Mean over variance of a nested uniform

Jimmy picks xUnif(0,1)x \sim \text{Unif}(0,1). Then Jon picks YUnif(x,1)Y \sim \text{Unif}(x, 1). Compute E[Y]Var(Y)\dfrac{\mathbb{E}[Y]}{\operatorname{Var}(Y)}.

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  1. E[Yx]=1+x2E[Y]=34\mathbb{E}[Y\mid x]=\tfrac{1+x}{2}\Rightarrow \mathbb{E}[Y]=\tfrac34. Use total variance for Var(Y)\operatorname{Var}(Y).
  2. E[Y2]=1118\mathbb{E}[Y^2]=\tfrac{11}{18}, so Var=7144\operatorname{Var}=\tfrac{7}{144} and the ratio is 1087\tfrac{108}{7}.

Answer

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15.4286 (± 0.02)

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Asked at: Jane Street, Citadel

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