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Moments and Expectations Tutorial

The document discusses finding moments, mathematical expectations, and moment generating functions for different probability distributions and random variables. It contains 5 problems involving calculating moments, means, variances, and expectations for distributions describing dice rolls, coin tosses, and other random processes.

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15 views1 page

Moments and Expectations Tutorial

The document discusses finding moments, mathematical expectations, and moment generating functions for different probability distributions and random variables. It contains 5 problems involving calculating moments, means, variances, and expectations for distributions describing dice rolls, coin tosses, and other random processes.

Uploaded by

avm5439
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Tutorial 7: Moments, Mathematical Expectations and Moment Generating Function.

1) A random variable X has probability distribution function P(X = x) = 1⁄(2x ) , x= 1, 2, 3 … Find


the Moment Generating Function and hence, the mean and variance.
4
2) A continuous random variable X has the probability distribution f(X) = x(9 − x 2 ) ,0 ≤ X ≤ 3
81
and f(X) = 0 otherwise. Find the first four moments about the origin and the mean.
3) Find the expectation of the sum and the product of the number of points on the throw of n dice.
4) A random variable X has the following probability distribution

X 0 1 2
P(X=x) 1/3 1/3 1/3

Find the Moment Generating Function, first four raw moments and first four central moments.
5) A and B toss a fair coin alternatively. One who gets a head first wins Rs. 12. If A stars, find their
mathematical expectations.

Answer:
𝑒𝑡
1) Moment Generating Function=2−𝑒 𝑡 , Mean=2, Variance=2.

2) The first four moments about the origin

8/5, 3, 216/35, 27/2

The first four moments about the mean

0, 11/25, -32/875, 3693/8750


7n 7 n
3) , (2)
2

1
4) Moment Generating Function=3 (1 + 𝑒 𝑡 + 𝑒 2𝑡 )

The first four moments about the origin

1, 5/3, 9/3, 17/3

The first four moments about the mean

0, 2/3, 0, 2/3

5) Rs. 8, 4

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