Wednesday, 12 June 2019

probability - Conditional Expected value of number of rolls in a die



A die is rolled repeatily. Let X be the random variable that denotes the number of rolls to get a 4 and Y be the random variable that denotes the number of rolls to get a 1. What is $E[X|Y=7]?



My thoughts were 116+7 since the expected value for rolling a 4 is 6 and we are given that we rolled 7 times (but we know on the 7th roll we did not get a 4)) but I know the answer is not right. Since we must factor in the probabilites of rolling a 4 in the first 6 rolls. How do I do this?


Answer



Hint: Note that X is a geometric random variable. Y=7 implies that rolls one through to 6 was not a 1. So we can consider two cases: X6 and X>7




By definition E(X|Y=7)=k=1kP(X=k|Y=7)=E(X|Y=7,X<7)P(X6|Y=7)+E(X|Y=7,X>7)P(X>7|Y=7)



Can you take it from here?


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