(a Find the moment-generating function of X 2 Geom(p).

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
icon
Related questions
Question

[Moment generating function] My question is (a). Could u please tell me how to solve the circled summation on the image 2? Thx :)

which happens if and only if
The above series is convergent in case
For such values of t, we have
=
pet
pe' Σ(e' (1 – p)).
(1
l=0
e(1-p) <1,
t < log
1-₂).
1
How to get 1-et (1-P)
pet
1 - et + pet
Σ(et (1 - p))² = pet.
l=0
1
1 - et (1-p)
=
Transcribed Image Text:which happens if and only if The above series is convergent in case For such values of t, we have = pet pe' Σ(e' (1 – p)). (1 l=0 e(1-p) <1, t < log 1-₂). 1 How to get 1-et (1-P) pet 1 - et + pet Σ(et (1 - p))² = pet. l=0 1 1 - et (1-p) =
3. (a Find the
moment-generating
function of X ~
Geom(p).
(b) Use the moment-generating function you found in part (a) to compute E[X].
Solution.
(a) We compute
Mx(t) = Σetæ · px(x) = Σetª ·p(1 − p)ª- |
.
x=1
x=1
= pet Σet(x-¹) (1 − p)²-1
x=1
= pe¹ Σ(e¹(1 − p))².
l=0
Transcribed Image Text:3. (a Find the moment-generating function of X ~ Geom(p). (b) Use the moment-generating function you found in part (a) to compute E[X]. Solution. (a) We compute Mx(t) = Σetæ · px(x) = Σetª ·p(1 − p)ª- | . x=1 x=1 = pet Σet(x-¹) (1 − p)²-1 x=1 = pe¹ Σ(e¹(1 − p))². l=0
Expert Solution
steps

Step by step

Solved in 3 steps with 2 images

Blurred answer