Tossing a triple of coins
$begingroup$
There is a red coin for which P(Heads) = 0.4, a green coin for which P(Heads) = 0.5 and a yellow coin for which P(Heads) = 0.6.
Let N be the number of heads in 300 tosses. Before each toss, I choose 1 of the 3 coins at random (each coin is equally likely to be selected).
What is the mean and variance of N?
I model N as follows: $$N = T_1 + T_2 + cdots + T_{300}$$
$$mathbb{E}[T_i] = frac{0.4 + 0.5 + 0.6}{3} = 0.5$$
$$begin{eqnarray}
Var(T_i) &=& frac{1}{3}(0.4-mathbb{E}[T_i])^2 + frac{1}{3}(0.5-0.5)^2 + frac{1}{3}(0.6-0.5)^2
\ &=& frac{(0.4-0.5)^2 + (0.5-0.5)^2 + (0.6-0.5)^2}{3}
\ &=& frac{0.02}{3}
\ &=& frac{1}{150}
end{eqnarray}$$
By linearity of expectations and making use of the fact that all the Ts are iid,
$$begin{eqnarray}
mathbb{E}[N] &=& mathbb{E}[T_1] + mathbb{E}[T_2] + cdots + mathbb{E}[T_{300}]
\ &=& 300 cdot mathbb{E}[T_1]
\ &=& 150
end{eqnarray}$$
Similarly, since the Ts are independent,
$$begin{eqnarray}
Var(N) &=& Var(T_1 + T_2 + cdots + T_{300})
\ &=& Var(T_1) + Var(T_2) + cdots + Var(T_{300})
\ &=& 300 cdot Var(T_1)
\ &=& 300 cdot frac{1}{150}
\ &=& 2
end{eqnarray}$$
I know that my calculation of the mean is correct. The variance is incorrect, but I haven't been able to figure out why.
probability
$endgroup$
add a comment |
$begingroup$
There is a red coin for which P(Heads) = 0.4, a green coin for which P(Heads) = 0.5 and a yellow coin for which P(Heads) = 0.6.
Let N be the number of heads in 300 tosses. Before each toss, I choose 1 of the 3 coins at random (each coin is equally likely to be selected).
What is the mean and variance of N?
I model N as follows: $$N = T_1 + T_2 + cdots + T_{300}$$
$$mathbb{E}[T_i] = frac{0.4 + 0.5 + 0.6}{3} = 0.5$$
$$begin{eqnarray}
Var(T_i) &=& frac{1}{3}(0.4-mathbb{E}[T_i])^2 + frac{1}{3}(0.5-0.5)^2 + frac{1}{3}(0.6-0.5)^2
\ &=& frac{(0.4-0.5)^2 + (0.5-0.5)^2 + (0.6-0.5)^2}{3}
\ &=& frac{0.02}{3}
\ &=& frac{1}{150}
end{eqnarray}$$
By linearity of expectations and making use of the fact that all the Ts are iid,
$$begin{eqnarray}
mathbb{E}[N] &=& mathbb{E}[T_1] + mathbb{E}[T_2] + cdots + mathbb{E}[T_{300}]
\ &=& 300 cdot mathbb{E}[T_1]
\ &=& 150
end{eqnarray}$$
Similarly, since the Ts are independent,
$$begin{eqnarray}
Var(N) &=& Var(T_1 + T_2 + cdots + T_{300})
\ &=& Var(T_1) + Var(T_2) + cdots + Var(T_{300})
\ &=& 300 cdot Var(T_1)
\ &=& 300 cdot frac{1}{150}
\ &=& 2
end{eqnarray}$$
I know that my calculation of the mean is correct. The variance is incorrect, but I haven't been able to figure out why.
probability
$endgroup$
1
$begingroup$
Not getting how you are determining the variance. You should have something like $P(1)(1-0.5)^2 + P(0)(0-0.5)^2$, where $P(1)$ is the probability of having Heads. BTW, this is not any different from having just one single, fair, coin.
$endgroup$
– nicola
Nov 27 '18 at 11:16
1
$begingroup$
The variance Var(T1) above is the variance of the expectation, not the total variance.
$endgroup$
– KRKirov
Nov 29 '18 at 19:14
add a comment |
$begingroup$
There is a red coin for which P(Heads) = 0.4, a green coin for which P(Heads) = 0.5 and a yellow coin for which P(Heads) = 0.6.
Let N be the number of heads in 300 tosses. Before each toss, I choose 1 of the 3 coins at random (each coin is equally likely to be selected).
What is the mean and variance of N?
I model N as follows: $$N = T_1 + T_2 + cdots + T_{300}$$
$$mathbb{E}[T_i] = frac{0.4 + 0.5 + 0.6}{3} = 0.5$$
$$begin{eqnarray}
Var(T_i) &=& frac{1}{3}(0.4-mathbb{E}[T_i])^2 + frac{1}{3}(0.5-0.5)^2 + frac{1}{3}(0.6-0.5)^2
\ &=& frac{(0.4-0.5)^2 + (0.5-0.5)^2 + (0.6-0.5)^2}{3}
\ &=& frac{0.02}{3}
\ &=& frac{1}{150}
end{eqnarray}$$
By linearity of expectations and making use of the fact that all the Ts are iid,
$$begin{eqnarray}
mathbb{E}[N] &=& mathbb{E}[T_1] + mathbb{E}[T_2] + cdots + mathbb{E}[T_{300}]
\ &=& 300 cdot mathbb{E}[T_1]
\ &=& 150
end{eqnarray}$$
Similarly, since the Ts are independent,
$$begin{eqnarray}
Var(N) &=& Var(T_1 + T_2 + cdots + T_{300})
\ &=& Var(T_1) + Var(T_2) + cdots + Var(T_{300})
\ &=& 300 cdot Var(T_1)
\ &=& 300 cdot frac{1}{150}
\ &=& 2
end{eqnarray}$$
I know that my calculation of the mean is correct. The variance is incorrect, but I haven't been able to figure out why.
probability
$endgroup$
There is a red coin for which P(Heads) = 0.4, a green coin for which P(Heads) = 0.5 and a yellow coin for which P(Heads) = 0.6.
Let N be the number of heads in 300 tosses. Before each toss, I choose 1 of the 3 coins at random (each coin is equally likely to be selected).
What is the mean and variance of N?
I model N as follows: $$N = T_1 + T_2 + cdots + T_{300}$$
$$mathbb{E}[T_i] = frac{0.4 + 0.5 + 0.6}{3} = 0.5$$
$$begin{eqnarray}
Var(T_i) &=& frac{1}{3}(0.4-mathbb{E}[T_i])^2 + frac{1}{3}(0.5-0.5)^2 + frac{1}{3}(0.6-0.5)^2
\ &=& frac{(0.4-0.5)^2 + (0.5-0.5)^2 + (0.6-0.5)^2}{3}
\ &=& frac{0.02}{3}
\ &=& frac{1}{150}
end{eqnarray}$$
By linearity of expectations and making use of the fact that all the Ts are iid,
$$begin{eqnarray}
mathbb{E}[N] &=& mathbb{E}[T_1] + mathbb{E}[T_2] + cdots + mathbb{E}[T_{300}]
\ &=& 300 cdot mathbb{E}[T_1]
\ &=& 150
end{eqnarray}$$
Similarly, since the Ts are independent,
$$begin{eqnarray}
Var(N) &=& Var(T_1 + T_2 + cdots + T_{300})
\ &=& Var(T_1) + Var(T_2) + cdots + Var(T_{300})
\ &=& 300 cdot Var(T_1)
\ &=& 300 cdot frac{1}{150}
\ &=& 2
end{eqnarray}$$
I know that my calculation of the mean is correct. The variance is incorrect, but I haven't been able to figure out why.
probability
probability
edited Nov 27 '18 at 12:33
bard
asked Nov 27 '18 at 10:40
bardbard
1886
1886
1
$begingroup$
Not getting how you are determining the variance. You should have something like $P(1)(1-0.5)^2 + P(0)(0-0.5)^2$, where $P(1)$ is the probability of having Heads. BTW, this is not any different from having just one single, fair, coin.
$endgroup$
– nicola
Nov 27 '18 at 11:16
1
$begingroup$
The variance Var(T1) above is the variance of the expectation, not the total variance.
$endgroup$
– KRKirov
Nov 29 '18 at 19:14
add a comment |
1
$begingroup$
Not getting how you are determining the variance. You should have something like $P(1)(1-0.5)^2 + P(0)(0-0.5)^2$, where $P(1)$ is the probability of having Heads. BTW, this is not any different from having just one single, fair, coin.
$endgroup$
– nicola
Nov 27 '18 at 11:16
1
$begingroup$
The variance Var(T1) above is the variance of the expectation, not the total variance.
$endgroup$
– KRKirov
Nov 29 '18 at 19:14
1
1
$begingroup$
Not getting how you are determining the variance. You should have something like $P(1)(1-0.5)^2 + P(0)(0-0.5)^2$, where $P(1)$ is the probability of having Heads. BTW, this is not any different from having just one single, fair, coin.
$endgroup$
– nicola
Nov 27 '18 at 11:16
$begingroup$
Not getting how you are determining the variance. You should have something like $P(1)(1-0.5)^2 + P(0)(0-0.5)^2$, where $P(1)$ is the probability of having Heads. BTW, this is not any different from having just one single, fair, coin.
$endgroup$
– nicola
Nov 27 '18 at 11:16
1
1
$begingroup$
The variance Var(T1) above is the variance of the expectation, not the total variance.
$endgroup$
– KRKirov
Nov 29 '18 at 19:14
$begingroup$
The variance Var(T1) above is the variance of the expectation, not the total variance.
$endgroup$
– KRKirov
Nov 29 '18 at 19:14
add a comment |
1 Answer
1
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oldest
votes
$begingroup$
The problem appears to be in my calculation of the variance of T. I was able to get the right answer using a different approach.
By the law of total variance,
$$begin{eqnarray}
Var(T_i) &=& mathbb{E}[Var(T_i|coin)] + Var(mathbb{E}[T_i|coin])
\ &=& mathbb{E}[P(1-P)] + Var(P)
\ &=& mathbb{E}[P] - mathbb{E}[P^2] + mathbb{E}[P^2] - (mathbb{E}[P])^2
\ &=& 0.5 - 0.5^2
\ &=& 0.25
end{eqnarray}$$
$$begin{eqnarray}
Var(N) &=& Var(T_1 + T_2 + cdots + T_{300})
\ &=& 300 cdot Var(T_i)
\ &=& 300 cdot 0.25
\ &=& 75
end{eqnarray}$$
Still don't understand why my first approach is wrong though.
$endgroup$
add a comment |
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$begingroup$
The problem appears to be in my calculation of the variance of T. I was able to get the right answer using a different approach.
By the law of total variance,
$$begin{eqnarray}
Var(T_i) &=& mathbb{E}[Var(T_i|coin)] + Var(mathbb{E}[T_i|coin])
\ &=& mathbb{E}[P(1-P)] + Var(P)
\ &=& mathbb{E}[P] - mathbb{E}[P^2] + mathbb{E}[P^2] - (mathbb{E}[P])^2
\ &=& 0.5 - 0.5^2
\ &=& 0.25
end{eqnarray}$$
$$begin{eqnarray}
Var(N) &=& Var(T_1 + T_2 + cdots + T_{300})
\ &=& 300 cdot Var(T_i)
\ &=& 300 cdot 0.25
\ &=& 75
end{eqnarray}$$
Still don't understand why my first approach is wrong though.
$endgroup$
add a comment |
$begingroup$
The problem appears to be in my calculation of the variance of T. I was able to get the right answer using a different approach.
By the law of total variance,
$$begin{eqnarray}
Var(T_i) &=& mathbb{E}[Var(T_i|coin)] + Var(mathbb{E}[T_i|coin])
\ &=& mathbb{E}[P(1-P)] + Var(P)
\ &=& mathbb{E}[P] - mathbb{E}[P^2] + mathbb{E}[P^2] - (mathbb{E}[P])^2
\ &=& 0.5 - 0.5^2
\ &=& 0.25
end{eqnarray}$$
$$begin{eqnarray}
Var(N) &=& Var(T_1 + T_2 + cdots + T_{300})
\ &=& 300 cdot Var(T_i)
\ &=& 300 cdot 0.25
\ &=& 75
end{eqnarray}$$
Still don't understand why my first approach is wrong though.
$endgroup$
add a comment |
$begingroup$
The problem appears to be in my calculation of the variance of T. I was able to get the right answer using a different approach.
By the law of total variance,
$$begin{eqnarray}
Var(T_i) &=& mathbb{E}[Var(T_i|coin)] + Var(mathbb{E}[T_i|coin])
\ &=& mathbb{E}[P(1-P)] + Var(P)
\ &=& mathbb{E}[P] - mathbb{E}[P^2] + mathbb{E}[P^2] - (mathbb{E}[P])^2
\ &=& 0.5 - 0.5^2
\ &=& 0.25
end{eqnarray}$$
$$begin{eqnarray}
Var(N) &=& Var(T_1 + T_2 + cdots + T_{300})
\ &=& 300 cdot Var(T_i)
\ &=& 300 cdot 0.25
\ &=& 75
end{eqnarray}$$
Still don't understand why my first approach is wrong though.
$endgroup$
The problem appears to be in my calculation of the variance of T. I was able to get the right answer using a different approach.
By the law of total variance,
$$begin{eqnarray}
Var(T_i) &=& mathbb{E}[Var(T_i|coin)] + Var(mathbb{E}[T_i|coin])
\ &=& mathbb{E}[P(1-P)] + Var(P)
\ &=& mathbb{E}[P] - mathbb{E}[P^2] + mathbb{E}[P^2] - (mathbb{E}[P])^2
\ &=& 0.5 - 0.5^2
\ &=& 0.25
end{eqnarray}$$
$$begin{eqnarray}
Var(N) &=& Var(T_1 + T_2 + cdots + T_{300})
\ &=& 300 cdot Var(T_i)
\ &=& 300 cdot 0.25
\ &=& 75
end{eqnarray}$$
Still don't understand why my first approach is wrong though.
answered Nov 27 '18 at 12:57
bardbard
1886
1886
add a comment |
add a comment |
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$begingroup$
Not getting how you are determining the variance. You should have something like $P(1)(1-0.5)^2 + P(0)(0-0.5)^2$, where $P(1)$ is the probability of having Heads. BTW, this is not any different from having just one single, fair, coin.
$endgroup$
– nicola
Nov 27 '18 at 11:16
1
$begingroup$
The variance Var(T1) above is the variance of the expectation, not the total variance.
$endgroup$
– KRKirov
Nov 29 '18 at 19:14