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 X1+···+Xm=n.




For ij, find E(XiXj)



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=X1++Xm. Then E(Y2)=n2. But also
E(Y2)=m1E(X2i)+ijE(XiXj).


Now all we need is E(X2i).




The random variable Xi has binomial distribution, p=1/n, and number of trials equal to m. This has mean mn, and variance m1n(11n). So now we can calculate E(X2i), and finish.


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