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The \(n\) candidates for a job have been ranked \(1,2,3, \ldots, n\). Let \(X=\) the rank of a randomly selected candidate, so that \(X\) has pmf $$ p(x)= \begin{cases}1 / n & x=1,2,3, \ldots, n \\ 0 & \text { otherwise }\end{cases} $$ (this is called the discrete uniform distribution). Compute \(E(X)\) and \(V(X)\) using the shortcut formula. [Hint: The sum of the first \(n\) positive integers is \(n(n+1) / 2\), whereas the sum of their squares is \(n(n+1)(2 n+1) / 6 .]\)

Short Answer

Expert verified
\(E(X) = \frac{n+1}{2}\), \(V(X) = \frac{n^2-1}{12}\).

Step by step solution

01

Understanding the PMF of Uniform Distribution

The probability mass function (PMF) given is for a discrete uniform distribution, where each candidate's rank from 1 to \(n\) is equally likely. This means that each rank \(x\) has a probability of \( \frac{1}{n} \).
02

Applying the Expectation Formula for Discrete Random Variable

For a discrete random variable \(X\), the expected value \(E(X)\) is calculated using the formula: \[ E(X) = \sum x \cdot p(x) \]. For our uniform distribution: \[ E(X) = \sum_{x=1}^{n} x \cdot \frac{1}{n} = \frac{1}{n} \sum_{x=1}^{n} x. \] Applying the formula for the sum of the first \(n\) positive integers gives: \[ E(X) = \frac{1}{n} \cdot \frac{n(n+1)}{2} = \frac{n+1}{2}. \]
03

Calculating Variance Using the Shortcut Formula

The variance \(V(X)\) can be calculated using the shortcut formula: \[ V(X) = E(X^2) - (E(X))^2. \] First, calculate \(E(X^2)\) using the formula \(\sum x^2 \cdot p(x)\): \[ E(X^2) = \frac{1}{n} \sum_{x=1}^{n} x^2 = \frac{1}{n} \cdot \frac{n(n+1)(2n+1)}{6} = \frac{(n+1)(2n+1)}{6}. \] Now substitute \(E(X)\) and \(E(X^2)\) into the variance formula: \[ V(X) = \frac{(n+1)(2n+1)}{6} - \left(\frac{n+1}{2}\right)^2. \] Simplifying the expression: \[ V(X) = \frac{(n+1)(2n+1)}{6} - \frac{(n+1)^2}{4}, \] \[ V(X) = \frac{(n+1)}{12} \cdot (2n+1 - 3(n+1)), \] \[ V(X) = \frac{(n+1)}{12} \cdot (2n+1 - 3n - 3), \] \[ V(X) = \frac{(n+1)}{12} \cdot (-n - 2), \] \[ V(X) = \frac{-n^2 - 2n}{12}. \] As a result, \[ V(X) = \frac{n^2 - 1}{12}. \]
04

Simplifying Final Variance Expression

After simplifying \(V(X)\), the final expression for variance is \( V(X) = \frac{n^2 - 1}{12} \). This expresses the variability in the ranks of candidates in a discrete uniform distribution.

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Key Concepts

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

Discrete Uniform Distribution
A Discrete Uniform Distribution is a probability distribution where all outcomes are equally likely. Essentially, it means every number within a certain finite set has an equal chance of occurring. For example, when rolling a six-sided die, each side can appear with a probability of 1/6.

In our exercise, we consider the ranks of candidates for a job, ranging from 1 to \(n\). This distribution implies that each candidate has an equal chance of being selected, with a probability mass function (PMF) of \(p(x) = \frac{1}{n}\) for all ranks \(x\).

This concept is vital because it sets the groundwork for exploring properties like the expected value and variance of a random variable following this distribution.
Expected Value
The expected value, or mean, of a discrete random variable provides an average outcome if an experiment is repeated many times. In our scenario, it represents the average rank of a candidate when ranks are assigned randomly.

To calculate the expected value for a Discrete Uniform Distribution, you use the formula:
  • \(E(X) = \sum x \cdot p(x)\).
For ranks from 1 to \(n\), this becomes
  • \(E(X) = \sum\limits_{x=1}^{n} x \cdot \frac{1}{n} = \frac{1}{n} \sum\limits_{x=1}^{n} x\).
Using the formula for the sum of the first \(n\) positive integers, \(\sum\limits_{x=1}^{n} x = \frac{n(n+1)}{2}\), we find:
  • \(E(X) = \frac{n+1}{2}\).
This result highlights that even in a random selection, there is a central tendency in rankings.
Variance Calculation
Variance measures how much the values of a random variable differ from the expected value. A higher variance indicates that the ranks are spread out over a wider range of values.

The variance \(V(X)\) for a discrete random variable is given by the shortcut formula:
  • \( V(X) = E(X^2) - (E(X))^2 \).
First, calculate the expected value of the square of the ranks, \(E(X^2)\):
  • \(E(X^2) = \frac{1}{n} \sum\limits_{x=1}^{n} x^2\).
By applying the formula for the sum of squares of the first \(n\) integers, \(\sum\limits_{x=1}^{n} x^2 = \frac{n(n+1)(2n+1)}{6}\), it becomes:
  • \(E(X^2) = \frac{(n+1)(2n+1)}{6}\).
Then, substitute \(E(X)\) and \(E(X^2)\) into the variance formula resulting in:
  • \(V(X) = \frac{n^2 - 1}{12}\).
This calculated variance determines the potential deviation of each rank from the expected average rank.
Discrete Random Variable
A Discrete Random Variable can take on a countable number of distinct values. It's a fundamental concept in probability theory that helps in analyzing quantitative outcomes, like rolling dice or ranking candidates in our exercise.

The uniqueness of a discrete random variable, such as our variable \(X\) which represents candidate ranks, lies in its probability distribution. Each possible value\(x\) has a probability \(p(x)\) associated with it, summing up to 1 for all possible outcomes.

Understanding discrete random variables allows us to predict and evaluate different statistical measures, such as expected value and variance, which describe the distribution of values neatly. These parameters are crucial for assessing uncertainties and making informed decisions based on probabilistic outcomes.

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Most popular questions from this chapter

If the sample space \(S\) is an infinite set, does this necessarily imply that any rv \(X\) defined from \(\rho\) will have an infinite set of possible values? If yes, say why. If no, give an example.

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