lecture30.pdf
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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