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A random variable X has moment generating function (MGF) given by 0.9. e2t if t < - In (0.1) Mx (t): 1 -0.1. e2t [infinity] otherwise Compute P(X = 2); round your answer to 4 decimal places. Answer: =

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User Lafferc
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2 votes

Answer:

To find the probability P(X = 2), we need to use the moment generating function (MGF) and the formula for the nth moment of a random variable:

Mx(t) = E[e^(tx)] = Σ [x^n P(X = x) e^(tx)]

Taking the second derivative of the MGF with respect to t, we get:

Mx''(t) = E[X^2 e^(tx)]

Setting t = 0.5 in the MGF, we get:

Mx(0.5) = 1 - 0.1e

where e is the mathematical constant e = 2.71828...

Taking the second derivative of the MGF with respect to t, we get:

Mx''(t) = 3.6e^(2t) for t < -ln(0.1)

Mx''(t) = ∞ for t ≥ -ln(0.1)

Therefore, we can write:

E[X^2] = Mx''(0) = 3.6e^0 = 3.6

Using the formula for the variance of a random variable:

Var(X) = E[X^2] - E[X]^2

We need to find E[X] first.

Taking the first derivative of the MGF with respect to t, we get:

Mx'(t) = E[X e^(tx)]

Setting t = 0.5 in the MGF, we get:

Mx'(0.5) = 1.8e

Therefore, we can write:

E[X] = Mx'(0) = 1.8

Now we can find the variance:

Var(X) = E[X^2] - E[X]^2 = 3.6 - 1.8^2 = 0.72

Finally, we can find the probability P(X = 2) using the formula for the probability mass function (PMF) of a discrete random variable:

P(X = 2) = e^(-λ) λ^k / k!

where λ is the expected value of the random variable, which is also the parameter of the Poisson distribution.

In this case, λ = E[X] = 1.8, and k = 2.

Therefore, we can write:

P(X = 2) = e^(-1.8) (1.8)^2 / 2! ≈ 0.1638

Rounding to 4 decimal places, we get:

P(X = 2) ≈ 0.1638

hope it helps!!

answered
User John Towers
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