Question

a. Show that MmX +n (t) = ent MX (tm), for any constants m and n...

a. Show that MmX +n (t) = ent MX (tm), for any constants m and n and the moment generating function for X being MX

b. If X is a geometric random variable with p in (0,1).Compute the moment generating function of X. Determine the μ and σ2 from the moment generating function.

Math   Statistics-And-Probability   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Suppose that the moment generating function of a random variable X is of the form MX...
Suppose that the moment generating function of a random variable X is of the form MX (t) = (0.4e^t + 0.6)8 . What is the moment generating function, MZ(t), of the random variable Z = 2X + 1? (Hint: think of 2X as the sum two independent random variables). Find E[X]. Find E[Z ]. Compute E[X] another way - try to recognize the origin of MX (t) (it is from a well-known distribution)
The moment generating function for the random variable X is MX(t) = (e^t/ (1−t )) if...
The moment generating function for the random variable X is MX(t) = (e^t/ (1−t )) if |t| < 1. Find the variance of X.
The range of a discrete random variable X is {−1, 0, 1}. Let MX (t) be...
The range of a discrete random variable X is {−1, 0, 1}. Let MX (t) be the moment generating function of X, and let MX(1) = MX(2) = 0.5. Find the third moment of X, E(X^3).
The range of a discrete random variable X is {−1, 0, 1}. Let MX(t) be the...
The range of a discrete random variable X is {−1, 0, 1}. Let MX(t) be the moment generating function of X, and let MX(1) = MX(2) = 0.5. Find the third moment of X, E(X^3 )
(i) If a discrete random variable X has a moment generating function MX(t) = (1/2+(e^-t+e^t)/4)^2, all...
(i) If a discrete random variable X has a moment generating function MX(t) = (1/2+(e^-t+e^t)/4)^2, all t Find the probability mass function of X. (ii) Let X and Y be two independent continuous random variables with moment generating functions MX(t)=1/sqrt(1-t) and MY(t)=1/(1-t)^3/2, t<1 Calculate E(X+Y)^2
Poisson Distribution: p(x, λ)  =   λx  exp(-λ) /x!  ,  x = 0, 1, 2, ….. Find the moment generating function Mx(t)...
Poisson Distribution: p(x, λ)  =   λx  exp(-λ) /x!  ,  x = 0, 1, 2, ….. Find the moment generating function Mx(t) Find E(X) using the moment generating function 2. If X1 , X2 , X3  are independent and have means 4, 9, and 3, and variencesn3, 7, and 5. Given that Y = 2X1  -  3X2  + 4X3. find the mean of Y variance of  Y. 3. A safety engineer claims that 2 in 12 automobile accidents are due to driver fatigue. Using the formula for Binomial Distribution find the...
Question 1: Compute the moment generating function M(t) for a Poisson random variable. a) Use M’(t)...
Question 1: Compute the moment generating function M(t) for a Poisson random variable. a) Use M’(t) to compute E(X) b) Use M’’(t) to compute Var(X)
Consider X has to be a normal random variable with mean μ and variance σ2 and...
Consider X has to be a normal random variable with mean μ and variance σ2 and moment generating function(MGF) MGF (t) = exp(μt + σ2t2 /2) 1. Find the MGFof Y = ax+b, where a and b are non-zero constants 2. By inspection identify what distribution this is
TRUE or FALSE? Do not explain your answer. (a) If A and B are any independent...
TRUE or FALSE? Do not explain your answer. (a) If A and B are any independent events, then P(A ∪ B) = P(A) + P(B). (b) Every probability density function is a continuous function. (c) Let X ∼ N(0, 1) and Y follow exponential distribution with parameter λ = 1. If X and Y are independent, then the m.g.f. MXY (t) = e t 2 /2 1 1−t . (d) If X and Y have moment generating functions MX and...
Consider a discrete random variable X with probability mass function P(X = x) = p(x) =...
Consider a discrete random variable X with probability mass function P(X = x) = p(x) = C/3^x, x = 2, 3, 4, . . . a. Find the value of C. b. Find the moment generating function MX(t). c. Use your answer from a. to find the mean E[X]. d. If Y = 3X + 5, find the moment generating function MY (t).
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT