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Consider a deck consisting of seven cards, marked \(1,2, \ldots, 7\). Three of these cards are selected at random. Define an rv \(W\) by \(W=\) the sum of the resulting numbers, and compute the pmf of \(W\). Then compute \(\mu\) and \(\sigma^{2}\). [Hint: Consider outcomes as unordered, so that \((1,3,7)\) and \((3,1,7)\) are not different outcomes. Then there are 35 outcomes, and they can be listed. (This type of rv actually arises in connection with Wilcoxon's rank-sum test, in which there is an \(x\) sample and a \(y\) sample and \(W\) is the sum of the ranks of the \(x^{+}\)s in the combined sample.)]

Short Answer

Expert verified
The pmf assigns probabilities to each sum; compute using combinations. \(\mu\) and \(\sigma^2\) follow from the pmf to calculate expected value and variance.

Step by step solution

01

Identify Unique Combinations

Since the order of cards does not matter, we need to calculate the number of ways to choose 3 cards out of 7. This can be determined using combinations: \(\binom{7}{3} = 35\) This confirms there are 35 unique combinations of the cards.
02

List All Possible Sums and Their Frequencies

Consider all possible triples and their sums:- \((1, 2, 3), \text{ sum } = 6\)- \((1, 2, 4), \text{ sum } = 7\)- \((1, 2, 5), \text{ sum } = 8\)... By systematically listing all combinations or using a systematic approach (possibly writing a small script), we find the sums and their frequencies.
03

Calculate Probability Mass Function (pmf)

For each possible sum, count the number of combinations, and divide by 35 (the total number of combinations) to calculate the pmf. For instance:- \(P(W=6) = \frac{1}{35}\)- \(P(W=7) = \frac{3}{35}\)- ...Repeat this for all possible sums from the combinations listed.
04

Compute Expected Value \( \mu \)

Use the pmf to calculate \( \mu \), the expected value of \( W \), with \[\mu = \sum_{w} w \cdot P(W=w)\]Where \(w\) is a possible sum calculated earlier.
05

Compute Variance \( \sigma^{2} \)

Use the pmf to compute \( \sigma^{2} \), the variance of \( W \), with \[\sigma^{2} = \sum_{w} (w - \mu)^2 \cdot P(W=w)\]Subtract the mean from each sum, square the result, multiply by the probability, and sum for all values of \(w\).
06

Finalize PMF, Mean, and Variance

Compile the results into a clear pmf, and report \(\mu\) and \(\sigma^2\) as the final solutions. The detailed calculations give you the precise pmf for \(W\), the expected value, and the variance.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Combinatorics
Combinatorics deals with counting, arranging, and selecting objects without necessarily considering the order. When working with problems involving probability like selecting cards, combinatorics becomes incredibly useful. In this case, the order of card selection is not important — we only care about which cards are chosen. This leads us to use combinations rather than permutations. For example, choosing 3 cards out of a 7-card deck can be calculated using the combination formula: \( \binom{7}{3} = 35 \). This is read as "7 choose 3" and it tells us that there are 35 possible ways to choose 3 cards from 7 without regard to the order in which they are picked.

To understand how combinations work, consider the calculation itself: \( \binom{n}{k} = \frac{n!}{k!(n-k)!} \), where \(n \) is the total number of items to choose from, and \(k\) is the number of items to choose. Here, \(n = 7\) and \(k = 3\), so we use those numbers to find the number of combinations.
Wilcoxon Rank-Sum Test
The Wilcoxon Rank-Sum Test is a non-parametric test used to compare two independent samples to determine whether one sample tends to have larger values than the other. It forms an alternative to the t-test when the data doesn't necessarily meet assumptions of normality.

In the context of the current problem, the exercise hints at the connection by introducing the random variable \(W \), which is the sum of selected card values. This is similar to how the Wilcoxon test operates — it ranks data and sums the ranks of one of the groups. Thus, if we had two groups, \(x\) and \(y\), with combined ranks of values, the sum of ranks for one group could give us a clue about the relative size of values compared to the other group.
  • Non-parametric: Does not assume data follows a normal distribution.
  • Compares median values to see if distributions differ.
  • Used for ordinal data or non-normal interval data.
By understanding these fundamentals, one can see the connection between the card sum and how this statistical test is applied.
Random Variables
Random variables (rv) are variables that can take on different values, each with an associated probability. In the context of our exercise, \(W\) is a random variable representing the sum of values from three randomly picked cards. Each selection of cards is an outcome, and the sum of the card numbers forms the possible values of \(W\).

Random variables can be discrete or continuous. Here, \(W\) is discrete since it only takes specified values, each corresponding to a sum of certain card combinations. To analyze such a variable, we can define its Probability Mass Function (PMF), which gives the probability that \(W\) will take a specific value. For example, if \(W=7 \) is possible because combinations like \( (1,2,4)\) produce this sum, we can determine how likely this sum is by calculating its probability from all possible outcomes.
  • Discrete random variables have specific values.
  • Probability Mass Function gives probabilities for each value.
  • Expected value (mean) is calculated as \( \mu = \sum_{w} w \cdot P(W=w) \).
Grasping these ideas helps one compute the mean and variance of \(W\), providing insights into its behavior over many trials.

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Most popular questions from this chapter

Define a function \(p(x ; \lambda, \mu)\) by $$ \begin{aligned} &p(x ; \lambda, \mu) \\ &=\left\\{\begin{array}{cc} \frac{1}{2} e^{-\lambda} \frac{\lambda^{x}}{x !}+\frac{1}{2} e^{-\mu} \frac{\mu^{x}}{x !} & x=0,1,2, \ldots \\ 0 & \text { otherwise } \end{array}\right. \end{aligned} $$ a. Show that \(p(x, \lambda, \mu)\) satisfies the two conditions necessary for specifying a pmf. [Note: If a firm employs two typists, one of whom makes typographical errors at the rate of ¿ per page and the other at rate \(\mu\) per page and they each do half the firm's typing, then \(p(x ; \lambda, \mu)\) is the pmf of \(X=\) the number of errors on a randomly chosen page.] b. If the first typist (rate \(\lambda\) ) types \(60 \%\) of all pages, what is the penf of \(X\) of part (a)? c. What is \(E(X)\) for \(p(x, \lambda, \mu)\) given by the displayed expression? d. What is \(\sigma^{2}\) for \(p(x ; \lambda, \mu)\) given by that expression?

If \(M_{X}(t)=e^{5 r+2 r^{2}}\) then find \(E(X)\) and \(V(X)\) by differentiating a. \(M_{X}(t)\) b. \(R_{X}(t)\)

Some parts of Califomia are particularly earthquake-prone. Suppose that in one such area, \(30 \%\) of all homeowners are insured against earthquake damage. Four homeowners are to be selected at random; let \(X\) denote the number among the four who have earthquake insurance. a. Find the probability distribution of \(X\). [Hint: Let \(S\) denote a homeowner who has insurance and \(F\) one who does not. One possible outcome is SFSS, with probability \((.3)(.7)(.3)(.3)\) and associated \(X\) value 3 . There are 15 other outcomes.] b. Draw the corresponding probability histogram. c. What is the most likely value for \(X\) ? d. What is the probability that at least two of the four selected have earthquake insurance?

Suppose that only \(10 \%\) of all computers of a certain type experience CPU failure during the warranty period. Consider a sample of 10,000 computers. a. What are the expected value and standard deviation of the number of computers in the sample that have the defect? b. What is the (approximate) probability that more than 10 sampled computers have the defect? c. What is the (approximate) probability that no sampled computers have the defect?

Each time a component is tested, the trial is a success \((S)\) or failure \((F)\). Suppose the component is tested repeatedly until a success occurs on three consecutive trials. Let \(Y\) denote the number of trials necessary to achieve this. List all outcomes corresponding to the five smallest possible values of \(Y\), and state which \(Y\) value is associated with each one.

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