--%>

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 : True and False Statement Discuss the

    Discuss the following statements and explain why they are true or false: a)      Increasing the number of predictor variables will never decrease the R2 b)      Multicollinearity affects the int

  • Q : Non-parametric test what is the

    what is the appropriate non-parametric counterpart for the independent sample t test?

  • Q : Probability of Rolling die problem A

    A fair die is rolled (independently) 12 times. (a) Let X denote the total number of 1’s in 12 rolls. Find the expected value and variance of X. (b) Determine the probability of obtaining e

  • Q : Problem on utility funtion probability

    Suppose that your utility, U, is a function only of wealth, Y, and that U(Y) is as drawn below. In this graph, note that U(Y) increases linearly between points a and b.  Suppose further that you do not know whether or not you

  • Q : How you would use randomization in

    The design of instrument controls affects how easily people can use them. An investigator used 25 students who were right-handed to determine whether right-handed subjects preferred right-handed threaded knobs. He had two machines that differed only in that one had a

  • Q : Correlation Define the term Correlation

    Define the term Correlation and describe Correlation formula in brief.

  • Q : Binomial distribution 1) A Discrete

    1) A Discrete random variable can be described as Binomial distribution if is satisfies four conditions, Briefly discuss each of these conditions2) A student does not study for a multiple choice examination and decides to guess the correct answers, If the

  • Q : Problem on consumers marginal utility

    Consider a consumer with probability p of becoming sick.  Let Is be the consumer’s income if he becomes sick, and let Ins be his income if he does not become sick, with Is < Ins. Suppo

  • Q : Components of time series Name and

    Name and elaborate the four components of time series in brief.

  • Q : Use the law of iterated expectation to

    Suppose we have a stick of length L. We break it once at some point X _

    Discover Q & A

    Leading Solution Library
    Avail More Than 1427093 Solved problems, classrooms assignments, textbook's solutions, for quick Downloads
    No hassle, Instant Access
    Start Discovering

    18,76,764

    1938403
    Asked

    3,689

    Active Tutors

    1427093

    Questions
    Answered

    Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!

    Submit Assignment

    ©TutorsGlobe All rights reserved 2022-2023.