moment generating function ( mgf )

"
ett )
My Lt ) = F- ( = E e
YER
Py (y )

d My Lt ) DE City)
" =

d
my ( t )
= F- ( Y ) "
dt dt

"
dt :O d- E "
py (y )
t =
e
at
YER

↳
=

yer
¥ e'
E Py (y )

"
= E ye Pylos )
DER

E
=
y Py(g) = F- ( Y)
YER

=
E
yer
¥ be
↳
by / g)

=
{ y2eᵗ↳ Pylos) / + =o
YER

= E y2 = C- (y2 )
DER

Q :

suppose that y is a random variable with pmf ex 3.10

( É) ↳ 9=112,3
Py (g) {
; ,
. . .

0; elsewhere

Find F- (
y)
solution .
.

E
Ely )=
YER
Y Py ly )

F- (4) = E is Pyly)
↳ = 1

a
=
E y (E) Y
y =L

}
=
It 2( E)2+3 ( t ) + 4 (E) 4- ..
.

=
{ (E) +
'
+ (1) 3T (E) % .
_

(f) 4.+
?
( É) (E)
'
+ + .
.
.

(E) %
'
(E) t . _.

(E) % .
.

3
= It É + (1)
2
+ (1)

=
1-
=
1- Y,
=
2

My Lt )= Ele ᵗY ) =

YER
E
eᵗ↳Py (g)
&

= E (E) Yet 's

4=1

=
E ( { et )Y
y=l
My / t) -_
{ et + ( { et )2 +
( { et )
} 1-
( { et)4 , . .
.

1- { et

= ÷

et
=

2- et

My"lt ) / e=o Ctlz et ) e2ᵗ

|t=o
=
-
+

2
(z - et )

=
ll2;
= 2

11
ex 3-
let the random variable 4 have pmf Pylos ) given by

{ (3-9) 4=0 ,
, , z

{
,

Py / g) =

0 ; otherwise

verity bris the method of

mgf that f- (g) =
% and VCYI :& .
 E (f) = É is Py In )
4=0

=
É Y
•
¥13 -
y)
4=0

( et
"

melt ) = ± )
= E et" Py ly )
yep

=
É et"
% [ 3- 4)
y=0

§ ÷
2ᵗ
=
£ + et t
@

d^% / kettle /
"
=

+ =◦
+ = ,

=
↳ +
§
=

13

§ /
"
F- ( 42 ) et
=
t
5- e
c- =

↳ "ylt ) /
rn
to
◦

=
Is +
%
= I

'
V / 4) =
Elp ) 2- ( Elp ) ]

= I -
( -23 32

= I -

¥
=

¥
Binomial Drshibntron

In -9
(G) P ( I p ° 1
-

2
-

-
/ ,
,
- _ . -

, n

Pylos ) :

( o ; elsewhere

( atb )
"
=
E (1) an
-
K
b
"

K -0
-

↓
binomial

expansion

"
É P
"
( 1-b)
" →
that

(
shows
( Ip ) +p ) =
= , →
b. = 0 binomial is

valid

↑
4--1 p -

;
b =p

C- ( y ) : E spy lls )
y C-R

-9
)ⁿ
(1)
n "
P / i -
p
-
E y

5=0

h
yn ! Y
E pjn
-

☐
=
P ( 1-
9=0
¥ , ?

n.in?:::i::i-..
" "
b- '
=
E P p ( Ip )
 "

É ,¥,;?→
" -
' n -
b
P Cup >
=np , ,
y= I

let n=y -1 and m=n -

I

m
!
npgm.sn#pnCi-p)m-aN=0
m
E. (b) = np E

(1) pull
n
)m
-

p
E
-

-
_
np
n :O

=nPy
n

C- Ly
'
)= E 42 Py / y )
Yeo

=
E [ 4 + ycy -11JPY cos ]
9=0

n n

=
Ey Py (g) + Eycy - 1) Py 14 )
4=0 4=0

(G) pbli
-9
E bly 1)
-

p )n

(
-

9=0

s
=
§ blht) pbc , _
p ]
" -
D
b=o ↳ ! Cn -
y) !
 n ph 2p2
-

→
= E y(y-l)n-Cn-1)ln- pls ( 1- pjn
-
Y
4=0 2) ? Cn 4) !
bly -1 ) ( y
-
-

n -2
( n -27 !
= nln 1) p2 E pls
-2
-
- n -
b
[1 -
p
]
4=2 ( g- 2)! (n y) !
-

let 2=9--2 ;
let men -2

' m
'
P2
=ncn
(Mn ) pnci
-

)m
n
[
-

-
p
h :O

= ncn - 1) p2
2

✓ ( Y ) : ECT
≥
) -

⇐ (
y) ]

= rip + pln - 1) P2 - ( np )
-

n' PZ n p 2- nap
2
up + -

= np -
np2

= n
(p - p2)

= n [ 1 -

p ]p

q=i p
npq
-

=
;