Pearson eText for Probability & Statistics for Engineers and Scientists with R -- Instant Access (Pearson+)
1st Edition
ISBN: 9780137548552
Author: Michael Akritas
Publisher: PEARSON+
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Question 1: Let X be a random variable with p.m.f
(|x| +1)²
x= -2, -1, 0, 1,2
f(x) =
C
0,
O.W
1. The value of c.
2. The c.d.f.
3. E(X).
4. E(2x+3).
5. E(X²).
6. E(3x²+4).
7. E(X(3X+4)).
8. Var(X).
9. Var (6-3X).
10. Find the m.g.f of the random variable X
Please could you explain how to do integration by parts for this question in detail please
2. Claim events on a portfolio of insurance policies follow a Poisson process with parameter
A. Individual claim amounts follow a distribution X with density:
f(x)=0.0122re001, g>0.
The insurance company calculates premiums using a premium loading of 45%.
(a) Derive the moment generating function Mx(t).
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