Practice Moment Generating Functions (MGFs) - 11.3 | 11. Moments and Moment Generating Functions | Mathematics - iii (Differential Calculus) - Vol 3
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Practice Questions

Test your understanding with targeted questions related to the topic.

Question 1

Easy

What is the definition of a Moment Generating Function?

💡 Hint: Think about the expected value.

Question 2

Easy

List the property that allows obtaining the r-th moment from an MGF.

💡 Hint: Consider how derivatives work.

Practice 4 more questions and get performance evaluation

Interactive Quizzes

Engage in quick quizzes to reinforce what you've learned and check your comprehension.

Question 1

What is the calculation for the first moment using an MGF?

  • M_X(0)
  • M'_X(0)
  • E[X^2]

💡 Hint: Consider what derivation reveals about the function.

Question 2

True or False: MGFs can be used for dependent random variables.

  • True
  • False

💡 Hint: Reflect on how independence affects calculations.

Solve and get performance evaluation

Challenge Problems

Push your limits with challenges.

Question 1

If X ~ N(0,1) has an MGF given by M_X(t) = exp(t^2/2), derive E[X^2] and variance.

💡 Hint: Differentiate the MGF to find moments.

Question 2

Consider a random variable with probabilities P(X=1)=1/3, P(X=2)=2/3. Find the MGF, first moment, and variance.

💡 Hint: Make sure to differentiate and evaluate properly.

Challenge and get performance evaluation