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Suppose that a fire can occur at any one of five points along the road. These points are located at -3, -1, 0, 1, and 2 in Fig. 4.9. Suppose also that the probability that each of these points will be the location of the next fire that occurs along the road is as specified in Fig. 4.9.

  1. At what point along the road should a fire engine wait in order to minimize the expected value of the square of the distance that it must travel to the next fire?
  2. Where should the fire engine wait to minimize the expected value of the distance that it must travel to the next fire?

Short Answer

Expert verified
  1. \(d = 0.1.\)
  2. \(d = 1.\)

Step by step solution

01

Given information

If the location of the fire is represented by a random variable X, then the probability function of X is given as:

\(f\left( x \right) = \left\{ {\begin{aligned}{{}{}}{0.2}&{{\rm{when}}\;x = - 3}\\{0.1}&{{\rm{when}}\;x = - 1}\\{0.1}&{{\rm{when}}\;x = 0}\\{0.4}&{{\rm{when}}\;x = 1}\\{0.2}&{{\rm{when}}\;x = 2}\\0&{{\rm{otherwise}}}\end{aligned}} \right.\)

02

Minimize\(E\left( {{{\left( {X - d} \right)}^4}} \right)\)

(a)

Let d be the point along the road that a fire engine should wait in order to minimize the expected value of the square of the distance that it must travel to the next fire.

This value\(E\left( {{{\left( {X - d} \right)}^2}} \right)\), is minimized when d takes the value of the mean of X.

Find the mean of X as follows:

\(\begin{aligned}{}E\left( X \right) &= - 3 \times 0.2 - 1 \times 0.1 + 0 \times 0.1 + 1 \times 0.4 + 2 \times 0.2\\ &= 0.1.\end{aligned}\)

Therefore, the fire engine should wait at 0.1 location in order to minimize the expected value of the square of the distance.

03

Minimize \(E\left( {\left| {X - d} \right|} \right)\)

(b)

Again, let d be the point along the road that a fire engine should wait in order to minimize the expected value of the distance that it must travel to the next fire.

This value\(E\left( {\left| {X - d} \right|} \right)\)is minimized when d takes the value of the median of X.

Find the median of X as follows:

Note that:

\(\begin{aligned}{}P\left( {X \le 1} \right) &= P\left( {X = - 3} \right) + P\left( {X = - 1} \right) + P\left( {X = 0} \right) + P\left( {X = 1} \right)\\ &= 0.2 + 0.1 + 0.1 + 0.4\\ &= 0.8.\end{aligned}\)

Also,

\(\begin{aligned}{}P\left( {X \ge 1} \right) &= P\left( {X = 1} \right) + P\left( {X = 2} \right)\\ &= 0.4 + 0.2\\ &= 0.6.\end{aligned}\)

Thus,\(P\left( {X \le 1} \right) \ge 0.5\;{\rm{and}}\;P\left( {X \ge 1} \right) \ge 0.5\).

Hence, the median of X is 1.

Therefore, the fire engine should wait at 1 location in order to minimize the expected value of the distance.

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