Skip to content

Variance of fixed minus non-fixed points

Question

Shuffle the numbers 11 through 10001000 uniformly at random. Let YY be the number of fixed points and XX the number of points that are moved. Find Var⁡(Y−X)\operatorname{Var}(Y-X).

Short answer

44. Since X=1000−YX=1000-Y, Y−X=2Y−1000Y-X=2Y-1000 and the variance is 4Var⁡(Y)4\operatorname{Var}(Y). With indicators, E[Y]=1E[Y]=1 and E[Y(Y−1)]=1000⋅999⋅11000⋅999=1E[Y(Y-1)]=1000\cdot999\cdot\tfrac{1}{1000\cdot999}=1, so Var⁡(Y)=1+1−1=1\operatorname{Var}(Y)=1+1-1=1.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

See the hint and the full worked solution in the question bank (free account).

Open the worked solution

Lessons behind this question

Start with a free lesson: Expectation, Variance and Covariance is part of a free topic. Create a free account, no card needed, to read it in full with worked solutions.

Read it free