Solving for $E(x)$ when X is a Fair Die Toss

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Discussion Overview

The discussion revolves around calculating the expected value \( E(x) \) for the random variable \( X \), which represents the number of times a fair die is tossed before a six appears. Participants explore different methods to derive \( E(x) \), including infinite series and conditioning on outcomes.

Discussion Character

  • Exploratory
  • Mathematical reasoning
  • Technical explanation

Main Points Raised

  • One participant presents the formula for \( E(x) \) as \( E(x) = \sum_{x=0}^{\infty} x \cdot p(x) \) and attempts to derive it using the probability distribution of the die tosses.
  • Another participant provides a derivation involving the sum of a geometric series and discusses the differentiation of series to arrive at the expected value formula.
  • A different approach is suggested, where participants condition on the result of the first die throw to derive an equation for \( E \) based on probabilities of rolling a six or not.
  • Some participants express confusion about the steps leading to the denominator in the expected value calculation and seek clarification on the reasoning behind it.

Areas of Agreement / Disagreement

Participants explore multiple methods to calculate \( E(x) \), and while there is some agreement on the final expected value being 5, the discussion remains unresolved regarding the clarity of the steps and reasoning in the derivations.

Contextual Notes

Participants note potential misunderstandings in the application of series and probability, particularly regarding the conditions under which certain formulas are valid. There are also mentions of missed responses that could clarify points of confusion.

Who May Find This Useful

Readers interested in probability theory, expected values, and mathematical derivations related to random variables may find this discussion beneficial.

dfraser
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I'm given that: X is the random variable for the number of times a fair die is tossed before a six appears, and asked for E(x).

I know the solution is 5 but am struggling to understand how I'm meant to get there. I understand:

$$E(x) = \sum_{x=0}^{\infty} x\cdot p(x)\ $$
$$= \sum_{x=0}^{\infty} x \cdot (1/6) \cdot (5/6)^x $$
$$= 5/6 \cdot 1/6 \cdot\sum_{x=1}^{\infty} x \cdot (5/6)^{x-1} $$

but am then given that:

$$= \frac{5/6 \cdot 1/6}{{(1-5/6)}^{2}} =5 $$

I recognize the numerator, and know the formula for the infinite sum of a geometric series is $$\frac{a}{1-r}$$ but I don't know how to get the denominator from the prior step or why it is squared. I think this is an easy mistake, but I can't seem to find it. Can anyone help me here?
 
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\[
\sum_{n=1}^\infty nx^{n-1}= \sum_{n=1}^\infty \left(x^n\right)' =\sum_{n=0}^\infty \left(x^n\right)' \overset{(*)}{=}\left(\sum_{n=0}^\infty x^n\right)' =\left(\frac{1}{1-x}\right)' =\frac{1}{(1-x)^2}.
\]
The equality (*) holds for $x$ in the interval of convergence of the right-hand side, i.e., for $|x|<1$.
 
dfraser said:
I'm given that: X is the random variable for the number of times a fair die is tossed before a six appears, and asked for E(x).

I know the solution is 5 but am struggling to understand how I'm meant to get there. I understand:

$$E(x) = \sum_{x=0}^{\infty} x\cdot p(x)\ $$
$$= \sum_{x=0}^{\infty} x \cdot (1/6) \cdot (5/6)^x $$
$$= 5/6 \cdot 1/6 \cdot\sum_{x=1}^{\infty} x \cdot (5/6)^{x-1} $$

but am then given that:

$$= \frac{5/6 \cdot 1/6}{{(1-5/6)}^{2}} =5 $$

I recognize the numerator, and know the formula for the infinite sum of a geometric series is $$\frac{a}{1-r}$$ but I don't know how to get the denominator from the prior step or why it is squared. I think this is an easy mistake, but I can't seem to find it. Can anyone help me here?

Hi dfraser! Welcome to MHB! :)Let's define:
$$f(y) = \sum_{n=1}^\infty ny^{n-1}$$
Then:
$$\int f(y) = \sum_{n=1}^\infty y^n + C_1 = \sum_{n=0}^\infty y^n + C_2 = \frac 1{1-y} + C_2$$
Taking the derivative, we get:
$$f(y) = \sum_{n=1}^\infty ny^{n-1} = \frac 1{(1-y)^2} \tag{1}$$When we apply $(1)$ to your formula, then:
$$E(x)
= \frac 56 \cdot \frac 16 \cdot\sum_{x=1}^{\infty} x \cdot \left(\frac{5}{6}\right)^{\!{x-1}}
= \frac 56 \cdot \frac 16 \cdot \frac 1 {(1 - \frac 56)^2}$$Edit: for some reason I completely missed Evgeny's response. Ah well.
 
The infinite series approach is fine, but here is another way for the sake of variety: condition on the result of the first throw. Let's say E is the expected number of throws before throwing a 6.

With probability 1/6, you will throw a 6 on the first throw. In this case the number of throws before a 6 is 0.

With probability 5/6, you throw something else (not a 6). You are now in the same state you were in before the first throw, but since you have taken one throw, the total number of throws expected before you get a 6 is E+1.

So $E = (1/6) \; 0 + (5/6) \;(E+1)$. Solve for E.
 
Thanks everyone, I understand now.
 

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