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Moment Generating Functions in Statistics

The document discusses moment generating functions (mgf) and their applications in calculating expected values and variances for various probability distributions, including Gamma, Exponential, Chi-square, and Uniform distributions. It provides examples and solutions for finding mgf and demonstrates properties and problems related to mgf. Key formulas and relationships, such as E(X) and V(X), are derived and illustrated through specific cases.

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pradyot swain
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0% found this document useful (0 votes)
41 views10 pages

Moment Generating Functions in Statistics

The document discusses moment generating functions (mgf) and their applications in calculating expected values and variances for various probability distributions, including Gamma, Exponential, Chi-square, and Uniform distributions. It provides examples and solutions for finding mgf and demonstrates properties and problems related to mgf. Key formulas and relationships, such as E(X) and V(X), are derived and illustrated through specific cases.

Uploaded by

pradyot swain
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

Moment generating functions (mgf)

Reference: 1. Meyer PL. Introductory probability and statistical applications. Oxford and IBH Publishing; 1965.
2. Johnson, Richard A., Irwin Miller, and John E. Freund. "Probability and statistics for engineers." (2000).

NOTE:
1. 𝐸(𝑋) is coefficient of t In 𝑀𝑋 (𝑡).
𝑡2
2. 𝐸(𝑋 2 ) is coefficient of In 𝑀𝑋 (𝑡).
2!
𝑡𝑛
3. 𝐸(𝑋 𝑛 ) is coefficient of In 𝑀𝑋 (𝑡).
𝑛!
4. 𝐸(𝑋 𝑛 ) = 𝑀𝑋𝑛 (0)

Example:
𝑒 −|𝑥|
1. Suppose that X has pdf 𝑓(𝑥) = , −∞ < 𝑥 < ∞ then find E(X) and V(X) using mgf.
2
Solution:

𝑀𝑋 (𝑡) = ∫ 𝑒 𝑡𝑥 𝑓(𝑥) 𝑑𝑥
−∞
∞ 𝑒 −|𝑥|
= ∫−∞ 𝑒 𝑡𝑥 2 𝑑𝑥
0 𝑒𝑥 ∞ 𝑒− 𝑥 0 𝑒 (1+𝑡)𝑥 ∞ 𝑒 −(1−𝑡)𝑥
= ∫−∞ 𝑒 𝑡𝑥 2 𝑑𝑥 + ∫0 𝑒 𝑡𝑥 2 𝑑𝑥= ∫−∞ 2
𝑑𝑥 + ∫0 2
𝑑𝑥

1
𝑀𝑋 (𝑡) = , -1< t <1
1−𝑡 2
𝑀𝑋1 (0) = 0
𝑀𝑋2 (0) = 2
E(X)= 0 and V(X)=2.
1 2𝑡 2
Or: 𝑀𝑋 (𝑡) = 1−𝑡 2 = 1 + 𝑡 2 + 𝑡 4 + 𝑡 6 + ⋯ = 1 + + 𝑡4 + 𝑡6 + ⋯
2
𝑡2
Cofficient of “t” E(X)= 0. Cofficient of “ 2 ” V(X)= 2-0=2
2. Let X be a random variable taking the values 0,1,2,… and 𝑓(𝑥) = 𝑎𝑏 𝑥 , 𝑎, 𝑏 > 0 & a+b=1. Find mgf
of X. If 𝐸(𝑋) = 𝑚1, 𝐸(𝑋 2 ) = 𝑚2 then S.T 𝑚2= 𝑚1 (2𝑚1 + 1).
Solution:
1 𝑎
𝑀𝑋 (𝑡) = ∑∞ 𝑥 𝑡𝑥
0 𝑎𝑏 𝑒 = 𝑎 ∑∞ 𝑡 𝑥
0 (𝑏𝑒 ) = a 1−𝑏𝑒 𝑡 = 1−𝑏𝑒 𝑡
𝑎𝑏
𝐸(𝑋) = 𝑀𝑋1 (0) =
(1 − 𝑏)2
(1 + 𝑏)𝑎𝑏
𝐸(𝑋 2 ) = 𝑀𝑋2 (0) =
(1 − 𝑏)3
Given,
𝐸(𝑋) = 𝑚1, 𝐸(𝑋 2 ) = 𝑚2
To Prove, 𝑚2= 𝑚1 (2𝑚1 + 1).
𝑎𝑏 𝑎𝑏 𝑎𝑏 2𝑎𝑏+1+𝑏 2 −2𝑏
Consider, 𝑚1 (2𝑚1 + 1) = (1−𝑏)2
(2 (1−𝑏)2 + 1) =(1−𝑏) 2
( (1−𝑏)2
)
𝑎𝑏 𝑎𝑏
= (1−𝑏)4 (2𝑏(𝑎 − 1) + 1 + 𝑏 2 )= = (1−𝑏)4 (2𝑏(−𝑏) + 1 + 𝑏 2 )= 𝑚2 .
Moment generating function for Gamma Distribution

∞ 𝛼𝑟 ∞
𝑀𝑋 (𝑡) = ∫−∞ 𝑒 𝑡𝑥 𝑓(𝑥) 𝑑𝑥 = Γ(𝑟) ∫0 𝑒 −(𝛼−𝑡)𝑥 𝑥 𝑟−1 𝑑𝑥
𝑑𝑣
Substitute, 𝑥(𝛼 − 𝑡) = 𝑣 then 𝑑𝑥 = 𝛼−𝑡
𝛼𝑟 ∞ 𝑣 𝑟−1 𝑑𝑣
𝑀𝑋 (𝑡) = Γ(𝑟) ∫0 𝑒 −𝑣 (𝛼−𝑡) 𝛼−𝑡
𝛼𝑟 ∞ −𝑣 𝑟−1
= 𝑟 ∫0
𝑒 (𝑣) 𝑑𝑣
Γ(𝑟)(𝛼−𝑡)
𝛼𝑟 𝛼 𝑟
=Γ(𝑟)(𝛼−𝑡)𝑟 Γ(𝑟) = (𝛼−𝑡)
𝑟
𝐸(𝑋) =
𝛼
2 )= 𝑟(𝑟+1)
𝐸(𝑥 2
𝛼
𝑟
V(X)=
𝛼2
Moment generating function for Exponential Distribution
Note: When we sub r=1 in gamma distribution we get exponential distribution.

∞ ∞
𝑀𝑋 (𝑡) = ∫0 𝑒 𝑡𝑥 𝑓(𝑥) 𝑑𝑥 = 𝜆 ∫0 𝑒 −(𝜆−𝑡)𝑥 𝑑𝑥

𝜆
𝑀𝑋 (𝑡) = (𝜆−𝑡), 𝑡 < 𝜆
1
𝐸(𝑋) =
𝜆
1
𝑉(𝑋) = 2
𝜆
Or:

Moment generating function for chi square Distribution

𝒏 𝟏
Special case of Gamma distribution: 𝒓 = and 𝜶 = in 𝚪 function we get 𝝌𝟐 distribution.
𝟐 𝟐
A continuous random variable X is said to have a chi-square distribution if its PDF is given by.


𝑀𝑋 (𝑡) = ∫ 𝑒 𝑡𝑥 𝑓(𝑥) 𝑑𝑥
−∞
1 𝑛
𝛼𝑟 ∞ (𝑡− )𝑥
= 𝑛
𝑛 ∫−∞ 𝑒 2 𝑥 2 −1 𝑑𝑥
Γ( )2 2
2
𝑛
𝑀𝑋 (𝑡) = (1 − 2𝑡)− 2

𝐸(𝑋) =n and V(X)= 2n


Moment generating function for Uniform Distribution
𝟏
𝒂≤𝒙≤𝒃
𝒇(𝒙) = {(𝒃 − 𝒂)
𝟎 ∞ 𝒆𝒍𝒔𝒆 𝒘𝒉𝒆𝒓𝒆
𝑀𝑋 (𝑡) = ∫ 𝑒 𝑡𝑥 𝑓(𝑥) 𝑑𝑥
−∞
1 ∞
= ∫ 𝑒 𝑡𝑥 𝑑𝑥
𝑏−𝑎 −∞
1
= 𝑡(𝑏−𝑎) (𝑒 𝑏𝑡 − 𝑒 𝑎𝑡 )
Expand and get the suitable coefficient in the expanssion to find E(X) and V(X).
(𝒂+𝒃)
Mean E(X) = 𝟐
𝟐 (𝒂𝟐 + 𝒃𝟐 +𝒂𝒃)
E(𝑿 ) = 𝟑
(𝒃−𝒂)𝟐
Variance V(X) = E(𝑿𝟐 ) – [𝑬(𝑿)]𝟐 = 𝟏𝟐

2
[𝑥−(𝑡σ2 +μ] ∞ 2 1
By substituting, 𝑣 = [ ] 𝑎𝑛𝑑 𝑑𝑥 = 𝜎 2 𝑑𝑣 and ∫−∞ 𝑒 −𝑥 𝑑𝑥 = Γ(2) = √𝜋
𝜎2

Solution:
Properties of mgf
Reproductive Properties of mgf
Problems:
1. Find the mgf of random variable X which is uniformly distributed with an interval
(-a, a) and hence find 𝐸(𝑋 2𝑛 ).
𝑒 𝑎𝑡 −𝑒 −𝑎𝑡 1
Solution: 𝑋~ 𝑈(−𝑎, 𝑎) = we know, 𝑀𝑋 (𝑡) = 𝑡(𝑏−𝑎) (𝑒 𝑏𝑡 − 𝑒 𝑎𝑡 )
(𝑎+𝑎)𝑡
𝑒 𝑎𝑡 −𝑒 −𝑎𝑡
= (2𝑎)𝑡
, by expanding
𝑡 2𝑛 𝑎2𝑛
𝐸(𝑋 2𝑛 ) = 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 =
(2𝑛)! (2𝑛+1)

2. If X is normally distributed with mean 𝜇 and variance, 𝜎 2 then show that


𝐸(𝑋 − 𝜇)2𝑛 = 1.3.5 … . (2𝑛 − 1)𝜎 2𝑛 .
𝜎2 𝑡 2
2 ), 𝜇𝑡+
Solution: Given 𝑋~𝑁(𝜇, 𝜎 𝑀𝑋 (𝑡) = 𝑒 2

Let Y= (𝑋 − 𝜇)
𝑡 2𝑛
To get E(𝑌 2𝑛 )= The coefficient of (2𝑛)! in 𝑀𝑌 (𝑡).
𝑀𝑌 (𝑡) = 𝐸 (𝑒 𝑡𝑦 )= 𝐸(𝑒 𝑡(𝑥−𝜇) )
= 𝐸(𝑒 𝑡𝑥 )𝐸(𝑒 −𝜇𝑡 )
= 𝑀𝑋 (𝑡) 𝐸(𝑒 −𝜇𝑡 )
𝜎2 𝑡2 𝜎2 𝑡2 2 3
𝜎2𝑡 2 1 𝜎2𝑡 2 1 𝜎2𝑡 2
𝑀𝑌 (𝑡) = 𝑒 𝜇𝑡+ 2 𝑒 −𝜇𝑡 = 𝑒 2 =1+( )+ ( ) + 3! ( ) +⋯
2 2! 2 2
𝑡 2𝑛 𝜎 2𝑛 (2𝑛)! (2𝑛)!
E(𝑌 2𝑛 )= The coefficient of (2𝑛)! in 𝑀𝑌 (𝑡)= = * 𝜎 2𝑛
2𝑛 𝑛! 2𝑛 𝑛!
(2𝑛)(2𝑛−1)(2𝑛−2)…(3)(2)(1)
= * 𝜎 2𝑛
(2𝑛)(2𝑛−2)(2𝑛−4)…(6)(4)(2)
= 1.3.5 … . (2𝑛 − 1)𝜎 2𝑛 .

3. Let 𝑋1 ~𝜒 2 (3), 𝑋2 ~𝜒 2 (5) and Z= 𝑋1 + 𝑋2 where 𝑋1 𝑎𝑛𝑑 𝑋2 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 random


variables. Find 𝑀𝑍 (𝑡) and 𝑉(𝑍) 𝑎𝑛𝑑 𝑝𝑑𝑓 𝑜𝑓 𝑍.
Solution:
3
𝑋1 ~𝜒 2 (3) gives 𝑀𝑋1 (𝑡) = (1 − 2𝑡) − 2
5
𝑋2 ~𝜒 2 (5) gives 𝑀𝑋2 (𝑡) = (1 − 2𝑡) – 2
8
𝑀𝑍 (𝑡) = 𝑀𝑋1 (𝑡)𝑀𝑋2 (𝑡) = (1 − 2𝑡) − 2 ~𝜒 2 (8)
Therefore, 𝑉(𝑍) = 2𝑛 = 2 (8) = 16. Where 𝑛 = 8.

𝑛 𝑍 𝑍
−1 − −
𝑍2 𝑒 2 𝑍3𝑒 2
, 𝑍>0
f(Z)= { 2𝑛2 Γ(𝑛/2) = { 24Γ(4) , 𝑍 > 0
0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
4. Let 𝑋1 , 𝑋2 𝑎𝑛𝑑 𝑋3 𝑎𝑟𝑒 3 independent random variable having normal distributions
with parameter (4, 1), (5,2), (7, 3) respectively. Let 𝑌 = 2𝑋1 + 2𝑋2 + 𝑋3 . Find the pdf
𝑌−𝜇 2
of 𝑉 = ( ) , where 𝜇 𝑎𝑛𝑑 𝜎 are the mean and standard deviation of Y.
𝜎
Solution:
𝜎2𝑡 2
𝜇𝑡+
𝑀𝑋 (𝑡) = 𝑒 2
𝑌~𝑁(2 ∗ 4 + 2 ∗ 5 + 1 ∗ 7, 2 ∗ 1 + 22 ∗ 2 + 1 ∗ 3) 2

𝑌~𝑁(25, 15)
15𝑡 2
25𝑡+
𝑀𝑌 (𝑡) = 𝑒 2
We have,

𝑌−25 2
Therefore,𝑉 = ( ) = 𝑍 2 ~𝜒 2 (1)
√15

𝑣 1 𝑣 1
− − − −
𝑒 2 𝑣 2 𝑒 2 𝑣 2
1 , 𝑣>0 , 𝑣>0
f(V)= { 1
22 Γ( ) ={ √𝜋 2 2
1
2
0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
3
5. If a random variable X has mgf 𝑀𝑋 (𝑡) = then find the standard deviation of the
3−𝑡
random variable X.
Solution:

3 3 1 𝑡 −1 𝑡 𝑡 2
𝑀𝑋 (𝑡) = = 𝑡 = 𝑡 = (1 − ) =1+ +( ) +⋯
3−𝑡 3(1−3) (1−3) 3 3 3
1
𝐸(𝑋) = 𝑐𝑜𝑒𝑓 𝑜𝑓 𝑡 𝑖𝑛 𝑀𝑋 (𝑡) =
3
𝑡2
2)
1 2
𝐸(𝑋 = 𝑐𝑜𝑒𝑓 𝑜𝑓 𝑖𝑛 𝑀𝑋 (𝑡) = 2! =
2! 9 9
1 1
𝑉(𝑋) = . 𝐻𝑒𝑛𝑐𝑒, 𝜎 =
9 3
6. Let X be random variable having probability mass function p(x=k) = p(1 − 𝑝)𝑘−1 ,
𝑘 = 1,2,3 … 𝑛. Find 𝑀𝑋 (𝑡) and V(X).
Solution:
𝑀𝑋 (𝑡) = ∑𝑛1 𝑒 𝑡𝑥 𝑝(𝑋 = 𝑥)

= ∑𝑛1 𝑒 𝑡𝑥 p(1 − 𝑝)𝑥−1

𝑝
= ∑𝑛1 𝑒 𝑡𝑥 (1 − 𝑝)𝑥
𝑝−1
𝑝
= ∑𝑛1(𝑒 𝑡 (1 − 𝑝))𝑥 , Expanding
1−𝑝
𝑝
= {(𝑒 𝑡 (1 − 𝑝)) + (𝑒 𝑡 (1 − 𝑝))2 + ⋯ }
1−𝑝
𝑝
= (𝑒 𝑡 (1 − 𝑝)){1 + (𝑒 𝑡 (1 − 𝑝)) + (𝑒 𝑡 (1 − 𝑝))2 + ⋯ }
1−𝑝
𝑝 𝑡
1 𝑝𝑒 𝑡
𝑀𝑋 (𝑡) = ∗ (𝑒 (1 − 𝑝)) ∗ =
1−𝑝 1 − 𝑒 𝑡 (1 − 𝑝) 1 − 𝑒 𝑡 (1 − 𝑝)
𝑝𝑒 𝑡
𝑀𝑋1 (𝑡) = [1−𝑒 𝑡(1−𝑝)]2,
1
at t=o, E(X)=
𝑝
and
1 2(1 − 𝑝)
𝐸 (𝑋 2 ) =
+
𝑝 𝑝2
1−𝑝
𝑉(𝑋) = 2
𝑝
7. If X has pdf f(x)= 𝜆𝑒 −𝜆(𝑥−𝑎) , 𝑋 ≥ 𝑎, find the mgf of X and hence find V(X).
Ans: Given is an exponential distribution.

𝑀𝑋 (𝑡) = ∫ 𝑒 𝑡𝑥 𝑓(𝑥) 𝑑𝑥
−∞

= ∫ 𝑒 𝑡𝑥 𝜆𝑒 −𝜆(𝑥−𝑎) 𝑑𝑥
𝑎

= 𝜆 ∫ 𝑒 𝑡𝑥 𝑒 −𝜆(𝑥−𝑎) 𝑑𝑥
𝑎
𝜆𝑎 ∞
= 𝜆𝑒 ∫𝑎 𝑒 −(𝜆−𝑡)𝑥 𝑑𝑥
𝜆𝑎
𝑒 −(𝜆−𝑡)𝑥
= 𝜆𝑒
−(𝜆 − 𝑡)
𝑒 −(𝜆−𝑡)𝑎 𝜆𝑒 𝑎𝑡
= 𝜆𝑒 𝜆𝑎 (𝜆−𝑡)
= ,𝜆>𝑡
𝜆−𝑡
1 1
E(X)= 𝑎 + and V(X)=
𝜆 𝜆2
𝑡
8. If the mgf of discrete random variable is 𝑒 4(𝑒 −1) then find P(𝑋 = 𝜇 + 𝜎) where 𝜇 and
𝜎 are the mean and S.D of X.
𝑡
Solution: 𝑀𝑋 (𝑡) = 𝑒 4(𝑒 −1)
𝑋~𝑝(𝛼) where 𝛼 = 4
Therefore E(X)= V(X)= 4,
Which gives 𝜇 = 4 𝑎𝑛𝑑 𝜎 = 2.
𝑒 −𝛼 𝛼 𝑘
P(X=k)= , k= 0,1,2,….,n
𝑘!
For, 𝛼 = 4,
𝑒 −4 4𝑘
P(X=k)=
𝑘!
𝑒 −4 46
To find P(𝑋 = 𝜇 + 𝜎)= P(𝑋 = 6)= = 0.1042.
6!

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