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Statistics

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Chapter 8

Moment Generating Function - all with Video Answers

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Chapter Questions

01:23

Problem 293

Consider a simple random variable $\mathrm{X}$ having just two possible values, $\operatorname{Pr}(\mathrm{X}=1)=\mathrm{p}$ and $\operatorname{Pr}(\mathrm{X}=0)=1-\mathrm{p}$. Find the moment generating function of $\mathrm{X}$ and $\mathrm{E}\left(\mathrm{X}^{\mathrm{k}}\right)$ for all $\mathrm{k}=1,2,3, \ldots$

Khoobchandra Agrawal
Khoobchandra Agrawal
Numerade Educator
01:15

Problem 294

Let and $\mathrm{X}_{1}$ and $\mathrm{X}_{2}$ be independent Poisson random variables with parameters $\lambda_{1}$ and $\lambda_{2}$. What is the moment generating function of $\mathrm{X}_{1}$; of $\mathrm{X}_{2} ?$ What is the moment generating function of $\mathrm{X}_{1}+\mathrm{X}_{2} ?$

Victor Salazar
Victor Salazar
Numerade Educator
09:08

Problem 295

Given that the probability density function of a discrete random variable $\mathrm{X}$ is $\mathrm{f}(\mathrm{x})=\left[6 /\left(\pi^{2} \mathrm{x}^{2}\right)\right], \quad \mathrm{x}=1,2, \ldots$ find its moment generating function $\mathrm{M}(\mathrm{t})$.

Jacob Fry
Jacob Fry
Numerade Educator
01:16

Problem 296

A rocket-engine igniter system has n separate small igniters. Any one igniter has a probability $\theta$ of firing independently of the other igniters. Since each is small, the firing of a group of igniters may or may not successfully ignite the propellant. It may be assumed that, if $\mathrm{k}$ igniters out of n fire, the probability that the propellant ignites has one of two forms:
(a) $\alpha \mathrm{k}+\beta \mathrm{k}^{2}$
(b) $1-\gamma^{k}$
where $\alpha, \beta$, and $\gamma$ are known constants. Assuming (a) and
(b) in turn, prove that the probabilities that the propellant ignites are respectively
(a) $n \theta(\alpha+n \theta \beta+\beta-\beta \theta)$
(b) $1-(1-\theta+\gamma \theta)^{\mathrm{n}}$.

Penny Riley
Penny Riley
Numerade Educator
03:32

Problem 297

Let $\mathrm{X}$ denote the number of spots on a fair die. Find the factorial generating function of $\mathrm{X}$. If this die is tossed three times, with results $\mathrm{X}_{1}, \mathrm{X}_{2}, \mathrm{X}_{3}$, and if the $\mathrm{X}_{\mathrm{i}}$ are independent random variables, find the factorial generating function of the random variable Y. Y represents the total number of spots observed in 3 tosses of the die. What is $\operatorname{Pr}(\mathrm{Y}=7) ?$

Lucas Finney
Lucas Finney
Numerade Educator
01:20

Problem 298

Find the moment generating function of a standard normal random variable. Use this to calculate the mean and variance of this variable.

Hoan Nguyen
Hoan Nguyen
Numerade Educator
01:03

Problem 299

Given that the random variable $\mathrm{X}$ has moment generating function $\mathrm{M}(\mathrm{t})=\mathrm{e}^{[(\mathrm{t}) 2 / 2]}$. find $E\left(X^{2 k}\right)$ and $E\left(X^{2 k-1}\right)$.

Hoan Nguyen
Hoan Nguyen
Numerade Educator
01:49

Problem 300

Let $\mathrm{X}$ be a continuous random variable with probability density function.

James Kiss
James Kiss
Numerade Educator
01:19

Problem 301

Consider the distribution defined by the following distribution function:
$\begin{aligned} F(x)=& 10 & & \text { if } x<0 \\ & \mid 1-p e^{-x} & & \text { if } x \geq 0 \text { for } 0<p<1 \end{aligned}$
This distribution is partly continuous. Find the moment generating function of $\mathrm{X}$ and use it to find the mean and variance of $\mathrm{X}$

Victor Salazar
Victor Salazar
Numerade Educator
09:08

Problem 302

Let $\mathrm{X}$ have probability density,
$\begin{array}{cc}f(x)=\mid\left(1 / x^{2}\right) & 1<x<\infty \\ 10 & \text { otherwise }\end{array}$
otherwise. Show that the moment generating function of $\mathrm{X}$ does not exist.

Jacob Fry
Jacob Fry
Numerade Educator
01:48

Problem 303

Let $\mathrm{X}_{1}$ and $\mathrm{X}_{2}$ be two independent standard normal variables. Let $\mathrm{Y}_{1}=\mathrm{X}_{1}+\mathrm{X}_{2}, \mathrm{Y}_{2}=\mathrm{X}_{2}-\mathrm{X}_{1}$. Find the joint
distribution of $\mathrm{Y}_{1}$ and $\mathrm{Y}_{2}$ finding the joint moment generating function of $\mathrm{Y}_{1}$ and $\mathrm{Y}_{2}$.

Dominador Tan
Dominador Tan
Numerade Educator