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Degenerate Distribution

The document describes the properties of a degenerate distribution, which has a probability mass function (PMF) that is 1 when x is equal to some value k0 and 0 everywhere else. This results in the distribution having an expected value equal to k0, a variance of 0, and a moment generating function (MGF) of ek0t.

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Chucky Chung
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95 views

Degenerate Distribution

The document describes the properties of a degenerate distribution, which has a probability mass function (PMF) that is 1 when x is equal to some value k0 and 0 everywhere else. This results in the distribution having an expected value equal to k0, a variance of 0, and a moment generating function (MGF) of ek0t.

Uploaded by

Chucky Chung
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Degenerate Distribution

Chucky Chung

1
1. PMF

f (x) = 1, x = k0 ∈ (−∞, ∞)

2. Sum to 1.

∑ ∑
k0
f (x) = f (x) = f (k0 ) = 1
x∈Sx x=k0

3. Expected value

E[X]

∑
= xf (x)
x∈Sx

∑
k0
= x = k0
x=k0

4. Variance

V ar(x)

∑
= (x − µ)2 f (x)
x∈Sx

∑
k0
= (x − µ)2 = (k0 − µ)2 = 0
x=k0

2
5. MGF

M (t)

∑
= etx f (x)
x∈Sx

∑
k0
= etx f (x)
x=k0

= ek0 t f (k0 ) = ek0 t

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