Finding the variance of $0.2(0.8)^x$, where $x = 0, 1, 2, 3 …$











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the question asks for the expected value as well as variance of the above question.



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  • What rules do you use? If you need to find variance for F(X) rather than just the special case F(X)=X, this may help: stats.stackexchange.com/questions/5782/…
    – NoChance
    Nov 21 at 10:10















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the question asks for the expected value as well as variance of the above question.



I've attached a picture of my answer for the mean, but i can't use similar reasoning for the variance.enter image description here










share|cite|improve this question
























  • What rules do you use? If you need to find variance for F(X) rather than just the special case F(X)=X, this may help: stats.stackexchange.com/questions/5782/…
    – NoChance
    Nov 21 at 10:10













up vote
0
down vote

favorite









up vote
0
down vote

favorite











the question asks for the expected value as well as variance of the above question.



I've attached a picture of my answer for the mean, but i can't use similar reasoning for the variance.enter image description here










share|cite|improve this question















the question asks for the expected value as well as variance of the above question.



I've attached a picture of my answer for the mean, but i can't use similar reasoning for the variance.enter image description here







probability discrete-mathematics probability-distributions variance expected-value






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edited Nov 21 at 9:48









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asked Nov 20 at 15:56









Vanessa

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  • What rules do you use? If you need to find variance for F(X) rather than just the special case F(X)=X, this may help: stats.stackexchange.com/questions/5782/…
    – NoChance
    Nov 21 at 10:10


















  • What rules do you use? If you need to find variance for F(X) rather than just the special case F(X)=X, this may help: stats.stackexchange.com/questions/5782/…
    – NoChance
    Nov 21 at 10:10
















What rules do you use? If you need to find variance for F(X) rather than just the special case F(X)=X, this may help: stats.stackexchange.com/questions/5782/…
– NoChance
Nov 21 at 10:10




What rules do you use? If you need to find variance for F(X) rather than just the special case F(X)=X, this may help: stats.stackexchange.com/questions/5782/…
– NoChance
Nov 21 at 10:10










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$P(X=n) = (1-p)^{n-1}p$, if $X$ is a geometric random variable.



$mathbb{E}[X] = sum_{n=1}^infty nP(X=n)$



$ = sum_{n=1}^infty n(1-p)^{n-1}p$



Let $S = sum_{n=1}^infty nq^{n-1}$ for some $q in (0,1)$.



$S = 1 + 2q + 3 q^2 + ;...$



$qS = ;;;;;q + 2q^2+ ;...$



$(1-q)S = 1 + q + q^2 + ;... = frac{1}{1-q}$



implying $S = frac{1}{(1-q)^2}$.



Using this result, we get:



$mathbb{E}[X] = frac{p}{(1-(1-p))^2} = frac{1}{p}$.



$mathbb{E}[X^2] = sum_{n=1}^infty n^2P(X=n) $



$= sum_{n=1}^infty n^2(1-p)^{n-1}p $



Let $S = sum_{n=1}^infty n^2 q^{n-1}$ for some $q in (0,1)$.



$S = 1 + 4q + 9q^2 + ; ... $



$qS = ;;;;; q+4q^2+;... $



$(1-q)S = 1 + 3q + 5q^2 + ;...$



$q(1-q)S = ;;;; q +3q^2 + ;...$



$(1-q)^2S = 1 + 2q + 2q^2 + ; ... = 1 + 2q(1+q+q^2+ ; ...)$



$(1-q)^2S = 1 + frac{2q}{1-q} = frac{1+q}{1-q} $



implying $S = frac{1+q}{(1-q)^3}$.



Using this result, we get:



$mathbb{E}[X^2] = frac{p(1+1-p)}{(1-(1-p))^3} = frac{2-p}{p^2} $.



Finally, $Var(X) = mathbb{E}[X^2] - mathbb{E}[X]^2 = frac{2-p}{p^2} - frac{1}{p^2} = frac{1-p}{p^2}$.






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    1 Answer
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    1 Answer
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    up vote
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    $P(X=n) = (1-p)^{n-1}p$, if $X$ is a geometric random variable.



    $mathbb{E}[X] = sum_{n=1}^infty nP(X=n)$



    $ = sum_{n=1}^infty n(1-p)^{n-1}p$



    Let $S = sum_{n=1}^infty nq^{n-1}$ for some $q in (0,1)$.



    $S = 1 + 2q + 3 q^2 + ;...$



    $qS = ;;;;;q + 2q^2+ ;...$



    $(1-q)S = 1 + q + q^2 + ;... = frac{1}{1-q}$



    implying $S = frac{1}{(1-q)^2}$.



    Using this result, we get:



    $mathbb{E}[X] = frac{p}{(1-(1-p))^2} = frac{1}{p}$.



    $mathbb{E}[X^2] = sum_{n=1}^infty n^2P(X=n) $



    $= sum_{n=1}^infty n^2(1-p)^{n-1}p $



    Let $S = sum_{n=1}^infty n^2 q^{n-1}$ for some $q in (0,1)$.



    $S = 1 + 4q + 9q^2 + ; ... $



    $qS = ;;;;; q+4q^2+;... $



    $(1-q)S = 1 + 3q + 5q^2 + ;...$



    $q(1-q)S = ;;;; q +3q^2 + ;...$



    $(1-q)^2S = 1 + 2q + 2q^2 + ; ... = 1 + 2q(1+q+q^2+ ; ...)$



    $(1-q)^2S = 1 + frac{2q}{1-q} = frac{1+q}{1-q} $



    implying $S = frac{1+q}{(1-q)^3}$.



    Using this result, we get:



    $mathbb{E}[X^2] = frac{p(1+1-p)}{(1-(1-p))^3} = frac{2-p}{p^2} $.



    Finally, $Var(X) = mathbb{E}[X^2] - mathbb{E}[X]^2 = frac{2-p}{p^2} - frac{1}{p^2} = frac{1-p}{p^2}$.






    share|cite|improve this answer

























      up vote
      0
      down vote













      $P(X=n) = (1-p)^{n-1}p$, if $X$ is a geometric random variable.



      $mathbb{E}[X] = sum_{n=1}^infty nP(X=n)$



      $ = sum_{n=1}^infty n(1-p)^{n-1}p$



      Let $S = sum_{n=1}^infty nq^{n-1}$ for some $q in (0,1)$.



      $S = 1 + 2q + 3 q^2 + ;...$



      $qS = ;;;;;q + 2q^2+ ;...$



      $(1-q)S = 1 + q + q^2 + ;... = frac{1}{1-q}$



      implying $S = frac{1}{(1-q)^2}$.



      Using this result, we get:



      $mathbb{E}[X] = frac{p}{(1-(1-p))^2} = frac{1}{p}$.



      $mathbb{E}[X^2] = sum_{n=1}^infty n^2P(X=n) $



      $= sum_{n=1}^infty n^2(1-p)^{n-1}p $



      Let $S = sum_{n=1}^infty n^2 q^{n-1}$ for some $q in (0,1)$.



      $S = 1 + 4q + 9q^2 + ; ... $



      $qS = ;;;;; q+4q^2+;... $



      $(1-q)S = 1 + 3q + 5q^2 + ;...$



      $q(1-q)S = ;;;; q +3q^2 + ;...$



      $(1-q)^2S = 1 + 2q + 2q^2 + ; ... = 1 + 2q(1+q+q^2+ ; ...)$



      $(1-q)^2S = 1 + frac{2q}{1-q} = frac{1+q}{1-q} $



      implying $S = frac{1+q}{(1-q)^3}$.



      Using this result, we get:



      $mathbb{E}[X^2] = frac{p(1+1-p)}{(1-(1-p))^3} = frac{2-p}{p^2} $.



      Finally, $Var(X) = mathbb{E}[X^2] - mathbb{E}[X]^2 = frac{2-p}{p^2} - frac{1}{p^2} = frac{1-p}{p^2}$.






      share|cite|improve this answer























        up vote
        0
        down vote










        up vote
        0
        down vote









        $P(X=n) = (1-p)^{n-1}p$, if $X$ is a geometric random variable.



        $mathbb{E}[X] = sum_{n=1}^infty nP(X=n)$



        $ = sum_{n=1}^infty n(1-p)^{n-1}p$



        Let $S = sum_{n=1}^infty nq^{n-1}$ for some $q in (0,1)$.



        $S = 1 + 2q + 3 q^2 + ;...$



        $qS = ;;;;;q + 2q^2+ ;...$



        $(1-q)S = 1 + q + q^2 + ;... = frac{1}{1-q}$



        implying $S = frac{1}{(1-q)^2}$.



        Using this result, we get:



        $mathbb{E}[X] = frac{p}{(1-(1-p))^2} = frac{1}{p}$.



        $mathbb{E}[X^2] = sum_{n=1}^infty n^2P(X=n) $



        $= sum_{n=1}^infty n^2(1-p)^{n-1}p $



        Let $S = sum_{n=1}^infty n^2 q^{n-1}$ for some $q in (0,1)$.



        $S = 1 + 4q + 9q^2 + ; ... $



        $qS = ;;;;; q+4q^2+;... $



        $(1-q)S = 1 + 3q + 5q^2 + ;...$



        $q(1-q)S = ;;;; q +3q^2 + ;...$



        $(1-q)^2S = 1 + 2q + 2q^2 + ; ... = 1 + 2q(1+q+q^2+ ; ...)$



        $(1-q)^2S = 1 + frac{2q}{1-q} = frac{1+q}{1-q} $



        implying $S = frac{1+q}{(1-q)^3}$.



        Using this result, we get:



        $mathbb{E}[X^2] = frac{p(1+1-p)}{(1-(1-p))^3} = frac{2-p}{p^2} $.



        Finally, $Var(X) = mathbb{E}[X^2] - mathbb{E}[X]^2 = frac{2-p}{p^2} - frac{1}{p^2} = frac{1-p}{p^2}$.






        share|cite|improve this answer












        $P(X=n) = (1-p)^{n-1}p$, if $X$ is a geometric random variable.



        $mathbb{E}[X] = sum_{n=1}^infty nP(X=n)$



        $ = sum_{n=1}^infty n(1-p)^{n-1}p$



        Let $S = sum_{n=1}^infty nq^{n-1}$ for some $q in (0,1)$.



        $S = 1 + 2q + 3 q^2 + ;...$



        $qS = ;;;;;q + 2q^2+ ;...$



        $(1-q)S = 1 + q + q^2 + ;... = frac{1}{1-q}$



        implying $S = frac{1}{(1-q)^2}$.



        Using this result, we get:



        $mathbb{E}[X] = frac{p}{(1-(1-p))^2} = frac{1}{p}$.



        $mathbb{E}[X^2] = sum_{n=1}^infty n^2P(X=n) $



        $= sum_{n=1}^infty n^2(1-p)^{n-1}p $



        Let $S = sum_{n=1}^infty n^2 q^{n-1}$ for some $q in (0,1)$.



        $S = 1 + 4q + 9q^2 + ; ... $



        $qS = ;;;;; q+4q^2+;... $



        $(1-q)S = 1 + 3q + 5q^2 + ;...$



        $q(1-q)S = ;;;; q +3q^2 + ;...$



        $(1-q)^2S = 1 + 2q + 2q^2 + ; ... = 1 + 2q(1+q+q^2+ ; ...)$



        $(1-q)^2S = 1 + frac{2q}{1-q} = frac{1+q}{1-q} $



        implying $S = frac{1+q}{(1-q)^3}$.



        Using this result, we get:



        $mathbb{E}[X^2] = frac{p(1+1-p)}{(1-(1-p))^3} = frac{2-p}{p^2} $.



        Finally, $Var(X) = mathbb{E}[X^2] - mathbb{E}[X]^2 = frac{2-p}{p^2} - frac{1}{p^2} = frac{1-p}{p^2}$.







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        answered Nov 22 at 8:42









        Aditya Dua

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