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  • A1 STA347 Uoft Fall 2013

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    Alvaro Naranjo
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    Stats homework

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    A1 STA347 uoft fall 2013

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    Stats homework

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
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    109 views1 page

    A1 STA347 Uoft Fall 2013

    Uploaded by

    Alvaro Naranjo
    Stats homework

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Q1.

    Problem 7 on page 45
    S1 Geometric(p) P (S1 = s) = pq s1 for s=1,2,...

    P
    P
    pz
    for |z| < 1
    So (z) = E(z S1 ) =
    z r q r1 p = pz
    (qz)r = 1qz
    r=1
    r=0
    p(1qz)+qpz
    d
    |z=1 = p1
    dz (z)|z=1 =
    (1qz)2
    2
    2pq(1qz)
    2q
    d
    1)) = dz
    2 (z)|z=1 =
    (1qz)4 |z=1 = p2

    Also E(s1 ) =
    E(S1 (S1

    V ar(S1 ) =

    2q
    p2 +

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