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Suppose your waiting time for a bus in the morning is uniformly distributed on\((0,8)\), whereas waiting time in the evening is uniformly distributed on\((0,10)\)independent of the morning waiting time.

a. If you take the bus each morning and evening for a week, what is your total expected waiting time?

b. What is the variance of your total waiting time?

c. What are the expected value and variance of the difference between morning and evening waiting times on a given day?

d. What are the expected value and variance of the difference between total morning waiting time and total evening waiting time for a particular week?

Short Answer

Expert verified

\(\begin{array}{l}a.\;E\left( {{X_1} + {X_2} + \ldots + {X_{10}}} \right) = 45;\\b.\;V\left( {{X_1} + {X_2} + \ldots + {X_{10}}} \right) = 68.33;\\c.\;E\left( {{X_1} - {X_6}} \right) = - 1;V\left( {{X_1} - {X_6}} \right) = 13.67;\\d.\;E\left( {{T_m} - {T_e}} \right) = - 5;V\left( {{T_m} - {T_e}} \right) = 68.33.\end{array}\)

Step by step solution

01

Definition of Variance

The expectation of a random variable's squared deviation from its population mean or sample mean is known as variance in probability theory and statistics. Variance is a measure of dispersion, or how far a group of numbers deviates from its mean value.

02

Calculation for the determination of the total expected waiting time.

(a):

Define random variable\({X_1},{X_2}, \ldots ,{X_5}\)as morning times and\({X_6},{X_7}, \ldots ,{X_{10}}\)as waiting time in the evening.

By the rule of expected value, the following holds

\(\begin{aligned}E\left( {{X_1} + {X_2} + \ldots + {X_{10}}} \right) &= E\left( {{X_1}} \right) + E\left( {{X_2}} \right) + \ldots + E\left( {{X_{10}}} \right)\\ &= 5E\left( {{X_1}} \right) + 5E\left( {{X_6}} \right)\\ &= 5 \cdot 4 + 5 \cdot 5\\ & = 45\end{aligned}\)

(1): random variables\({X_i},i = 1,2, \ldots ,5\)have the same distribution. Random variables\({X_i},i = 6,7, \ldots ,10\)have the same distribution as well,

(2): expected values of uniformly distributed random variables on an interval are simply the midpoint. For example, the midpoint of interval \((0,10)\)is\(5\). It is possible to calculate the expected value by the definition as well.

03

Calculation for the determination of variance.

(b):

The random variables are independent, therefore the following holds

\(\begin{array}{l}V\left( {{X_1} + {X_2} + \ldots + {X_{10}}} \right)\mathop = \limits^{(3)} V\left( {{X_1}} \right) + V\left( {{X_2}} \right) + \ldots + V\left( {{X_{10}}} \right)\\\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\; = 5V\left( {{X_1}} \right) + 5V\left( {{X_6}} \right)\end{array}\)

(3): here we use the independence. The variance of uniformly distributed random variable X on interval (0, a) is

\(\begin{aligned}V(X) &= E\left( {{X^2}} \right) - {(E(X))^2} &= \int_0^a {{x^2}} \frac{1}{a}dx - {\left( {\frac{a}{2}} \right)^2}\\ &= \left. {\frac{1}{a}\frac{{{x^3}}}{3}} \right|_0^a - \frac{{{a^2}}}{4} &= \frac{{{a^3}}}{{3a}} - \frac{{{a^2}}}{4}\\ &= \frac{{4{a^2} - 3{a^2}}}{{12}} &= \frac{{{a^2}}}{{12}}\end{aligned}\)

Substitute\(a = 8\)and\(a = 10\)to obtain the variances\(V\left( {{X_1}} \right)\)and\(V\left( {{X_6}} \right)\). Continuing from above, the following holds

\(\begin{array}{l}V\left( {{X_1} + {X_2} + \ldots + {X_{10}}} \right)\mathop = \limits^{(4)} V\left( {{X_1}} \right) + V\left( {{X_2}} \right) + \ldots + V\left( {{X_{10}}} \right)\\\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\; = 5V\left( {{X_1}} \right) + 5V\left( {{X_6}} \right)\\\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\; = 5 \cdot \frac{{64}}{{12}} + 5 \cdot \frac{{100}}{{12}}\\\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\; = 68.33\end{array}\)

(4): independent random variables.

04

Calculation for the determination of expected value and variance.

(c):

Look at random variable\({X_1} - {X_6}\)and compute the expectation and variance. The following holds

\(E\left( {{X_1} - {X_6}} \right) = E\left( {{X_1}} \right) - E\left( {{X_6}} \right) = 4 - 5 = - 1\)

The variance is

\(V\left( {{X_1} - {X_6}} \right) = V\left( {{X_1}} \right) + {( - 1)^2}V\left( {{X_6}} \right) = \frac{{64}}{{12}} + \frac{{100}}{{12}} = 13.67\)

05

Calculation for the determination of expected value and variance.

Total morning waiting time can be represented with a random variable

\({T_m} = {X_1} + {X_2} + {X_3} + {X_4} + {X_5},\)

and total evening waiting time can be represented with a random variable

\({T_e} = {X_6} + {X_7} + {X_8} + {X_9} + {X_{10}}.\)

The expected value and the variance of the difference between total waiting times are

\(\begin{array}{c}E\left( {{T_m} - {T_e}} \right) = E\left( {{X_1} + {X_2} + {X_3} + {X_4} + {X_5} - \left( {{X_6} + {X_7} + {X_8} + {X_9} + {X_{10}}} \right)} \right)\\ = 5 \cdot E\left( {{X_1}} \right) - 5 \cdot E\left( {{X_6}} \right)\\ = 5 \cdot 4 - 5 \cdot 5\\ = - 5\end{array}\)

And

\(\begin{array}{c}V\left( {{T_m} - {T_e}} \right) = V\left( {{X_1} + {X_2} + {X_3} + {X_4} + {X_5} - \left( {{X_6} + {X_7} + {X_8} + {X_9} + {X_{10}}} \right)} \right)\\ = V\left( {{X_1} + {X_2} + {X_3} + {X_4} + {X_5}} \right) + {( - 1)^2}V\left( {{X_6} + {X_7} + {X_8} + {X_9} + {X_{10}}} \right)\\\mathop = \limits^{(1)} 68.33\end{array}\)

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