Lecture 30

Zhihua (Sophia) Su

University of Florida

Mar 30, 2015

STA 4321/5325 Introduction to Probability 1

Agenda

Example of Expected Value and Variance of LinearFunctions of Random Variables: Variance of theHypergeometric

Reading assignment: Chapter 5: 5.8

STA 4321/5325 Introduction to Probability 2

Example: Variance of the Hypergeometric

Let us recollect the hypergeometric experiment. We have acollection of N objects, k are of Type I and N − k are of TypeII. We choose n objects without replacement from thiscollection. Let

X = # of objects of Type I.

Then X has a hypergeometric distribution.

We saw that

V (X) = nk

N

(1− k

N

)N − n

N − 1.

STA 4321/5325 Introduction to Probability 3