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Thread: Expected Value of stocastically independent random variables

  1. #1
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    Expected Value of stocastically independent random variables



    Hello. This seems like an easy problem, but I'm having trouble getting started. Hopefully someone can give me a hint.

    X_1,...,X_n are identically distributed random variables. They are stochastically independent. Show that:

    E(X_1/(X_1+...+X_n) = 1/n

    Any hints are appreciated.

  2. #2
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    You know that: E(xi/sum(X)) = E(xi)/E(sum(x)). Use this fact.

  3. #3
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    Of course. And since it they are distributed the same, they have the same expected value, c. So c/cn = 1/n.

  4. #4
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    **** right

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