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himanshikaushik8
14.07.2021 • Math • Secondary School
answered
Calculate the moment generating functions of the exponential distribution f(x) =1/c (e-
x/c), 0≤x≤∞. Hence find its mean and standard deviation.
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Answer
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syedawaria
Ambitious • 22 answers • 1K people helped
Step-by-step explanation:
Demonstrate how the moments of a random variable x may be obtained
from its moment generating function by showing that the rth derivative of
E(ext) with respect to t gives the value of E(xr) at the point where t = 0.
Show that the moment generating function of the Poisson p.d.f. f(x) =
e−µµx/x!; x ∈ {0, 1, 2,...} is given by M(x, t) = exp{−µ} exp{µet}, and
thence find the mean and the variance.
2. Demonstrate how the moments of a random variable may be obtained from
the derivatives in respect of t of the function M(t) = E{exp(xt)}.
If x = 1, 2, 3,... has the geometric distribution f(x) = pqx−1, where q =
1 − p, show that the moment generating function is
M(t) =
pet
1 − qet
.
Find E(x).
Answer: The moment generating function of x is
M(t) = X
∞
2 of 7 13/11/22, 11:23
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∞
x ASK QUESTION LOG IN JOIN FOR FREE
=1
For parents For teachers Honor code Textbook Solutions
e
xtpqx−
1
=
p
qX
∞
x
=1
¡
qe
t¢x
= petX
∞
x
=0
¡
qe
t
¢
x
=
pet
1 − qe
t.
To find E(x), we may use the quotient rule to differentiate the expression
M(t) with respect to t. This gives
dM(t)
dt
=
3 of 7 13/11/22, 11:23
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4 of 7 13/11/22, 11:23