Math Problem Statement
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4th qs. f(x)=1/2(e^(-x/2)); 0<x<1. find MGF, then compute mean and variance
Solution
To solve the problem of finding the Moment Generating Function (MGF), mean, and variance of the given probability density function (pdf), let's break it down step by step.
Given:
The pdf of is given by:
Step 1: Finding the Moment Generating Function (MGF)
The Moment Generating Function (MGF) is defined as: Since the pdf is given from to , the integral is: Simplify the expression inside the integral: Now, integrate: This is the MGF for the given pdf.
Step 2: Computing the Mean and Variance
To find the mean and variance, we use the fact that:
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The mean is the first moment of , which is given by:
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The variance is given by:
We can compute the first and second derivatives of the MGF and evaluate them at to find the mean and variance.
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Math Problem Analysis
Mathematical Concepts
Moment Generating Function (MGF)
Probability Density Function (PDF)
Mean
Variance
Formulas
Moment Generating Function (MGF) formula: M_X(t) = ∫ e^(tx) f(x) dx
Mean formula: E[X] = M_X'(0)
Variance formula: Var(X) = M_X''(0) - (M_X'(0))^2
Theorems
Moment Generating Function theorem
Derivative of MGF for mean and variance
Suitable Grade Level
Undergraduate (Probability & Statistics)
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