Statistical Methods in Transport Analysis
Click to edit Master subtitle style Chapter-0 4
MATHAMATICAL EXPECTATION
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04.1 _Expected value
Expected Value is another word for mean or average.
It
gives a general impression of the behavior of some random variable without giving full details of its probability distribution or probability density function Two random variables with the same expected value can have very different
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Expected value cont
Mean of expectation
Expected value of X
x = E(x) = x f(x)
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- discrete
Expected value of X cont
Example_01:
Tossing a die (discrete
3 1/6 4 1/6 5 1/6 6 1/6
variable)
x P(X=x ) 1 1/6 2 1/6
= E(x) = x f(x) =
1 x 1/6 + 2 x 1/6 + 3 x /6 + 4 x 1/6 + 5 x 1/6 + 3.5
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6 x 1/6
Example_02:
A carnival game
consists of tossing a dart, which lands at a random spot within the square target to the right. The red circle wins $5, the blue circle wins Rs 7 and either black triangle wins Rs 10. If it costs Rs 5 to play this game, do you expect to make money or lose money?Value of R Probability Product
5 /16 Let R be the payoff: 7 10 /16 1/4 Total 0.98175 1.37445 2.50 4.8562
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Example_03: (Infinite Sum Expected Value) Toss a coin until heads appears, and let R be the number of tosses required. What is the expected value of of R Value R? Probability Product
1 2 3 4 5 n 1/2 1/4 1/8 1/16 1/32 1/2n 1/2 2/4 3/8 4/16 5/32 n/2n
Let
S = 1/2 + 2/4 + 3/83/5/12 + 4/16 + 5/32 + ...
Mean of expectation cont
Expected value of a function, g(x)
g(x)
= E[g(x)] = g(x)f(x) x discrete g(x) = E[g(x)] = continuous
-
g(x)f(x) -
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Expected value of a function, g(x) cont
Example_02: The total distance measured in units
of 100 km, that private bus operates during a week is a continuous random variable X that has the density function, x
f(x) =
0<x<1
0 What is the average distance that the bus operating 1 2 during a week?
E(x) = x x dx + x (2-x) dx + 3/5/12 x 0 dx
2-x 1x 2 0
elsewhere
Mean of expectation cont
Expected value of joint
distribution, g(x,y)
= E[g(x,y)] x= g(x,y) f(x,y) y
= = E[g(x,y)]
- -
g(x,y)
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f(x,y)dxdy
Expected value of joint distribution, g(x,y) cont
F(x,y)
= 1/50 (x2+y2) =0
0<x<2 , 1<y<4
elsewhere
4 2
E(xy) = ?
= E(xy)
1 0
= 1/50 = 3.15
xy 1/50 (x2+y2)dxdy
(x3y+y3x)dxdy
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Properties of Expectations
E(ax+b)
= a E(x) + b (ax+b)f(x)dx
-
=a
xf(x)dx + b
-
f(x)dx
= a E(x) + b
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Properties of Expectations
E(ax+b)
= a E(x) + b of two functions
Expectation
E[g(x) +h(x)] = E[g(x)] + E[h(x)] E[g(x) - h(x)] = E[g(x)] - E[h(x)]
For
two random variables
E[g(x,y) +h(x,y)] = E[g(x,y)] + E[h(x,y)] E[g(x,y) - h(x,y)] = E[g(x,y)] - E[h(x,y)]
If
x and y are independent,
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04.2 _ Variance and Covariance
Although the mean or expected value describes where the probability distribution is centered, the variance; non-negative number which gives an idea of how widely spread the values of the random variable are likely to be; the larger the variance, the more scattered the
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Variance and Covariance cont
Notes
The larger the variance, the further that
individual values of the random variable (observations) tend to be from the mean.
The smaller the variance, the closer that
individual values of the random variable (observations) tend to be to the mean.
Taking the square root of the variance
gives the standard deviation, S.
The variance and standard deviation of a
3/5/12 random variable are always non-negative
Variance and Covariance cont
=E[(x- ) 2] = (x- ) 2f(x)
= -
- discrete - continuous
(x- ) 2f(x) dx
Variance of g(x) = E[(g(x) - g(x))2]
= [g(x) - g(x)] 2f(x) -
discrete = continuous
[g(x) - g(x)] 2f(x)dx
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Properties of Variance
2 = E[x2] 2 = E[(x- ) 2] = E[(x2 2x + 2 )] = E[x2] 2E[x] + 2 = E[x2] 22+ 2 = E[x2] 2
2ax
= a2 2x = 2ax
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2ax+b
Coefficient of Variance
Coefficient
of variance =
, have equal units So the coefficient of variance is a
dimensionless value spread
Higher coefficient of variance Lower coefficient of variance
large
negligible spread
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Example_03: The probability distribution of the number of cars arriving at a toll booth during any minute is as follows. Calculate the,
Expected value? variance? coefficient of variance?
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P(x)
xP(x)
x2P(x)
(x)2P(x) 0.362 0 0.183 0.242 0.181 0.968
0 0.37 1 0.37 2 0.18 3 0.06 4 0.02 = x P(x) = sum 1.00
E(x2) = x2P(x) = 1.95 2 = E[x2] 2 = 1.95 0.992 = 0.97
0 0.37 0.36 0.18 0.08 0.99 0.99
0 0.37 0.72 0.54 0.32 1.95
= 0.984
/ = 0.984/0.99 = 0.994 (Large 3/5/12
THANK YOU.. . .
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