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Expected Value of a RV

  1. Mar 29, 2012 #1
    1. The problem statement, all variables and given/known data

    Suppose that X takes on one of the values 0, 1, and 2. If for some constant c, P{X = i} = cP{X = i - 1}, i = 1, 2. Find E [X]


    2. Relevant equations



    3. The attempt at a solution

    I'm not sure how to start this. A push in the right direction would be awesome.

    Thanks!
     
  2. jcsd
  3. Mar 29, 2012 #2

    LCKurtz

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    I will call ##P(X=i) = p_i## to save typing. You can get ##p_2## and ##p_3## in terms of ##c## and ##p_0##. You know the ##p_i## add to 1. That will give you an equation with ##c## and ##p_0##. Crank out the formula for ##E(X)## and you should be able to get an answer that depends on ##c##.
     
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