Question

A six-sided die is rolled, and the number N on the uppermost face is recorded. Then a fair coin is tossed N times, and the total number Z of heads to appear is observed. Determine the mean and variance of Z by viewing Z as a random sum of N Bernoulli random variables. Determine the probability mass function of Z, and use it to find the mean and variance of Z.

Answer 1

1. Mean is 1.75

2. The variance is 1.6042

3.

The distribution function is:

Z Z/K

0 21/128

1 5/16

2 33/128

3 1/6

4 29/384

5 1/48

6 1/384

Explanation:

The mean of Z is given as:

E(Z) =Σ6, k=0 Kp (Z = k)

Σ6,k=0 K 1/6 Σ6, n=k (n k) (1/2)^n

=( 0(21/128) + 1(5/16) + 2( 33/128) + 3 (1/6) + 4 (29/384) + 5 (1/48) + 6 (1/384))

=7/4

=1.75

Thus, the mean Z is 1.75

The variance of Z is given as:

Var (Z) = E (Z^2) - (E (Z)) ^2

Therefore,

E(Z^2) = Σ 6, k=0 K^2P ( Z=K)

= ( 0(21/128 + 1(5/16) + 4(33/128) + 9(1/6) + 16(29/384) + 25(1/48) + 36(1/384))

=14/3

Var (Z) = 14/7 - (7/4)^2

= 14/7 - 49/16

=77/48

=1.6042

Thus, the variance is 1.6042

The probability of mass function is given as:

P(Z=k) = 1/6 Σ 6, n=k (n k) (1/2)^n

The distribution function is

Z Z/K

0 21/128

1 5/16

2 33/128

3 1/6

4 29/384

5 1/48

6 1/384