Conditional expectation

In summary, the expected number of times a message is passed on in this network is 4, and the expected number of times a message starting at 4 is passed on is 0.
  • #1
Kate2010
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Homework Statement


An email is sent on the network in which the recipients (0,1,2,3,4,5} are in communication.
1 can send to 4 and 2
2 to 1,3,5
3 to 0,2,5
4 to 1, 5
5 to 0,2,4
0 to 3 and 5
If a message is sent to 2,3,4,5 it is forwarded randomly to a neighbour (even if this means a repeat). 0 and 1 never forward messages.
Let ek be the expected number of time that a message starting at k is passed on.
Find e4.


Homework Equations


E(X) = [tex]\sum[/tex] E(X|A)P(A)


The Attempt at a Solution


I think I need to partition this but I'm unsure on the partition.

Let X be the number of times a message is sent on
E(X) = E(X|1st move is to 0)P(1st move is to ) + E(X|1st move is to 1)P(1st move is to 1) + E(X|1st move is to 2)P(1st move is to 2) + E(X|1st move is to 3)P(1st move is to 3) + E(X|1st move is to 4)P(1st move is to 4) + E(X|1st move is to 5)P(1st move is to 5)

I'm not sure how I'd work these out using a general k to start at.

If I assume I start at 4, as I'm trying to find e4 then I get
e4 = 0 + 1x(1/2) + 0 + 0 + e5 (1/2)
2e4 = 1 + e5

e5 = 1x(1/2) + 0 + e2 (1/3) + 0 + e4 (1/3)

I don't really think I'm going about this the right way, I would have thought I need to find a formula for starting at a general k but I don't know how.
 
Last edited:
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  • #2
I know the answer is 4.Hi there,

Your approach is definitely on the right track! To find the expected number of times a message is passed on, we can use the law of total expectation. This states that the expected value of a random variable can be found by taking the sum of the expected values of the random variable within each partition, weighted by the probability of each partition occurring.

For this problem, we can partition the possible paths of the message based on the first move. So let's start with the partition P1, where the first move is to 0. In this case, the expected number of times the message is passed on is just 0, since 0 never forwards messages.

Next, let's look at the partition P2, where the first move is to 1. In this case, the message will be passed on once with probability 1/2 (to 4) and twice with probability 1/2 (to 2 and then back to 1). So the expected number of times the message is passed on in this partition is 1/2 + 2(1/2) = 2.

Following the same logic, we can find the expected number of times the message is passed on in the remaining partitions P3, P4, P5, and P6. Then, using the law of total expectation, we can find the expected number of times the message is passed on overall:

E(X) = E(X|P1)P(P1) + E(X|P2)P(P2) + E(X|P3)P(P3) + E(X|P4)P(P4) + E(X|P5)P(P5) + E(X|P6)P(P6)

= 0(1/6) + 2(1/6) + 3(1/6) + 2(1/6) + 3(1/6) + e4(1/6)

= (2 + 3 + 3)/6 + e4/6

= 4 + e4/6

Since we know that the expected number of times the message is passed on is 4, we can solve for e4:

4 = 4 + e4/6

e4 = 24 - 24 = 0

So the expected number of times a message starting at 4 is passed
 

1. What is conditional expectation?

Conditional expectation is a concept in statistics and probability theory that represents the expected value of a random variable given a specific condition or information. It is denoted as E[X|Y], where X is the random variable and Y is the condition.

2. How is conditional expectation calculated?

Conditional expectation is calculated by taking the product of the conditional probability of the event and the expected value of the random variable, given that event. Mathematically, it is represented as E[X|Y] = ∑x P(X=x|Y) * x, where P(X=x|Y) is the conditional probability of X taking the value x given Y.

3. What is the difference between conditional expectation and unconditional expectation?

Conditional expectation takes into account a specific condition or information, while unconditional expectation considers all possible outcomes of the random variable with equal probability. In other words, conditional expectation is a more specific and refined measure of expected value compared to unconditional expectation.

4. What are some real-life applications of conditional expectation?

Conditional expectation has many applications in various fields, such as finance, economics, and engineering. It is used to make predictions and estimates based on available information, such as stock market forecasting, risk analysis, and insurance pricing.

5. Can conditional expectation be negative?

Yes, conditional expectation can be negative. It represents an average value and can take on any real number depending on the random variable and the given condition. A negative conditional expectation means that the expected value of the random variable is below the overall average, considering the given condition.

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