A die is rolled and the number observed X is recorded Then a
A die is rolled and the number observed X is recorded. Then a coin is tossed number of times equal to the value of X. For example if X = 2 then the coin is tossed twice, etc. Let Y be the number of heads observed. Construct the joint probability distribution of X and Y. Find the conditional expected value of Y given X = 5. Find the conditional variance of Y given X = 5.
Solution
E(Y/X=5)=1(5/32)+2(10/32)+3(10/32)+4(5/32)+5(1/32)+6(0)=80/32. V(Y/X=5)=[
12(5/32)+22(10/32)+32(10/32)+42(5/32)+52(1/32)+62(0)]-[1(5/32)+2(10/32)+3(10/32)+4(5/32)+5(1/32)+6(0)]2=240/32-(80/32)2=40.
| X/Y | 1 | 2 | 3 | 4 | 5 | 6 | P(Y) |
| 1 | 1/2 | 0 | 0 | 0 | 0 | 0 | 1/2 |
| 2 | 1/2 | 1/4 | 0 | 0 | 0 | 0 | 3/4 |
| 3 | 3/8 | 3/8 | 1/8 | 0 | 0 | 0 | 7/8 |
| 4 | 4/16 | 6/16 | 4/16 | 1/16 | 0 | 0 | 15/16 |
| 5 | 5/32 | 10/32 | 10/32 | 5/32 | 1/32 | 0 | 31/32 |
| 6 | 6/64 | 15/64 | 20/64 | 15/64 | 6/64 | 1/64 | 63/64 |
| P(X) | 120/64 | 94/64 | 64/64 | 29/64 | 8/64 | 1/64 | 321/64 |
