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)5
show the distribution of Z and obtain E(Z) and Var(Z) !
ANSWER:
Random variable Z has MGF: MZ(t)=(13exp(t)+23)5 , which is the MGF of the Binomial distribution with parameters n=5 and p=1/3 or Z∼Binomial(5,13).
E(Z):
With MGF so for E(Z)=M′Z(0)
then
M′Z(t)=5(13et+23)1(13et+23)4=53et(13et+23)4
E(Z)=M′Z(0)=53e0(13e0+23)4)=53
Var(Z):
Var(Z)=M″Z(0)−(M′Z(0))2
for M″Z(t):
M″Z(t)=53[et(13et+23)4+43e2t(13et+23)3]
M″Z(0)=53[e0(13e0+23)4+43e2.0(13e0+23)3]=53[1+43]=359
so,
Var(Z)=M″Z(0)−(M′Z(0))2=359−(53)2=359−259=109
You can find E(Z) and Var(Z) using an easy method as we know for E(Z)=np and Var(Z)=np(1−p) in a Binomial distribution with parameters n and p, then:
E(Z)=np=5.13=53
Var(Z)=np(1−p)=5.13(1−13)=5.13.23=109
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