Expected value of X~Geom(p) given X+Y=z

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    Geometric Value
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Discussion Overview

The discussion revolves around finding the expected value of a geometric random variable X given the sum of two independent geometric random variables X and Y, denoted as Z=X+Y. Participants explore the conditional expectation E[X|Z=z] and its relationship with E[Y|Z=z], including various approaches to derive these values.

Discussion Character

  • Mathematical reasoning
  • Exploratory
  • Debate/contested

Main Points Raised

  • One participant calculates the conditional probability P(X=x|Z=z) and suggests that it equals 1/(z-1), questioning how to find the expected value from this.
  • Another participant poses a trick question regarding the relationship between E[X|Z=z] and E[Y|Z=z], asking which is larger.
  • A participant proposes that E[X|Z=z] + E[Y|Z=z] equals z, based on the expectation of Z given Z=z.
  • Some participants discuss the possibility of using the uniform distribution to find the expected value, given the derived conditional probability.
  • One participant attempts to derive E[X|Z=z] through summation and presents a calculation leading to z/2, questioning its validity.
  • Another participant confirms the validity of the calculation and mentions an alternative approach referenced in a previous post.
  • There is a repeated inquiry about the comparative sizes of E[X|Z=z] and E[Y|Z=z], with no clear resolution on the trick question posed.

Areas of Agreement / Disagreement

Participants express differing views on the relationship between E[X|Z=z] and E[Y|Z=z], and there is no consensus on the trick question regarding which expected value is larger. The validity of the calculations presented is also debated, with some participants affirming certain approaches while others remain uncertain.

Contextual Notes

Participants note that the calculations depend on the assumption of the uniform distribution for P(X=x|Z=z) and the limits of summation from x=1 to x=z-1. There are unresolved questions about the implications of these assumptions on the expected values derived.

BerriesAndCream
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TL;DR
finding a conditioned expected value
Hello everyone.

If X, Y are two independent geometric random variables of parameter p, and Z=X+Y, what's E[X|Z=z]?

I have calculated the distribution of P(Z=z) and I have then found that the conditional probability P(X=x|Z=z) equals 1/(z-1).
How can I now find the conditioned expected value?
 
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What is the value of ##E[X|Z=z]+E[Y|Z=z]##?

Which is the bigger of ##E[X|Z=z]## and ##E[Y|Z=z]## (trick question).
 
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andrewkirk said:
What is the value of ##E[X|Z=z]+E[Y|Z=z]##?

Which is the bigger of ##E[X|Z=z]## and ##E[Y|Z=z]## (trick question).
1. E[X|Z=z] + E[Y|Z=z] = E[X+Y|Z=z] = E[Z|Z=z] = z?
2. Is there a way of knowing?
 
Could it be that since P(X=x|Z=z) = 1/(z-1), which is an uniform distribution, the expected value I'm looking for can simply be found by using the formula for the expected value of the uniform distribution?

edit: I tried to do it that way, but I couldn't find the right answer. So i tried by using the formula for the expected value. What I did not realise at first is that I had to sum from x=1 to x=z-1, right? By doing so I get that E[X|Z=z]=
Σx=1z-1 x·P(X=x|Z=z) =
Σx=1z-1 x/(z-1) = 1/(z-1)·Σx=1z-1 x =
1/(z-1) · (z-1)(z-1+1)/2 = z/2.

Is this valid?
 
Last edited:
BerriesAndCream said:
By doing so I get that E[X|Z=z]=
Σx=1z-1 x·P(X=x|Z=z) =
Σx=1z-1 x/(z-1) = 1/(z-1)·Σx=1z-1 x =
1/(z-1) · (z-1)(z-1+1)/2 = z/2.

Is this valid?
Yes it is.
There is another approach as described by @andrewkirk in the post #2. The first question is answered in the post #3. What about the trick question? Is ## E [X|Z=z] ## bigger than ## E [Y|Z=z] ##? or Is ## E [Y|Z=z] ## bigger than ## E [X|Z=z] ##? or What is the third option?
 
BerriesAndCream said:
Could it be that since P(X=x|Z=z) = 1/(z-1), which is an uniform distribution, the expected value I'm looking for can simply be found by using the formula for the expected value of the uniform distribution?
Yes, it can be found by using a formula for calculating an expected value of a discrete uniform distribution.
 

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