Exercise 5.2. Suppose that X has moment generating function

MX(t) = 1/2 + 1/3 e^−4t + 1/6 e^5t.

(a) Find the mean and variance of X by differentiating the moment generating function to find moments.
(b) Find the probability mass function of X. Use the probability mass function to check your answer for part (a)

Respuesta :

Answer:

a) Mean, E(X) = - 0.5

Variance = = 9.25

b) [tex]M_{X}(t)=E(e^{tX})[/tex]

or

⇒ [tex]=\sum e^{tx}p(x)[/tex]

⇒ [tex]=\frac{1}{2}+\frac{1}{3}e^{-4t}+\frac{1}{6}e^{5t}[/tex]

Step-by-step explanation:

Given:

moment generating function  of X as:

MX(t) = [tex]\frac{1}{2} + \frac{1}{3}e^{-4t} + \frac{1}{6} e^{5t}[/tex]

a)  Now

Mean, E(X) = [tex]M_{X}'(t=0)[/tex]

Thus,

[tex]M_{X}'(t)=\frac{1}{3}(-4)e^{-4t}+\frac{1}{6}(5)e^{5t}[/tex]

or

[tex]M_{X}'(t)=\frac{-4}{3}e^{-4t}+\frac{5}{6}e^{5t}[/tex]

also,

[tex]E(X^{2})=M_{X}''(t=0)[/tex]

Thus,

[tex]M_{X}''(t)=\frac{-4}{3}(-4)e^{-4t}+\frac{5}{6}(5)e^{5t}[/tex]

or

[tex]M_{X}''(t)=\frac{16}{3}e^{-4t}+\frac{25}{6}e^{5t}[/tex]

Therefore,

Mean, E(X) = [tex]M_{X}'(t=0)=\frac{-4}{3}e^{-4(0)}+\frac{5}{6}e^{5(0)}[/tex]

or

Mean, E(X) = - 0.5

and

[tex]E(X^{2})=M_{X}''(t=0)=\frac{16}{3}e^{-4(0)}+\frac{25}{6}e^{5(0)}[/tex]

or

[tex]E(X^{2})[/tex] = 9.5

also,

Variance(X) = E(X²) - E(X)²

⇒ 9.5 - (-0.5)²

= 9.25

b) Now,

Let f(x) be the PMF of X

Thus,

[tex]M_{X}(t)=E(e^{tX})[/tex]

or

⇒ [tex]=\sum e^{tx}p(x)[/tex]

⇒ [tex]=\frac{1}{2}+\frac{1}{3}e^{-4t}+\frac{1}{6}e^{5t}[/tex]

Therefore,

at x = 0, P(x) = [tex]\frac{1}{2}[/tex]

at x= - 4 ,P(x) = [tex]\frac{1}{3}[/tex]

at x = 5, P(x) = [tex]\frac{1}{6}[/tex]

Thus,

E(X) =[tex]\sum xP(x)=0(\frac{1}{2})+(-4)(\frac{1}{3})+5(\frac{1}{6})[/tex]

or

E(X) = - 0.5

also,[tex]E(X^{2})=\sum x^{2}P(x)=0^{2}(\frac{1}{2})+(-4)^{2}(\frac{1}{3})+5^{2}(\frac{1}{6})[/tex]

[tex]E(X^{2})[/tex]  = 9.5

Hence,

Var(X) = E(X²) - E(X)²

⇒ 9.5 - (-0.5)²

= 9.25