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MX (t) = E (e tX )
n
tx n
X
= e p x q n−x
x
x=0
n
X n
= (pe t )x q n−x
x
x=0
= (q + pe t )n , t ∈ R
(1)
µ = E (X ) = MX (0) = np
(2)
E (X 2 ) = MX (0) = np + n(n − 1)p 2
σ 2 = Var(X ) = E (X 2 ) − (E (X ))2
= np(1 − p)
= npq
k
Y
= MXi (t)
i=1
k
Y
= (q + pe t )ni
i=1
k
P
ni
t
= (q + pe )i=1
MY (t) = E (e tY )
∞
X y +r −1 r y
= e ty p q
r −1
y =0
∞
r
X y +r −1
= p (qe t )y
r −1
y =0
= p (1 − qe t )−r , t < − ln q
r
ψY (t) = ln MY (t)
= r ln p − r ln(1 − qe t )
SX = {x ∈ N : 0 ≤ x ≤ n, 0 ≤ x ≤ a, n − x ≤ N − a}
a(a − 1)
E (X (X − 1)) = n(n − 1)
N(N − 1)
Var(X ) = E (X 2 ) − (E (X ))2
= E (X (X − 1)) + E (X ) − (E (X ))2
a a N −n
= n 1− .
N N N −1
MX (t) = E (e tX )
X
= e tx fX (x)
x∈SX
∞
X e −λ λx
= e tx
x!
x=0
(1) (2)
µ = E (X ) = ψX (0) = λ, σ 2 = Var(X ) = ψX (0) = λ
Mean = Variance.
() Module 28 SOME SPECIAL DISCRETE DISTRIBUTIONS 17 / 22
Result 3 :
Let X1 , X2 , . . . , Xk be independent random variables with
Pk Pk
Xi ∼ P(λi ), λi > 0, i = 1, . . . , k. Then Y = Xi ∼ P( λi ).
i=1 i=1
Proof. For t ∈ R
MY (t) = E (e tY )
k
Y
= MXi (t)
i=1
k
t −1)
Y
= e λi (e
i=1
k
λi (e t −1)
P
= e i=1
k
P
which is the m.g.f. of P λi distribution. Now the result follows by
i=1
uniqueness of m.g.f.s.
() Module 28 SOME SPECIAL DISCRETE DISTRIBUTIONS 18 / 22
V. The Discrete Uniform Distribution
Let N ≥ 1 be given integer. A r.v. X is said to follow uniform distribution
on {1, 2, . . . , N} (written as X ∼ U(1 − N)) if its p.m.f. is given by
fX (x) = P(X = x)
(
1
= N , if x ∈ {1, 2, . . . , N} .
0, otherwise
N
X 1 X N +1
µ = E (X ) = xfX (x) = x=
N 2
x∈SX x=1
σ 2 = Var(X ) = E (X 2 ) − (E (X ))2
(N + 1)(2N + 1) (N + 1)2
= −
6 4
2
N −1
=
12
(1) (a) Suppose that, for some n ∈ N and p ∈ (0, 1), X ∼ Bin(n, p). Show that
Y = n − X ∼ Bin(n, 1 − p).
(b) If X ∼ Bin(n, 12 ), show that the distribution of X is symmetric. Hence
find P(X ≤ n2 ).
(2) Let X be a discrete type r.v. with support SX = {0, 1, 2, . . .}. Show
that the probability distribution of X has lack of memory property if
and only if X ∼ Ge(p), for some p ∈ (0, 1).
(3) Suppose that X ∼ Hyp(a, n, N), where a, n, N ∈ N, a ≤ N and n ≤ N.
Find the value of
E (X (X − 1) . . . (X − r + 1)),
where r ∈ N.