[1ex] & =dfrac{80cdotleft(binom{28}{10}binom{30}{12}-binom{29}{11}^2right)}{binom{30}{12}^2}
      \[2ex] & = dfrac{-96}{145}
      end{align}$$



      As anticipated.






      share|cite|improve this answer























        up vote
        0
        down vote










        up vote
        0
        down vote









        $X_i$ is the indicator that: the $i$-th red ball has been selected; for $1leq ileq 10$.   Thus $$mathsf E(X_i) = mathsf P(text{that event}) = dfrac{binom{29}{11}binom{1}{1}}{binom{30}{12}}$$



        Because the favoured space is ways to pick that ball and $11$ of the $29$ others, in the total space of ways to pick any $12$ of all $30$ balls.



        Likewise for $mathsf E(Y_j)$ for $1leq jleq 8$.



        Similarly $X_iY_j$ is the indicator that both the $i$-th red and $j$-th blue ball have been picked.   So yes, clearly $mathsf E(X_iY_j) = dfrac{binom{28}{10}}{binom{30}{12}}$.   The indicators are not of independent outcomes.





        These values are used in calculating the covariance of the two random variables.   This should be anticipated to be other than zero, and indeed negative, because when more red balls are picked fewer blue balls can be; and vice versa.



        $$begin{align}
        mathsf{Cov}(X,Y) & = mathsf E(XY)-mathsf E(X)mathsf E(Y)
        \[1ex] & = sum_{i=1}^{10}sum_{j=1}^{8}mathsf E(X_iY_j) - sum_{i=1}^{10}mathsf E(X_i) sum_{j=1}^{8}mathsf E(Y_j)
        \[1ex] & = dfrac{10cdot 8cdotbinom{28}{10}}{binom{30}{12}} - frac{10cdotbinom{29}{11}}{binom{30}{12}}frac{8cdotbinom{29}{11}}{binom{30}{12}}
        \[1ex] & =dfrac{80cdotleft(binom{28}{10}binom{30}{12}-binom{29}{11}^2right)}{binom{30}{12}^2}
        \[2ex] & = dfrac{-96}{145}
        end{align}$$



        As anticipated.






        share|cite|improve this answer












        $X_i$ is the indicator that: the $i$-th red ball has been selected; for $1leq ileq 10$.   Thus $$mathsf E(X_i) = mathsf P(text{that event}) = dfrac{binom{29}{11}binom{1}{1}}{binom{30}{12}}$$



        Because the favoured space is ways to pick that ball and $11$ of the $29$ others, in the total space of ways to pick any $12$ of all $30$ balls.



        Likewise for $mathsf E(Y_j)$ for $1leq jleq 8$.



        Similarly $X_iY_j$ is the indicator that both the $i$-th red and $j$-th blue ball have been picked.   So yes, clearly $mathsf E(X_iY_j) = dfrac{binom{28}{10}}{binom{30}{12}}$.   The indicators are not of independent outcomes.





        These values are used in calculating the covariance of the two random variables.   This should be anticipated to be other than zero, and indeed negative, because when more red balls are picked fewer blue balls can be; and vice versa.



        $$begin{align}
        mathsf{Cov}(X,Y) & = mathsf E(XY)-mathsf E(X)mathsf E(Y)
        \[1ex] & = sum_{i=1}^{10}sum_{j=1}^{8}mathsf E(X_iY_j) - sum_{i=1}^{10}mathsf E(X_i) sum_{j=1}^{8}mathsf E(Y_j)
        \[1ex] & = dfrac{10cdot 8cdotbinom{28}{10}}{binom{30}{12}} - frac{10cdotbinom{29}{11}}{binom{30}{12}}frac{8cdotbinom{29}{11}}{binom{30}{12}}
        \[1ex] & =dfrac{80cdotleft(binom{28}{10}binom{30}{12}-binom{29}{11}^2right)}{binom{30}{12}^2}
        \[2ex] & = dfrac{-96}{145}
        end{align}$$



        As anticipated.







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Oct 27 '15 at 9:34









        Graham Kemp

        84.4k43378




        84.4k43378






























            draft saved

            draft discarded




















































            Thanks for contributing an answer to Mathematics Stack Exchange!


            • Please be sure to answer the question. Provide details and share your research!

            But avoid



            • Asking for help, clarification, or responding to other answers.

            • Making statements based on opinion; back them up with references or personal experience.


            Use MathJax to format equations. MathJax reference.


            To learn more, see our tips on writing great answers.





            Some of your past answers have not been well-received, and you're in danger of being blocked from answering.


            Please pay close attention to the following guidance:


            • Please be sure to answer the question. Provide details and share your research!

            But avoid



            • Asking for help, clarification, or responding to other answers.

            • Making statements based on opinion; back them up with references or personal experience.


            To learn more, see our tips on writing great answers.




            draft saved


            draft discarded














            StackExchange.ready(
            function () {
            StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f1499498%2fcalculating-independent-indicator-random-variables%23new-answer', 'question_page');
            }
            );

            Post as a guest















            Required, but never shown





















































            Required, but never shown














            Required, but never shown












            Required, but never shown







            Required, but never shown

































            Required, but never shown














            Required, but never shown












            Required, but never shown







            Required, but never shown







            Popular posts from this blog

            How to change which sound is reproduced for terminal bell?

            Can I use Tabulator js library in my java Spring + Thymeleaf project?

            Title Spacing in Bjornstrup Chapter, Removing Chapter Number From Contents