It's getting a bit crowded in here

Calculus Level 5

Suppose 9 9 real numbers are chosen uniformly and at random from the interval [ 0 , 1 ] [0,1] . Let W W be the variable measuring the (magnitude of the) difference between the greatest and least of the 9 9 randomly chosen numbers.

If the expected value E [ W ] = a b E[W] = \dfrac{a}{b} , where a , b a, b are positive coprime integers, then find the product a b a*b .


The answer is 20.

This section requires Javascript.
You are seeing this because something didn't load right. We suggest you, (a) try refreshing the page, (b) enabling javascript if it is disabled on your browser and, finally, (c) loading the non-javascript version of this page . We're sorry about the hassle.

2 solutions

I'll look first at the general case of n n numbers chosen uniformly and at random from the interval [ 0 , 1 ] [0,1] .

Let the largest of these n n numbers be M M and the smallest m m . Now the probability that m > x m \gt x for 0 < x < 1 0 \lt x \lt 1 is p ( m > x ) = ( 1 x ) n p(m \gt x) = (1 - x)^{n} . By symmetry, the distribution of ( 1 M ) (1 - M) will be the same as that of m m . We can then say that

E [ W ] = E [ M m ] = E [ 1 2 m ] = 1 2 0 1 p ( m > x ) d x = E[W] = E[M - m] = E[1 - 2m] = 1 - 2*\displaystyle\int_{0}^{1} p(m \gt x) dx =

1 2 0 1 ( 1 x ) n d x = 1 2 n + 1 = n 1 n + 1 . 1 - 2*\displaystyle\int_{0}^{1} (1 - x)^{n} dx = 1 - \dfrac{2}{n + 1} = \dfrac{n - 1}{n + 1}. .

For n = 9 n = 9 we thus have E [ W ] = 8 10 = 4 5 E[W] = \dfrac{8}{10} = \dfrac{4}{5} , and so a b = 4 5 = 20 a*b = 4*5 = \boxed{20} .

(Note that as n n \rightarrow \infty we have E [ W ] 1 E[W] \rightarrow 1 , as would be expected.)

Eilon Lavi
Apr 22, 2015

Consider the measure of the sample space when W is a fixed. The smallest variable is uniformly distributed on [0, 1-W], and the largest variable is fixed by the smallest. This gives a measure of 1-W. The remaining 7 numbers are uniformly distributed on an interval of length W. Thus the measure for the remaining 7 numbers is W^7 K, where K is the measure for 7 numbers uniformly distributed on [0,1]. The total measure for any specific W is thus (1-W) W^7 K. Thus we get the expected value of

0 1 w ( 1 w ) w 7 k d w 0 1 ( 1 w ) w 7 k d w \dfrac{\displaystyle\int_0^1 w (1-w)w^7 k dw}{\displaystyle\int_0^1 (1-w)w^7 k dw}

= 0 1 ( 1 w ) w 8 d w 0 1 ( 1 w ) w 7 d w =\dfrac{\displaystyle\int_0^1 (1-w)w^8 dw}{\displaystyle\int_0^1 (1-w)w^7 dw}

= 1 / 9 1 / 10 1 / 8 1 / 9 = 1 / 90 1 / 72 = 4 / 5 =\dfrac{1/9-1/10}{1/8-1/9}=\dfrac{1/90}{1/72}=4/5

0 pending reports

×

Problem Loading...

Note Loading...

Set Loading...