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“mcs” — 2017/3/3 — 11:21 — page 886 — #894<br />

886<br />

Chapter 20<br />

Deviation from the Mean<br />

probability 1/6, a hand of black jack with probability 1/2, and a hand of stud poker<br />

with probability 1/5. Let W be the expected number of hands that Albert wins in a<br />

day.<br />

(a) What is ExŒW ?<br />

(b) What would the Markov bound be on the probability that Albert will win at<br />

least 216 hands on a given day?<br />

(c) Assume the outcomes of the card games are pairwise independent. What is<br />

VarŒW ? You may answer with a numerical expression that is not completely evaluated.<br />

(d) What would the Chebyshev bound be on the probability that Albert will win<br />

at least 216 hands on a given day? You may answer with a numerical expression<br />

that includes the constant v D VarŒW .<br />

Class Problems<br />

Problem 20.9.<br />

The hat-check staff has had a long day serving at a party, and at the end of the party<br />

they simply return the n checked hats in a random way such that the probability<br />

that any particular person gets their own hat back is 1=n.<br />

Let X i be the indicator variable <strong>for</strong> the ith person getting their own hat back. Let<br />

S n be the total number of people who get their own hat back.<br />

(a) What is the expected number of people who get their own hat back?<br />

(b) Write a simple <strong>for</strong>mula <strong>for</strong> ExŒX i X j <strong>for</strong> i ¤ j .<br />

Hint: What is Pr X j D 1 j X i D 1 ?<br />

(c) Explain why you cannot use the variance of sums <strong>for</strong>mula to calculate VarŒS n .<br />

(d) Show that ExŒ.S n / 2 D 2. Hint: .X i / 2 D X i .<br />

(e) What is the variance of S n ?

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