Mathematics, 09.09.2019 22:10 dakotaadkins20
Suppose that x has a geometric distribution where p(x) = p xβ1 (1 β p) for x = 1, 2, 3, 4, 5, . . (a) (bonus) show that the expected value e(x β 1)(x β 2) = 2p 2 (1 β p) 2 by using the facts: x[infinity] x=1 d dpp(x) = 0 and x[infinity] x=1 d 2 dp2 p(x) = 0. hints: (i) e(x β 1) = p[infinity] x=1(x β 1)p(x) = p[infinity] x=1(x β 1)p xβ1 (1 β p) (ii) using (i) and the first fact show e(x β 1) = p 1βp (iii) using (ii) and the second fact show e(x β 1)(x β 2) = 2p 2 (1βp) 2 (b) use the answer from part (a) to calculate the variance of x. (c) calculate e(a x) for some number a that is |a| < 1. (d) use the answer from part (c) to calculate e(e tx) for some number t. for which values of t does this expectation not exist?
Answers: 3
Mathematics, 21.06.2019 16:30
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Mathematics, 21.06.2019 17:30
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Suppose that x has a geometric distribution where p(x) = p xβ1 (1 β p) for x = 1, 2, 3, 4, 5, . . (...
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