somewhere near the beginning.

Probabilistic Tools

Filed under: Mathematics — Alex @ 10:36 pm 8/25/2008

Today one of the first years studying for his qualification exams asked me a question that he came across on a previous year’s probability qual: If M people are removed from N couples, what is the expected number of remaining couples?

Give it a shot, then see under the cut for my solution

We spent a couple of minutes reluctantly thinking of a way to phrase this as a counting argument, but being at the coffee shop away from pencil and paper, we were forced to look for *nice* counting arguments, none of which were immediately evident (basically because the events of given couples remaining are not independent). If you can think of any, let me know.

Then, I remembered that a lot of the randomization algorithms I’ve seen use the expectation of indicator functions to calculate some pretty nontrivial averages. Once you make the observation that the expected number of surviving couples can be written as the expectation of a sum of indicator variables, the problem is pretty trivial. There are N copies of the same indicator variable, \chi, which is 1 when a couple remains, 0 otherwise. Note that the interdependence of these indicator variables doesn’t matter, because of the linearity of expectation. The probability that a particular couple remains after M removals is clearly \frac{{2N -2 \choose M}}{{2N \choose M}}, so the desired expectation is N \frac{{2N -2 \choose M}}{{2N \choose M}} .

The moral of the story is, when you’re asked to calculate expectations of ‘binary’ events, try to introduce appropriate indicator variables. It’s a powerful tool.

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