Vote if useful.
Suppose that X - Exp(2), for some a > 0. We know that the moment generating...
2-t 2. Suppose that X - Exp(2), for some i >0. We know that the moment generating function of X is given by M(t)= E[e"]=-4, for some appropriate set of values of t. (a) Derive this mgf result. Explain what condition ont is necessary for this expression to be valid, and why this condition is necessary. (b) Use the mgf to find the first four moments ( u u , and ) of X. (c) Use your results in part...
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?
(4 marks The moment generating function (mgf) of a random variable X is given by (a) Use the mgf to find the mean and variance of X (b) What is the probability that X = 2?
10. The moment generating function of the random variable X is given by My(t) = exp{2e* – 2} and that of Y by My(t) = fet +. Assuming that X and Y are independent, find (a) P{X + Y = 2). (b) P{XY = 0}. (c) E(XY).
Let (X,,X2) be jointly distributed with the density function 2-Ax , 0 <x <x, Derive the moment generating function for (X,,X,) 13 a. b. Using the MGF in (a), derive the mean and variance of X, and X, and the correlation coefficient of (x, , x,
Let (X,,X2) be jointly distributed with the density function 2-Ax , 0
(п-1)S? for the conditional 1-3) Show that the moment generating function(MGF) of distribution of 2,given X is (n-1)S2 | X (1-2 -(n-l)/2 ,1 < 2 E expt Hint: Notice that g,,, is a pdf That is, 7 1- "ppxp )./ (n-1)S2 X Еl exp| t in a multi-integral form using the conditional pdf of Express X2,, given X Then try to consider the integrand as another joint pdf times a constant. Then the answer will be the constant. Hint
(п-1)S?...
Use integration to derive the moment-generating function MX (t) where fX (x) = (1/3) e^(−x/3) for x > 0. (Since we are maily interested in t near 0, assume that t < 1/3 .) Then use MX (t) to compute E(X), E(X^2), V (X), and E(X^3).
Exercise 5.22. Let X ~ Exp(A). Find the moment generating function of Y = ЗX — 2. Hint. Do not try to compute the probability density function of Y, instead use Mx (t)
Let X U(0,theta). Find the moment generating function of X and show how to use it to find the mean and variance of X.I think this follows the uniform distribution so..mean = (theta1 + theta2)/2variance = [(theta2- theta1)^2]/ 12moment generating function = [e^(t*theta2) - e^(t*theta1)]/(t * (theta2-theta1))I think the beginnning of the problem means that theta1 is 0? I'm not sure how to show the moment generating function.
a) Find the moment generating function (mgf) of X.
b) Using part a), that is the mgf of X, find the expected value
(E[X]) and (V ar[X]).
Let X be a random variable such that -1, with probability q 1 with probability 1-q,