Mathematics ยท WST01 (S1)
Expectation of a discrete random variable
A discrete random variable X takes separate values, each with a probability. Its expected value is its long-run mean.
Probability distributions
A table lists each value x and P(X = x). The probabilities must add up to 1, which is how you find a missing one.
Expectation and variance
- E(X) = sum of x P(X = x)
- E(X2) = sum of x2 P(X = x)
- Var(X) = E(X2) - [E(X)]2
Linear changes
E(aX + b) = aE(X) + b and Var(aX + b) = a2 Var(X). Adding b shifts the mean but does not change the spread.
Worked example
X takes 1, 2, 3 with probabilities 0.2, 0.5, 0.3. Find E(X).
- E(X) = 1(0.2) + 2(0.5) + 3(0.3)
- = 0.2 + 1.0 + 0.9
Answer: E(X) = 2.1
Key idea: E(X) = sum xP(X = x); Var(X) = E(X2) - E(X)2; E(aX + b) = aE(X) + b; Var(aX + b) = a2 Var(X).
Check yourself
- X takes 0, 1, 2 with P = 0.3, 0.45, p. Find p.
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0.25. Probabilities add to 1: p = 1 - 0.75 = 0.25.
- X takes 2 and 5 with probabilities 0.4 and 0.6. Find E(X).
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3.8. E(X) = 0.8 + 3 = 3.8.
- E(X) = 3. Find E(2X + 1).
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7. E(2X + 1) = 2(3) + 1 = 7.
- Var(X) = 4. Find Var(3X - 2).
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36. Var(3X - 2) = 32 x 4 = 36.
- E(X) = 2 and E(X2) = 5. Find Var(X).
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1. Var(X) = 5 - 4 = 1.
Sources
Last updated 7 November 2026. Spotted a mistake? Email alevel@lifereadysociety.com.