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Question:

(a)What does the linearity of expectations of random variables mean?

(b)How can the linearity of expectations help us find the expected number of people who receive the correct hat when a hatcheck person returns hats at random?

Short Answer

Expert verified

Answer

(a)\(X\) and \(Y\) are two different random variables with \(E(X + Y) = E(X) + E(Y)\).

(b) The resultant answer is the expectation of one person getting his hat back instead of all of them, and hence it simplifies the problem.

Step by step solution

01

Given data

The given data is a hatcheck person returns hats at random.

02

Concept of Linearity of expectations

(a)

It means that if:

\(X\) and \(Y\) are two different random variables then we have \(E(X + Y) = E(X) + E(Y)\).

03

Simplify the problem

(b)

It helps us because now we can divide the problem into \(n\) random variables \({X_1}, \ldots ,{X_n}\) with \({X_i}\) being 1 if the \(i - th\) person gets his hat back then the expected number of hats becomes \(n \times E\left( {{X_i}} \right)\) for any \(i\). So, we only need to calculate the expectation of one person getting his hat back instead of all of them, and hence it simplifies the problem.

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