Chapter 7: Problem 1
A player throws a fair die and simultaneously flips a fair coin. If the coin lands heads, then she wins twice, and if tails, then one-half of the value that appears on the die. Determine her expected winnings.
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Chapter 7: Problem 1
A player throws a fair die and simultaneously flips a fair coin. If the coin lands heads, then she wins twice, and if tails, then one-half of the value that appears on the die. Determine her expected winnings.
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Prove that if \(E[Y \mid X=x]=E[Y]\) for all \(x\), then \(X\) and \(Y\) are uncorrelated, and give a counterexample to show that the converse is not true. HINT: Prove and use the fact that \(E[X Y]=E[X E[Y \mid X]]\).
The game of Clue involves 6 suspects, 6 weapons, and 9 rooms. One of each is randomly chosen and the object of the game is to guess the chosen three. (a) How many solutions are possible? In one version of the game, after the selection is made each of the players is then randomly given three of the remaining cards. Let \(S, W\), and \(R\) be, respectively, the numbers of suspects, weapons, and rooms in the set of three cards given to a specified player. Also, let \(X\) denote the number of solutions that are possible after that player observes his or her three cards. (b) Express \(X\) in terms of \(S, W\), and \(R\). (c) Find \(E[X]\).
Prove the Cauchy-Schwarz inequality, namely, that
$$
(E[X Y])^{2} \leq E\left[X^{2}\right] E\left[Y^{2}\right]
$$
HINT: Unless \(Y=-t X\) for some constant, in which case this inequality holds
with equality, if follows that for all \(t\),
$$
0
A fair die is successively rolled. Let \(X\) and \(Y\) denote, respectively, the number of rolls necessary to obtain a 6 and a 5. Find (a) \(E[X]\) (b) \(E[X \mid Y=1]\); (c) \(E[X \mid Y=5]\).
Prove that \(E[g(X) Y \mid X]=g(X) E[Y \mid X]\).
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