A discrete random variable X takes values x1,x2,… with probabilities p1,p2,… summing to 1.
Probability distribution table:
| x | x1 | x2 | … |
|---|
| P(X=x) | p1 | p2 | … |
Expected value (mean):
E(X)=∑ixipi.
This is a weighted average. For a fair die, E(X)=∑i=16i⋅61=621=3.5.
Worked example. X takes values 0,1,2,3 with probabilities 0.1,0.3,0.4,0.2. Find E(X) and verify the probabilities sum to 1.
Sum: 0.1+0.3+0.4+0.2=1.0 ✓.
E(X)=0(0.1)+1(0.3)+2(0.4)+3(0.2)=0+0.3+0.8+0.6=1.7.
Worked example (find unknown). X takes values 1,2,3 with probabilities k,2k,3k. Find k and E(X).
k+2k+3k=1⇒k=1/6.
E(X)=1⋅1/6+2⋅2/6+3⋅3/6=(1+4+9)/6=14/6=7/3.