Question

Exercise 5.2. Suppose that X has moment generating function

MX(t) = 1/2 + 1/3 e^−4t + 1/6 e^5t.

(a) Find the mean and variance of X by differentiating the moment generating function to find moments.
(b) Find the probability mass function of X. Use the probability mass function to check your answer for part (a)

Answer 1

Answer:

a) Mean, E(X) = - 0.5

Variance = = 9.25

b) $M_{X}(t)=E(e^{tX})$

or

⇒ $=\sum e^{tx}p(x)$

⇒ $=\frac{1}{2}+\frac{1}{3}e^{-4t}+\frac{1}{6}e^{5t}$

Step-by-step explanation:

Given:

moment generating function  of X as:

MX(t) = $\frac{1}{2} + \frac{1}{3}e^{-4t} + \frac{1}{6} e^{5t}$

a)  Now

Mean, E(X) = $M_{X}'(t=0)$

Thus,

$M_{X}'(t)=\frac{1}{3}(-4)e^{-4t}+\frac{1}{6}(5)e^{5t}$

or

$M_{X}'(t)=\frac{-4}{3}e^{-4t}+\frac{5}{6}e^{5t}$

also,

$E(X^{2})=M_{X}''(t=0)$

Thus,

$M_{X}''(t)=\frac{-4}{3}(-4)e^{-4t}+\frac{5}{6}(5)e^{5t}$

or

$M_{X}''(t)=\frac{16}{3}e^{-4t}+\frac{25}{6}e^{5t}$

Therefore,

Mean, E(X) = $M_{X}'(t=0)=\frac{-4}{3}e^{-4(0)}+\frac{5}{6}e^{5(0)}$

or

Mean, E(X) = - 0.5

and

$E(X^{2})=M_{X}''(t=0)=\frac{16}{3}e^{-4(0)}+\frac{25}{6}e^{5(0)}$

or

$E(X^{2})$ = 9.5

also,

Variance(X) = E(X²) - E(X)²

⇒ 9.5 - (-0.5)²

= 9.25

b) Now,

Let f(x) be the PMF of X

Thus,

$M_{X}(t)=E(e^{tX})$

or

⇒ $=\sum e^{tx}p(x)$

⇒ $=\frac{1}{2}+\frac{1}{3}e^{-4t}+\frac{1}{6}e^{5t}$

Therefore,

at x = 0, P(x) = $\frac{1}{2}$

at x= - 4 ,P(x) = $\frac{1}{3}$

at x = 5, P(x) = $\frac{1}{6}$

Thus,

E(X) =$\sum xP(x)=0(\frac{1}{2})+(-4)(\frac{1}{3})+5(\frac{1}{6})$

or

E(X) = - 0.5

also,$E(X^{2})=\sum x^{2}P(x)=0^{2}(\frac{1}{2})+(-4)^{2}(\frac{1}{3})+5^{2}(\frac{1}{6})$

$E(X^{2})$  = 9.5

Hence,

Var(X) = E(X²) - E(X)²

⇒ 9.5 - (-0.5)²

= 9.25