EXERCISES the mgf of the random variable X, find P(x < 5.23). d so that P(e...
A random variable X has the following mgf et M(t)=1−t, t<1. (a) Find the value of ∞ (−1)k E(Xk). (b) Find the value of E(2−X). (c) Find the value of Var(2−X). (d) Find the probability P (X > 4). 10. A random variable X has the following mgf М() t 1 1 t (a) Find the value of 1E(Xk) (b) Find the value of E(2X). (c) Find the value of Var(2-X) k 0 k! (d) Find the probability P(X >...
The moment generating function (MGF) for a random variable X is: Mx (t) = E[e'X]. Onc useful property of moment generating functions is that they make it relatively casy to compute weighted sums of independent random variables: Z=aX+BY M26) - Mx(at)My (Bt). (A) Derive the MGF for a Poisson random variable X with parameter 1. (B) Let X be a Poisson random variable with parameter 1, as above, and let y be a Poisson random variable with parameter y. X...
The mgf of a random variable X has the following form: e-8t et 5 Mx(t) = 0.64 . Find ElYX). Answer:-0.2
Consider a random variable X with RX = {−1, 0, 1} and PMF P(X = −1) = 1/4 , P(X = 0) = 1/2 , P(X = 1) = 1/4 . a) Determine the moment-generating function (MGF) MX(t) of X. b) Obtain the first two derivatives of the MGF to compute E[X] and Var(X). Consider a random variable X with Rx = {-1,0,1} and PMF Determine the moment-generating function (MGF) Mx(t) of X b) Obtain the first two derivatives of...
6. Using the mgf, find the mean and variance of the random variable X with pdf: f(x)=
6. (4 marks) The moment generating function (mgf) of a random variable X is given by m(t)-e2 (a) Use the mgf to find the mean and variance of X (b) What is the probability that X-2?
2.4.10 A random variable Xhas its mgf given by Mx(t) e (5 - 4e')1 for t< 223. Evaluate P(4 or 5). Hint: What is the mgf of a geometric random vari- able?
8. Let X be a continuous random variable with mgf given by It< 1 M(t)E(eX) 1 - t2 (a) Determine the expected value of X and the variance of X [3] (b) Let X1, X2, ... be a sequence of iid random variables with the same distribution as X. Let Y X and consider what happens to Y, as n tends to oo. (i) Is it true that Y, converges in probability to 0? (Explain.) [2] (ii) Explain why Vn...
Let t be a t-random variable. P(t>a) 0.025 and 12 degrees of freedom. Find a. P(t < a) 0.05 and 21 degrees of freedom. Find a. P(-a < t<a) = 0.95 and 27 degrees of freedom. Find a. For 15 degrees of freedom, find P(t < 1.753) For 22 degrees of freedom, find P(-2.074 < t < 2.074). Use Excel function =t.dist to find P(t<-2.86) with df 25 Use Excel function =t.dist.rt to find P(t > 1.33) with df 29...
The mgf of X is Mx(t) = (¿e-* + ¿e Find P(X > -3|X < 2). -3t 0.86 0.17 0.91 none of the answers provided here 0.29 2) 5/6