Practice Additivity - 11.3.2.3 | 11. Moments and Moment Generating Functions | Mathematics - iii (Differential Calculus) - Vol 3
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Additivity

11.3.2.3 - Additivity

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Practice Questions

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Question 1 Easy

What is the definition of the moment-generating function?

💡 Hint: Think about what moments are used for in statistics.

Question 2 Easy

State the additivity property of MGFs.

💡 Hint: What happens when you combine MGFs mathematically?

4 more questions available

Interactive Quizzes

Quick quizzes to reinforce your learning

Question 1

What is the additivity property of moment-generating functions?

M_{X+Y}(t) = M_X(t) + M_Y(t)
M_{X+Y}(t) = M_X(t) * M_Y(t)
M_X(t) = M_Y(t)

💡 Hint: Focus on how MGFs relate when combining random variables.

Question 2

True or False:MGFs can only be applied to continuous random variables.

True
False

💡 Hint: Consider the characteristics of different types of variables.

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Challenge Problems

Push your limits with advanced challenges

Challenge 1 Hard

In a system where two independent components have lifetimes distributed with MGFs M_X(t) = e^{3t} and M_Y(t) = e^{4t}, derive the MGF for the overall system. Discuss how this impacts reliability.

💡 Hint: Focus on the strengths of each MGF and how they combine.

Challenge 2 Hard

For two independent random variables representing the heights of plants where M_X(t) = 1/(1 - t) and M_Y(t) = 1/(1 - 2t), find M_{X+Y}(t) and discuss the implications for variance.

💡 Hint: Remember how MGFs link moments and variance through their structure.

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