Need to compute the conditional expectation

123 Views Asked by At

Note: I have edited the question to add more context to it. Please provide me with feedback.

One unbiased die is thrown 10 times. For $1 \leq i \leq 6$, let $X_i$ denote the number of times $i$ appears.

Find the conditional expectation of $X_1$ given that $X_6 = 5$.

My approach to solve this problem is as follows:

The formula for computing the expectation is:

$E(X)= \sum_{i=1}^n x_{i}P(X=x_i)$ where $X$ is the random variable and $x_i$'s are the values that the random variable takes. $P(X=x_i)$ is the probability of the random variable taking the value $x_i$.

Now, coming back to the question, it is clear that the random variable $X_1$ can take any value from 0 to 5, with 0 and 5 included. This is because we are already given that the value of the random variable $X_6$ is 5, and the total number of throws is 10.

Now, the next task is to compute the probability distribution of $X_1$ given that $X_6$ = 5.

I first try to compute the joint probability distribution for $X_1$ and $X_6$.

This has already been done in a past question, the link to which is attached as follows:

Regarding probability distribution

We know that $P(A|B)= \frac{P(A \cap B)}{P(B)}$.

So by making use of the knowledge gained from the attached question and the definition of conditional probability, we get $P(X_1=i|X_6=5)= \frac{{10 \choose i}(1/6)^i {10-i \choose 5} (1/6)^5 (4/6)^{5-i}}{{10 \choose 5}(1/6)^5 (5/6)^5}$ when $0 \leq i \leq 5$ and 0 otherwise.

In order to compute the expectation, we then make use of the formula:

$E(X_1|X_6=5)= \sum_{i=0}^5 i P(X_1=i|X_6=5)$

I want to understand if there is an easier way to compute the same.

2

There are 2 best solutions below

0
On BEST ANSWER

Let's break this down into an easier problem to see how to approach this. Imagine we have a d3 and roll it 2 times. What is the expected value of the number of times of each number? Well it's just simply $\frac{2}{3}$. Now, conditioned on there being exactly 1 of those 2 rolls that are 3s, we know that the roll unaccounted for is either a 1 or a 2 and therefore is a coin toss as to which one it is.

Tying this to your question, if we know that $X_6 = 5$ then that means that we expect all of the other rolls to be evenly split between everything else so we have that $E(X_1 | X_6=5) = \frac{1}{5} \times 5 = 1$.

0
On

$$10=E[X_1+X_2+...+X_6|X_6]=5E[X_1|X_6]+X_6$$ $$\quad E[X_1|X_6]=\frac{10-X_6}{5},\quad E[X_1|X_6=5]=\frac{10-5}{5}=1$$