Stacy S.

asked • 06/13/16

Expected Value + Probability

Twenty distinct integers are arranged in a list in a random order, such that all 20! orderings are equally likely. Going down the list, one marks every number that is larger than all earlier numbers on the list. In particular, the first number of the list is marked. Show that, for each i = 1, 2, …, 20, the probability that the ith number on the list is marked is 1/i. What is the expected value of the number of marked numbers on the list?

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By:

Gregg O. answered • 06/14/16

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Stacy S.

Thank you, this is a very clear explanation for the probability part. I am struggling to use this to calculate the expected value though. Since the event that the ith number is marked is not independent from the event that the (i - 1)th number is marked (so I can't just multiply the different values together), I don't know how to use the 1/i probability to find the expected value.
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06/14/16

Stacy S.

My mistake, the events are independent - it still seems extremely complicated to calculate the expected value though, which makes me question if I'm thinking about it the right way. 
 
If X is the random variable representing the number of marked numbers in the list, then E(X) = P(X = 1) * 1 + P(X = 2) * 2 + ... + P (X = 20) *20. But how do I come up with an elegant way to represent P(X = r)?
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06/14/16

Gregg O.

Sorry for the late reply.  To handle the expected value of the number of checked integers on the list, we'll assign a discrete random variable, Xi, to the ith position in the list (note that this produces 20 discrete RVs).  Each Xi can have two values:  1 if the ith number in the list is checked, or 0 if it is not.
 
The number of checked integers in the list is then given by X1 + X2 + ... + X20.  This is the crucial insight in finding the expected value of the number of the checked integers on the list
 
We can calculate the expected value of each Xi from its PMF, which is
 
            {1 - 1/i,   x=0
PXi(x) = {1/i,        x=1
 
This simply states that the probability of Xi being 0 is (1 - 1/i), while the probability of it being 1 is 1/i.  The expected value for Xi is then ∑xP(X= x), or 0(1-1/i) + 1(1/i) = 1/i.  To summarize,
 
E(Xi) = 1/i.
 
Now, the expected value of the sum of random variables is equal to the sum of the expected values.  That is,
 
E[∑Xi] = ∑[E(Xi)], or
∑1/i = 1 + 1/2 + 1/3 + ... + 1/20.
 
This is calculator work, and leads to a rounded answer of 3.598.
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06/17/16

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