Find the m g f of the pdf ๐(๐ฅ) = ๐๐ฅโ1๐, ๐ฅ = 1,2,3, . . .. and hence evaluate its mean andvariance. (given p+q =1)
Question
Find the m g f of the pdf ๐(๐ฅ) = ๐๐ฅโ1๐, ๐ฅ = 1,2,3, . . .. and hence evaluate its mean andvariance. (given p+q =1)
Solution
The moment generating function (m.g.f.) of a random variable X is defined as M(t) = E(e^(tX)).
Given the probability density function (pdf) f(x) = qx^(p-1), x = 1,2,3,..., we can find the m.g.f. by taking the expected value of e^(tX).
M(t) = E(e^(tX)) = ฮฃ [e^(tx) * f(x)] for all x in the domain of X.
Substituting the given pdf into the formula, we get:
M(t) = ฮฃ [e^(tx) * qx^(p-1)] for x = 1,
Similar Questions
Let X be a random variable with p.d.f ๐(๐ฅ) = {23 , ๐คโ๐๐ ๐ฅ = 113 , ๐คโ๐๐ ๐ฅ = 20, ๐๐กโ๐๐๐ค๐๐ ๐Find themoment generating function , mean and standard deviation6. Find the m g f of the pdf ๐(๐ฅ) = ๐๐ฅโ1๐, ๐ฅ = 1,2,3, . . .. and hence evaluate its mean andvariance. (given p+q =1)
b) Find ๐๐ (๐ฆ), the marginal p.m.f. of ๐
Suppose that the joint PDF of (๐, ๐) is๐(๐ฅ, ๐ฆ) = ๐โ1 โ ๐ฅ2 โ ๐ฆ2, ๐ฅ2 + ๐ฆ2 โค 1.Find the marginal PDF ๐๐(๐ฅ) and the constant ๐ . (iint: consider transformations like๐ฆ = ๐ sin(๐) when calculating the integral) (10 points)
Let X be a continues random variable with PDF (๐ฅ) = ๐ด๐โ๐ฅ3 ; ๐ฅ โฅ 0 . Find (i) A (ii) Mean (iii) Variance
Let X be a random variable with p.d.f ๐(๐ฅ) = {23 , ๐คโ๐๐ ๐ฅ = 113 , ๐คโ๐๐ ๐ฅ = 20, ๐๐กโ๐๐๐ค๐๐ ๐Find themoment generating function , mean and standard deviation
Upgrade your grade with Knowee
Get personalized homework help. Review tough concepts in more detail, or go deeper into your topic by exploring other relevant questions.