--%>

Use the law of iterated expectation to calculate

Suppose we have a stick of length L. We break it once at some point X _ Unif(0;L). Then we break it again at some point Y _ Unif(0;X). Use the law of iterated expectation to calculate E[Y ].

 

E

Expert

Verified

X is the length of the stick after we break for the ?rst time. Y is the length after the second time.

We have E[ Y | X ] = X /2, since the breakpoint is chosen uniformly over the length X  of the remaining stick.  similarly, E[X ] = L/2.

E[Y] = E[E [Y | X ] ]= E[X/2]=E[X]/2 = L/4

 

 

   Related Questions in Advanced Statistics

  • Q : Calculate confidence interval A nurse

    A nurse anesthetist was experimenting with the use of nitronox as an anesthetic in the treatment of children's fractures of the arm.  She treated 50 children and found that the mean treatment time (in minutes) was 26.26 minutes with a sample standard deviation of

  • Q : Describe how random sampling serves

    Explain sampling bias and describe how random sampling serves to avoid bias in the process of data collection.    

  • Q : Variation what are the advantages and

    what are the advantages and disadvantages of seasonal variation

  • Q : Error probability As of last year, only

    As of last year, only 20% of the employees in an organization used public transportation to commute to and from work. To determine if a recent campaign encouraging the use of public transportation has been effective, a random sample of 25 employees is to be interviewe

  • Q : Analysing the Probabilities 1. In the

    1. In the waning seconds of Superbowl XLVII, the Baltimore Ravens elected to take a safety rather than punt the ball. A sports statistician wishes to analyze the effect this decision had on the probability of winning the game. (a) Which two of the following probabilities would most help t

  • Q : Statistics A nurse practitioner working

    A nurse practitioner working in a dermatology clinic is studying the efficacy of tretinoin in treating women’s post partum abdominal stretch marks. From a sample of 15 women, the mean reduction of stretch mark score is -0.33 with a sample standard deviation of 2.46. Describe what happens to the c

  • Q : Pearsons correlation coefficient The

    The table below illustrates the relationship between two variable X and Y. A

  • Q : Statistics Homework with SAS File is

    File is attached, need it by 8:30 AM Pacific (Seattle, WA) time. No delay acceptable. Need it March 25, 2014 on 8:30 AM Pacific time.

  • Q : Discrete and continuous data

    Distinguish between discrete and continuous data in brief.

  • Q : Probability and Statistics

    Instructions: Do your work on this question and answer sheet. Please print or write legibly, and, as always, be complete but succinct. Record your answer and your supporting work in the designated space. Explain your method of solution and be sure to label clearly any