Math Problem Statement

If the generating function of a discrete random variable is \( G_X(t) = 1 - \sqrt{1 - t} \), find the probabilities for \( P(X = k) \) for \( k = 1, 2, \dots \). Explain why \( P(X = 0) = 0 \).

Solution

To solve this problem, we need to analyze the generating function GX(t)=11tG_X(t) = 1 - \sqrt{1 - t} and derive the probabilities P(X=k)P(X = k) for k=1,2,k = 1, 2, \dots by expanding this generating function in a power series. The coefficients of the terms in the series will correspond to the probabilities P(X=k)P(X = k).

Step 1: Expand GX(t)G_X(t) as a Power Series

The generating function GX(t)=11tG_X(t) = 1 - \sqrt{1 - t} can be expanded using the binomial series. The square root can be expanded as: 1t=n=0(1/2n)(t)n=n=0(1)n(1/2)(1/21)(1/2n+1)n!tn\sqrt{1 - t} = \sum_{n=0}^{\infty} \binom{1/2}{n} (-t)^n = \sum_{n=0}^{\infty} \frac{(-1)^n \cdot (1/2)(1/2 - 1) \cdots (1/2 - n + 1)}{n!} t^n Thus, GX(t)=1n=0(1)n(1/2)(1/21)(1/2n+1)n!tnG_X(t) = 1 - \sum_{n=0}^{\infty} \frac{(-1)^n \cdot (1/2)(1/2 - 1) \cdots (1/2 - n + 1)}{n!} t^n

We can compute the first few terms to determine the probabilities for P(X=k)P(X = k).

Step 2: Explanation of P(X=0)=0P(X = 0) = 0

For the probability P(X=0)P(X = 0), we need to consider the constant term in the expansion. Since the generating function GX(t)G_X(t) starts with 11t1 - \sqrt{1 - t}, the constant term for t0t^0 in this expansion does not represent a probability. Thus, P(X=0)=0P(X = 0) = 0.

Would you like me to compute specific probabilities P(X=k)P(X = k) for certain values of kk, or would you like further expansion on this process?

Follow-up Questions:

  1. Would you like a full series expansion of GX(t)G_X(t) to see higher probabilities?
  2. Do you want a breakdown of the binomial expansion process for 1t\sqrt{1 - t}?
  3. Would you like to see examples of other probability generating functions?
  4. Are you interested in how generating functions relate to moment calculations?
  5. Would you like a deeper explanation of why the constant term corresponds to P(X=0)=0P(X = 0) = 0?

Tip:

Remember that the generating function GX(t)G_X(t) is a powerful tool for determining the probabilities of a discrete random variable by identifying the coefficients of tkt^k terms in its expansion.

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Math Problem Analysis

Mathematical Concepts

Probability Generating Functions
Power Series Expansion
Discrete Random Variables

Formulas

Generating function: \( G_X(t) = 1 - \sqrt{1 - t} \)
Binomial series expansion for square roots: \( \sqrt{1 - t} = \sum_{n=0}^{\infty} \binom{1/2}{n} (-t)^n \)

Theorems

Binomial Theorem
Generating Functions and Probability Distribution

Suitable Grade Level

Undergraduate