The moment-generating function of a random variable X is given by M(t) = 0.2 +0.4e5t +0.1e20t +0.3e¹⁰t (a) Find the pmf of X. (b) Find the values of E(X+3) and o² for X.
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- Let the random variable X have the moment generating function M(t) = e³t 1-t² = -1 < t < 1 What are the mean and the variance of X, respectively?Exercise 5. Assume that we have observed the following values from a normal distribution with known variance o2 = 1 and unknown mean u. 1.23 -0.67 1.16 1.67 -0.24 2.99 0.02 1.17 0.27 1.21. Test the hypothesis Ho:μ = 0 against the alternative H₁: μ0 at significance level a = 5%.The moment generating function of the random variable X is given by mx(s) = e2e-2 and the moment generating function of the random variable Y is my (s) = (et + )10. If it is assumed that the random variables X and Y are independent, find the following: (a) E(XY); (b) E[(X – Y)²] (c) Var(2X – 3Y).
- Given the moment generating function MX(t) = e 3t+8t2 , find the moment generating function of the random variable Z = 4(X − 3), and use it to determine the mean and the variance of Z.X is a random variable that has the following PDF function: fx(x) = 0.28(x + 2) + 0.38(x + 1) + 0.358(x) + 0.158(x – 1) %3D For y = x2, find: 1- fy) 2- Fy(y) 3- E[y] 4- o(b)Let X be a random variable with p.d.f. f(x)-e T123 zero elsewhere, Find the constant e.
- Let X be a random variable such that E(X²) a. V(3X-3) b. E(3x-3) = 58 and V(X) = 40. ComputeLet X be an Exponential random variable, with the moment generating function (MGF): M(t)= (1-9t)-¹. (a) Derive the MGF above. (b) Derive E(X) using the MGF. (c) Derive V(X) using the MGF. (d) Find the MGF of Y, where Y = 2X-3.b. Find E[X(X – 1)] for Poisson random variable. Use the result to find the variance of X.
- Let X be a random variable with pmf P(O)=0.2, P(1)-0.5, P(2)=0.3. Let F(X) be the cdf of X. (a) Find P(X<0.7) (b) Find F(1.3). (c) Find F(3).Let X be a discrete random variable with probability mass function -1 e P(X= k) : -, k = 0,1,2,... k! Then P(X > 1) = Select one: a. 1-2e 1 O b. С. 1 d. 1-e-1 O OLet m(t) be the moment generating function of a random variable X. Show that the random variable W = 10X is m(10t). What is the moment generating function of Z = X-5 in terms of m(t)?