Linear combination of random variables

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Homework Help Overview

The discussion revolves around the linear combination of random variables, specifically focusing on the expected weight and cost associated with a group of individuals in an elevator scenario. Participants analyze the calculations of expected values and variances related to weight and cost, while also considering the implications of different cost structures based on weight thresholds.

Discussion Character

  • Exploratory, Assumption checking, Conceptual clarification

Approaches and Questions Raised

  • Participants examine the calculations for expected weight and cost, questioning the accuracy of the approach taken in part (c). There is a discussion about the implications of different cost structures, particularly regarding weight versus the number of individuals. Some participants suggest reconsidering the assumptions made about the cost model.

Discussion Status

The discussion is ongoing, with several participants raising concerns about the correctness of part (c) and exploring alternative interpretations of the cost structure. There is a recognition of the need to approach the problem from first principles, particularly regarding the calculation of variance.

Contextual Notes

Participants note that the weights of individuals are assumed to be identical and independent, which influences the calculations of variance. There is also mention of potential misinterpretations of the problem statement regarding cost per person versus cost per weight.

archaic
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Homework Statement
The weight of ##25## individuals trying to squeeze themselves into an elevator is normally distributed with a mean of ##76\,kg## and a standard deviation of ##16\,kg##. The elevator is designed to hold ##1950\,kg##.
a) Determine the mean and standard deviation of the total weight inside the elevator.
b) What's the probability that that weight exceeds the limit?
c) Knowing that the electricity costs ##0.1\,$## per ##kg## for the first ##10## persons, and ##0.2\,$## per ##kg## for any extra person, find the mean and the variance of the cost for this scenario.
Relevant Equations
n/a
a) Total weight ##W=W_1+W_2+...+W_{25}##.$$E[W]=E[W_1]+E[W_2]+...+E[W_{25}]=25\times76=1900\,kg$$$$\sigma_W=\sqrt{V(W_1)+V(W_2)+...+V(W_{25})}=\sqrt{25\times(16)^2}=80\,kg$$
b) Since ##W## is a linear combination of normal distributions, the reproductive property tells us that ##W## is also normally distributed.$$P(W>1950)=P(Z>0.625)=1-P(Z<0.625)=0.26599$$
c) Cost ##C=0.1W_1+...+0.1W_{10}+0.2W_{11}+...+0.2W_{25}##.$$\begin{align*}E[C]&=0.1E[W_1]+...+0.1E[W_{10}]+0.2E[W_{11}]+...+0.2E[W_{25}]\\&=10\times0.1\times76+15\times0.2\times76\\&=304\,$\end{align*}$$$$\begin{align*}
V(C)&=(0.1)^2V(W_1)+...+(0.1)^2V(W_{10})+(0.2)^2V(W_{11})+...+(0.2)^2V(W_{25})\\
&=10\times(0.1)^2\times(16)^2+15\times(0.2)^2\times(16)^2\\
&=179.2\,$^2
\end{align*}$$
Correct, right? Thanks!
 
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Part (c) is done incorrectly I think. To give an extreme example to demonstrate the issue, suppose electricity cost nothing for the first 1900 kg and cost 20 cents per kilogram after. What would the expected cost of the electricity be?
In practice I think the number you computed for the e.v. is going to be very close to the true answer.
 
Office_Shredder said:
Part (c) is done incorrectly I think. To give an extreme example to demonstrate the issue, suppose electricity cost nothing for the first 1900 kg and cost 20 cents per kilogram after. What would the expected cost of the electricity be?
In practice I think the number you computed for the e.v. is going to be very close to the true answer.
Then we expect the cost to be zero since the expected mass in the elevator is 1900 kg. But isn't this a different scenario? They specified that the cost is per person.
I am sorry, I don't see the point.
 
Office_Shredder said:
Part (c) is done incorrectly I think. To give an extreme example to demonstrate the issue, suppose electricity cost nothing for the first 1900 kg and cost 20 cents per kilogram after. What would the expected cost of the electricity be?
In practice I think the number you computed for the e.v. is going to be very close to the true answer.
Well, it is not stated as so much per kg for the first so many kg; it is for the first so many persons. That's a bit of a problem because we could arrange to have the heaviest get in first!
But I agree that it needs to be approached from first principles: find ##E[C^2]## etc.
 
haruspex said:
Well, it is not stated as so much per kg for the first so many kg; it is for the first so many persons. That's a bit of a problem because we could arrange to have the heaviest get in first!
But I agree that it needs to be approached from first principles: find ##E[C^2]## etc.
What is the significance of the square? Why is it a first principle?
 
archaic said:
What is the significance of the square? Why is it a first principle?
It's part of the definition of variance: ##E[X^2]-E[X]^2##. Use that to find the variance of the cost.
 
haruspex said:
It's part of the definition of variance: ##E[X^2]-E[X]^2##. Use that to find the variance of the cost.
Oh, ok. I thought that you had some thing in mind that I didn't know like in the other post (minimizing the expression you wrote, and finding ##R^2##).
This is from the lecture slides:
Capture.PNG

I forgot to mention it, but the ##W_i## are identical and independent, so the double sum is null. My bad..
 
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archaic said:
Oh, ok. I thought that you had some thing in mind that I didn't know like in the other post (minimizing the expression you wrote, and finding ##R^2##).
This is from the lecture slides:
View attachment 271835
I forgot to mention it, but the ##W_i## are identical and independent, so the double sum is null. My bad..
Then it's fine.
 
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haruspex said:
Well, it is not stated as so much per kg for the first so many kg; it is for the first so many persons. That's a bit of a problem because we could arrange to have the heaviest get in first!
But I agree that it needs to be approached from first principles: find ##E[C^2]## etc.

Whoops! I just totally misread the question, sorry. I think my brain just said that doesn't make any sense and converted 10 people into 1000 kilograms.
 

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