For any random variable Z with MGF: M_Z (t)=(1/3 exp(t)+ 2/3)^5 show the distribution of Z and obtain E(Z) and Var(Z) !

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QUESTION:

For any random variable Z with MGF:

MZ(t)=(13exp(t)+23)5MZ(t)=(13exp(t)+23)5

show the distribution of Z and obtain E(Z)E(Z) and Var(Z)Var(Z) !

ANSWER:

Random variable Z has MGF: MZ(t)=(13exp(t)+23)5MZ(t)=(13exp(t)+23)5 , which is the MGF of the Binomial distribution with parameters n=5n=5 and p=1/3p=1/3 or ZBinomial(5,13)ZBinomial(5,13).

E(Z)E(Z):

With MGF so for E(Z)=MZ(0)E(Z)=MZ(0) 

then

MZ(t)=5(13et+23)1(13et+23)4=53et(13et+23)4MZ(t)=5(13et+23)1(13et+23)4=53et(13et+23)4 E(Z)=MZ(0)=53e0(13e0+23)4)=53E(Z)=MZ(0)=53e0(13e0+23)4)=53

Var(Z)Var(Z):

Var(Z)=MZ(0)(MZ(0))2Var(Z)=M′′Z(0)(MZ(0))2

for MZ(t)M′′Z(t):

MZ(t)=53[et(13et+23)4+43e2t(13et+23)3]M′′Z(t)=53[et(13et+23)4+43e2t(13et+23)3] MZ(0)=53[e0(13e0+23)4+43e2.0(13e0+23)3]=53[1+43]=359M′′Z(0)=53[e0(13e0+23)4+43e2.0(13e0+23)3]=53[1+43]=359

so,

Var(Z)=MZ(0)(MZ(0))2=359(53)2=359259=109Var(Z)=M′′Z(0)(MZ(0))2=359(53)2=359259=109

You can find E(Z)E(Z) and Var(Z)Var(Z) using an easy method as we know for E(Z)=npE(Z)=np and Var(Z)=np(1p)Var(Z)=np(1p) in a Binomial distribution with parameters n and p, then:

E(Z)=np=5.13=53E(Z)=np=5.13=53

Var(Z)=np(1p)=5.13(113)=5.13.23=109Var(Z)=np(1p)=5.13(113)=5.13.23=109