Find the m g f of the pdf 𝑓(𝑥) = 𝑞𝑥−1𝑝, 𝑥 = 1,2,3, . . .. and hence evaluate its mean andvariance. (given p+q =1)
Question
Find the m g f of the pdf 𝑓(𝑥) = 𝑞𝑥−1𝑝, 𝑥 = 1,2,3, . . .. and hence evaluate its mean and variance. (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 mass function (p.m.f) f(x) = qx^(p-1), x = 1,2,3,..., we can find the m.g.f. by summing over all possible values of x, weighted by their probabilities.
M(t) = Σ [e^(tx) * f(x)] = Σ [e^(tx) * qx^(p-1)] = Σ [q * e^(tx) * x^(p-1)] = q * Σ [x^(p-1) * e^(tx)]
This is a geometric series with common ratio e^t. The sum of a geometric series a + ar + ar^2 + ... is given by a / (1 - r), where a is the first term and r is the common ratio.
In this case, a = e^t and r = e^t, so the sum is
M(t) = q * e^t / (1 - e^t)
The mean (expected value) of X is given by E(X) = M'(0), the derivative of the m.g.f. evaluated at t = 0.
M'(t) = q * e^t / (1 - e^t)^2
E(X) = M'(0) = q / (1 - 1)^2 = q
The variance of X is given by Var(X) = M''(0) - [M'(0)]^2, the second derivative of the m.g.f. evaluated at t = 0 minus the square of the first derivative evaluated at t = 0.
M''(t) = 2q * e^(2t) / (1 - e^t)^3
Var(X) = M''(0) - [M'(0)]^2 = 2q - q^2
So, the mean and variance of X are q and 2q - q^2, respectively.
Similar Questions
Which of the following function is associated with a continuous random variable?(1 Point)pmfpmvpdfAll of the above
Let X be a random variable with probability mass functionx -3 6 9pX (x) 1/6 1/2 1/3Find E(X), E(X2) and E(2X + 1)2
The mean of the geometric distribution is given by _____________.Question 3Answera.npb.1/pc.p
G) For two random variables 𝑋 and 𝑌, 𝐸(𝑋𝑌) = 𝐸(𝑋)𝐸(𝑌) hold if 𝑋 and 𝑌 are _______
The frequency distribution of a variable x is xi : 2 3 1 5 fi : 1 2 3 1 then the mean is
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.