Find the mean and variance of Y^2

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SUMMARY

The discussion focuses on calculating the mean and variance of the random variable Y^2, where Y represents the number of heads obtained from tossing a coin three times. The correct mean is determined to be E[Y^2] = 3, calculated using the probabilities of each outcome. The variance is computed as Var[Y^2] = 15/2, following the formula for variance. Additionally, the discussion touches on the relationship between the exponential distribution and the geometric distribution, specifically regarding the greatest integer function applied to an exponentially distributed variable.

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BrownianMan
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Let Y by the number of heads obtained if a coin is tossed three times. Find the mean and variance of Y^2.

For the mean I get, (0+1+4+9)/4=7/2, and for variance I get (0+1+16+81)/4 - (7/2)^2 = 49/4. Is this correct?

For the following question, I'm not sure how to begin:

Show that if T has exponential distribution with rate lambda, then int(T), the greatest integer less than or equal to T, has geometric (p) distribution on {0, 1, 2,...}, and find p in terms of lambda.
 
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BrownianMan said:
Let Y by the number of heads obtained if a coin is tossed three times. Find the mean and variance of Y^2.

For the mean I get, (0+1+4+9)/4=7/2

not quite, the definition of mean of a discrete RV is
E(Y) = \Sigma p_i(Y=y_i) y_i

so you need to include the probability of each outcome. The values you worte down would only be true if the probability of a number of heads is the same in each case, p(H=0) = p(H=1) = p(H=2) = p(H=3) which is clearly not true
 


It's suppose to be the expectation of Y^2 though, not Y...
 


Ok, so would E[Y^2] = 3, and Var[Y^2] = 7.5?
 


ok, show us how you got those values
 


E[Y^2] = (1/8)(0)+(3/8)(1)+(3/8)(4)+(1/8)(9) = 24/8 = 3

Var[Y^2] = [(1/8)(0^2)+(3/8)(1^2)+(3/8)(4^2)+(1/8)(9^2)] - 3^2 = 15/2
 


method looks good to me

E[Y^2]

Var[Y^2] = E[(Y^2)^2] - (E[Y^2])^2
 


Thanks!

Any ideas for the second question?
 

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