Question

The random variable X has moment generating function

ϕX(t)=exp((9t)^2)/2)+15t)

Provide answers to the following to two decimal places

(a) Evaluate the natural logarithm of the moment generating
function of 2X at the point t=0.62.

(b) Hence (or otherwise) find the expectation of 2X.

c) Evaluate the natural logarithm of the moment generating function of 2X+7 at the point t=0.62.

Answer #1

a)

MGF of X:

So, MGF of 2X is given by:

So,

Required value =

b)

Now,

We know that,

So,

c)

The MGF of 2X+7 is given by:

So,

Required value =

The random variable X has moment generating function
ϕX(t)=(0.44e^t+1−0.44)^8
Provide answers to the following to two decimal places
(a) Evaluate the natural logarithm of the moment generating
function of 3X at the point t=0.4.
(b) Hence (or otherwise) find the expectation of 3X.
(c) Evaluate the natural logarithm of the moment generating
function of 3X+6 at the point t=0.4.

X is a random variable with Moment Generating Function M(t) =
exp(3t + t2).
Calculate P[ X > 3 ]

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)

Suppose that a random variable X has the following
moment generating function,
M X (t) = (1 −
3t)−8, t < 1/3. (a)
Find the mean of X (b) Find the Varience of X. Please explain
steps. :) Thanks!

The moment generating function for the random variable X is
MX(t) = (e^t/ (1−t )) if |t| < 1. Find the variance of X.

(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

Let X denote a random variable with probability density
function
a. FInd the moment generating function of X
b If Y = 2^x, find the mean E(Y)
c Show that moments E(X ^n) where n=1,4 is given by:

Let ? and ? be two independent random variables with moment
generating functions ?x(?) = ?t^2+2t and
?Y(?)=?3t^2+t . Determine the
moment generating function of ? = ? + 2?. If possible, state the
distribution name (and include parameter values) of the
distribution of ?.

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)

Given a random variable X~exp(5). Z=(X-2)3
1. Find the distribution function FZ(t).
2. Find fz(t).

ADVERTISEMENT

Get Answers For Free

Most questions answered within 1 hours.

ADVERTISEMENT

asked 24 minutes ago

asked 24 minutes ago

asked 25 minutes ago

asked 27 minutes ago

asked 34 minutes ago

asked 35 minutes ago

asked 41 minutes ago

asked 1 hour ago

asked 1 hour ago

asked 1 hour ago

asked 1 hour ago

asked 1 hour ago