Problem 12.1 Easy Free 1 variation

Die Size Set by a Die

You roll a fair standard six-sided die, obtaining value kk. You then roll a second, fair die with 6+k6+k faces labelled 1,2,…,6+k1,2,\dots,6+k. Find the expected value shown on the second die.

Work it out, then compare with the answer.

SolutionShow the worked solution

Let KK be the first roll and RR the second. Given K=kK=k, RR is uniform on {1,…,6+k}\{1,\dots,6+k\}, so

E[R∣K]=(6+K)+12=7+K2.\mathbb{E}[R\mid K]=\frac{(6+K)+1}{2}=\frac{7+K}{2}.

By the tower property, and since E[K]=72\mathbb{E}[K]=\frac{7}{2},

E[R]=E[E[R∣K]]=7+E[K]2=7+722=214.\mathbb{E}[R]=\mathbb{E}\bigl[\mathbb{E}[R\mid K]\bigr]=\frac{7+\mathbb{E}[K]}{2}=\frac{7+\frac72}{2}=\frac{21}{4}.
E[R]=214=5.25\boxed{\mathbb{E}[R]=\tfrac{21}{4}=5.25}

Key idea. The conditional mean is linear in KK, so only E[K]\mathbb{E}[K] matters, not the full distribution of KK.

Variations

The same idea with a twist. Each solution gives only the changed step.

Variation 12.1a

Let λ∼Exp(1)\lambda \sim \mathrm{Exp}(1), and given λ\lambda, let X∼Poisson(λ)X \sim \mathrm{Poisson}(\lambda). Compute E[X]\mathbb{E}[X].

Work it out, then compare with the answer.

Solution

Given λ\lambda, X∼Poisson(λ)X\sim\mathrm{Poisson}(\lambda), so E[X∣λ]=λ\mathbb{E}[X\mid\lambda]=\lambda. By the tower property, and since an Exp(1)\mathrm{Exp}(1) variable has mean 11,

E[X]=E[E[X∣λ]]=E[λ]=1.\mathbb{E}[X]=\mathbb{E}\bigl[\mathbb{E}[X\mid\lambda]\bigr]=\mathbb{E}[\lambda]=1.
E[X]=1\boxed{\mathbb{E}[X]=1}