Practice Examples - 11.5 | 11. Moments and Moment Generating Functions | Mathematics - iii (Differential Calculus) - Vol 3
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11.5 - Examples

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Practice Questions

Test your understanding with targeted questions

Question 1 Easy

What is the MGF of a discrete random variable taking values 0 and 1 with equal probability?

💡 Hint: Use the definition of MGF, E[e^(tX)].

Question 2 Easy

Calculate the mean of a discrete random variable that takes on values 1 and 3 with probabilities 1/4 and 3/4 respectively.

💡 Hint: Use the formula E[X] = Σ(x * P(X=x)).

4 more questions available

Interactive Quizzes

Quick quizzes to reinforce your learning

Question 1

What is the MGF of a discrete random variable with possible values 0 and 1 each with probability 1/2?

(1 + e^t)/2
(1 + e^(t/2))/2
e^t

💡 Hint: Recall the formula for the MGF.

Question 2

True or False: The mean of a normally distributed random variable is always zero.

True
False

💡 Hint: Consider the definition of a normal distribution.

1 more question available

Challenge Problems

Push your limits with advanced challenges

Challenge 1 Hard

A discrete random variable X takes values 2, 3, and 5 with probabilities 0.3, 0.5, and 0.2 respectively. Calculate the MGF and derive the mean and variance.

💡 Hint: Use the definition of MGF and the formulas for mean and variance.

Challenge 2 Hard

Assume Y ~ N(μ, σ²). Prove that the mean can be derived from the MGF.

💡 Hint: Differentiate the MGF and evaluate at t=0.

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