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400PracticeMGF

The document presents a series of moment-generating functions (MGFs) for various probability distributions, including Binomial, Bernoulli, Geometric, Negative Binomial, Poisson, Exponential, Gamma, Normal, and Uniform. For each MGF, it provides the distribution name, calculates the mean (μ) and variance (σ²), and computes the probability P(1 ≤ X ≤ 2). The answers are structured in a way that allows for easy identification of the distribution characteristics and relevant calculations.

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Ochora Omosa
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11 views5 pages

400PracticeMGF

The document presents a series of moment-generating functions (MGFs) for various probability distributions, including Binomial, Bernoulli, Geometric, Negative Binomial, Poisson, Exponential, Gamma, Normal, and Uniform. For each MGF, it provides the distribution name, calculates the mean (μ) and variance (σ²), and computes the probability P(1 ≤ X ≤ 2). The answers are structured in a way that allows for easy identification of the distribution characteristics and relevant calculations.

Uploaded by

Ochora Omosa
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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STAT 400 Fall 2017

Moment Generating Functions


and Probability Distributions

1. (i) Give the name of the distribution of X (if it has a name), (ii) find the values
of  and  2, and (iii) calculate P ( 1 ≤ X ≤ 2 ) when the moment-generating
function of X is given by

a) M ( t ) = ( 0.3 + 0.7 e t ) 5. b) M ( t ) = 0.45 + 0.55 e t.

2
0 .3 e t  0.6 e t 
c) M( t ) = , d) M( t ) =   ,
 t 
1  0 .7 e t  1  0.4 e 
t < – ln ( 0.7 ). t < – ln ( 0.4 ).

t 2t 3t 4t
e) M ( t ) = 0.3 e + 0.4 e + 0.2 e + 0.1 e .

10 tx
f) M( t ) =   0.1  e .
x 1

g) M( t ) = e3 e t  1 . h) M( t ) = e 3 t.

1
i) MX( t ) = , t < 0.4.
1  2.5 t

3
 1 
j) MX( t ) =   , t < 4.
 1  0.25 t 

2
k) MX( t ) = e3t + 2t .

e 5t  1
l) MX( t ) = , t ≠ 0, M X ( 0 ) = 1.
5t
Answers:

a) M ( t ) = ( 0.3 + 0.7 e t ) 5.

(i) Binomial, n = 5, p = 0.7.


(ii)  = n p = 3.5,  2 = n p ( 1 – p ) = 1.05.
 5  5
(iii)   0.7 1 0.3 4    0.7  2 0.3 3 = 0.02835 + 0.13230 = 0.16065.
1  2

b) M ( t ) = 0.45 + 0.55 e t.

(i) Bernoulli, p = 0.55. OR Binomial, n = 1, p = 0.55.


(ii)  = p = 0.55,  2 = p ( 1 – p ) = 0.2475.
(iii) 0.55 + 0 = 0.55.

0.3 e t
c) M( t ) = , t < – ln ( 0.7 ).
1  0.7 e t

(i) Geometric, p = 0.3.


1 10 1 p 70
(ii) = = , 2 = 2
= .
p 3 p 9

(iii) 0.3  0.7 1 0.3 = 0.51.

2
 0.6 e t 
d) M( t ) =   , t < – ln ( 0.4 ).
 t 
 1  0.4 e 

(i) Negative Binomial, p = 0.6, r = 2.


r 10 r  1  p  20
(ii) = = , 2 = = .
p 3 p2 9

(iii) 0 + 0.36 = 0.36.


t 2t 3t 4t
e) M ( t ) = 0.3 e + 0.4 e + 0.2 e + 0.1 e .

(i) No name. f ( 1 ) = 0.3, f ( 2 ) = 0.4, f ( 3 ) = 0.2, f ( 4 ) = 0.1.


(ii)  = 1  0.3 + 2  0.4 + 3  0.2 + 4  0.1 = 2.1.
E ( X 2 ) = 1 2  0.3 + 2 2  0.4 + 3 2  0.2 + 4 2  0.1 = 5.3.

 2 = 5.3 – 2.1 2 = 0.89.


(iii) 0.3 + 0.4 = 0.7.

10 tx
f) M( t ) =   0.1  e .
x 1

(i) Uniform on integers 1 through 10. f ( 1 ) = f ( 2 ) = … = f ( 10 ) = 0.1.


10  1 10 2  1
(ii) = = 5.5, 2 = = 8.25.
2 12
(iii) 0.1 + 0.1 = 0.2.

g) M( t ) =
t

e3 e 1 .
(i) Poisson,  = 3.

(ii)  =  = 3,  2 =  = 3.
3 1 e 3 3 2 e 3
(iii) P( 1 ≤ X ≤ 2 ) =   0.14936 + 0.22404 = 0.37340.
1! 2!

h) M( t ) = e 3 t.

(i) No name. P ( X = 3 ) = 1. OR Constant (real number) 3.

(ii)  = 3,  2 = 0.
(iii) P ( 1 ≤ X ≤ 2 ) = 0.
1
i) MX( t ) = , t < 0.4.
1  2.5 t

(i) Exponential,  = 2.5.

(ii) E ( X ) =  = 2.5, Var ( X ) =  2 = 6.25.

2
1  x 2. 5  1 2. 5  2 2.5
(iii) P( 1 ≤ X ≤ 2 ) =  2 .5
e dx = e e
1

= e – 0.4 – e – 0.8  0.220991.

3
 1 
j) MX( t ) =   , t < 4.
 1  0.25 t 

(i) Gamma,  = 3,  = 0.25.

(ii) E ( X ) =   = 0.75, Var ( X ) =   2 = 0.1875.

2 2
1  x 0.25
(iii) P( 1 ≤ X ≤ 2 ) =  x 3 1 e dx =  32 x
2
e  4 x dx
1 3  0.25
3
1

=   8 x 2 e  4 x  4 x e  4 x  e  4 x  12  0.22435.

OR

P( 1 ≤ X ≤ 2 ) = P( X ≥ 1 ) – P( X ≥ 2 )

= P ( Poisson ( 4 ) ≤ 2 ) – P ( Poisson ( 8 ) ≤ 2 )

 0.238 – 0.014 = 0.224.


2
k) MX( t ) = e3t + 2t .

(i) Normal,  = 3,  = 2.

(ii) E ( X ) =  = 3, Var ( X ) =  2 = 4.

(iii) P ( 1 ≤ X ≤ 2 ) = P ( – 1.00 ≤ Z ≤ – 0.50 ) = 0.3085 – 0.1587 = 0.1498.

e 5t 1
l) MX( t ) = , t ≠ 0, M X ( 0 ) = 1.
5t

(i) Uniform, a = 0, b = 5.

(ii) E( X ) =
ab
= 2.5, Var ( X ) =
b  a 2 =
25
.
2 12 12

(iii) P ( 1 ≤ X ≤ 2 ) = 0.20.

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