Grinstead-Snell-Probability · Problem 25

Expected Value and Variance

Mathematics · variance-discrete-random-variables

Problem

(Lamperti) An urn contains exactly 5000 balls, of which an unknown number XX are white and the rest red, where XX is a random variable with a probability distribution on the integers 0,1,2,…,50000, 1, 2, \ldots, 5000. ((a)) Suppose we know that E(X)=μE(X) = \mu. Show that this is enough to allow us to calculate the probability that a ball drawn at random from the urn will be white. What is this probability? ((b)) We draw a ball from the urn, examine its color, replace it, and then draw another. Under what conditions, if any, are the results of the two drawings independent; that is, does P(white, white)=P(white)2?P(\text{white, white}) = P(\text{white})^2? ((c)) Suppose the variance of XX is σ2\sigma^2. What is the probability of drawing two white balls in part (b)?

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