a) Find the moment generating function of X~ Bernoulli(p). LE CO

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a) Find the moment generating function of X~ Bernoulli(p).
b) Find the moment generating function of S~ Binomial(n, p).
c) Another useful fact about moment generating functions is the following:
Theorem: Suppose (Xn)n>1 is a sequence of random variables with corresponding moment
generating functions Mx, and X is a random variable with moment generating function
Mx such that for some > 0 we have Mx (1) <∞ for all / € (-6, 6). If
for all t,
lim Mx, (t) = Mx (1)
72-00
then lim,→∞ Fx₂(x) = Fx(r) for all r where Fx is continuous. That is, if the moment
generating functions of X₁ converge to the moment generating function of X, then the
distribution of X₁ converges to the distribution of X.
Binomial(n,A), then the distribution of S₁, converges to
Use this to show that if Sn
Poisson(X) as n→∞0.
Transcribed Image Text:a) Find the moment generating function of X~ Bernoulli(p). b) Find the moment generating function of S~ Binomial(n, p). c) Another useful fact about moment generating functions is the following: Theorem: Suppose (Xn)n>1 is a sequence of random variables with corresponding moment generating functions Mx, and X is a random variable with moment generating function Mx such that for some > 0 we have Mx (1) <∞ for all / € (-6, 6). If for all t, lim Mx, (t) = Mx (1) 72-00 then lim,→∞ Fx₂(x) = Fx(r) for all r where Fx is continuous. That is, if the moment generating functions of X₁ converge to the moment generating function of X, then the distribution of X₁ converges to the distribution of X. Binomial(n,A), then the distribution of S₁, converges to Use this to show that if Sn Poisson(X) as n→∞0.
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