Probability

Indicator Variable

A variable equal to 1 when an event occurs and 0 otherwise, whose expectation is the event's probability.

E[I_A] = 1 times P(A) + 0 times P(not A) = P(A). That identity is the whole idea.

Combined with linearity, it converts "how many" questions into sums of probabilities. n people randomly take hats: each gets their own with probability 1/n, so the expected number of matches is n times 1/n = 1, independent of n.

The setup trap. Index over the right objects. For adjacent same-colour pairs in a shuffled deck, index over the 51 gaps, not the 52 cards.

The variance trap. Indicators are usually dependent, so variance needs covariance terms even though expectation does not.

Full guide

Indicator Random Variables

The bridge between counting and expectation. How to turn 'how many' questions into a sum of probabilities.

Related terms

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