next up previous index
Next: Conditional Expectation 11/9 Up: Indicator variables and Bernouilli Previous: Indicator variables and Bernouilli

Examples of computing expectations of sums 11/9

In class I went over the proof that the expected value of the negative binomial NB(r,p) is $\frac{r}{p}$, by writing it as the sum of r geometric (p) random variables.

I showed how one would compute the expected number of cereal boxes to buy if there were N objects to be collected:

\begin{displaymath}E(X)=N(1+\frac{1}{2}+\frac{1}{3}+\frac{1}{4}+\cdots +\frac{1}{N})
=N(log(N) + 0.577 +\frac{1}{2N})\end{displaymath}

And the number of matches in the matching problem can be put as the sum of the indicator variables Xi where Xi=1 if the ith person gets his/her hat. As $E(X_i)=P(X_i=1)=\frac{1}{N}$, we have

\begin{displaymath}E(Y_n)= N \times \frac{1}{N}\end{displaymath}

Try this link for the matching problem applet



Susan Holmes
1998-12-07