Wednesday 25 March 2015

probability - Expectation of the product of two dependent binomial random variable



Suppose you have n balls and m numbered boxes. You place each ball randomly and
independently into one of the boxes. Let X_i be the number of balls placed into box number i, so $X_1 + · · · + X_m = n$.




For $i\ne j$, find $E(X_iX_j)$



This is what I have done so far...
Can someone pointed out where I have go wrong, or give some hints on how to go forward.
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Answer



Let $Y=X_1+\cdots+X_m$. Then $E(Y^2)=n^2$. But also
$$E(Y^2)=\sum_1^m E(X_i^2)+\sum_{i\ne j}E(X_iX_j).$$
Now all we need is $E(X_i^2)$.




The random variable $X_i$ has binomial distribution, $p=1/n$, and number of trials equal to $m$. This has mean $\frac{m}{n}$, and variance $m\cdot \frac{1}{n}\cdot\left(1-\frac{1}{n}\right)$. So now we can calculate $E(X_i^2)$, and finish.


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