Math Problem Statement

Practical 5 (1).docx

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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 XX is given by: f(x)=12ex2,0<x<1f(x) = \frac{1}{2} e^{-\frac{x}{2}}, \quad 0 < x < 1

Step 1: Finding the Moment Generating Function (MGF)

The Moment Generating Function (MGF) MX(t)M_X(t) is defined as: MX(t)=E[etX]=etxf(x)dxM_X(t) = \mathbb{E}[e^{tX}] = \int_{-\infty}^{\infty} e^{tx} f(x) \, dx Since the pdf is given from 00 to 11, the integral is: MX(t)=01etx12ex2dxM_X(t) = \int_0^1 e^{tx} \cdot \frac{1}{2} e^{-\frac{x}{2}} \, dx Simplify the expression inside the integral: MX(t)=1201ex(t12)dxM_X(t) = \frac{1}{2} \int_0^1 e^{x \left( t - \frac{1}{2} \right)} \, dx Now, integrate: MX(t)=12[ex(t12)t12]01M_X(t) = \frac{1}{2} \left[ \frac{e^{x(t - \frac{1}{2})}}{t - \frac{1}{2}} \right]_0^1 MX(t)=12(e(t12)t121t12)M_X(t) = \frac{1}{2} \left( \frac{e^{(t - \frac{1}{2})}}{t - \frac{1}{2}} - \frac{1}{t - \frac{1}{2}} \right) MX(t)=12(e(t12)t121t12)M_X(t) = \frac{1}{2} \left( \frac{e^{(t - \frac{1}{2})}}{t - \frac{1}{2}} - \frac{1}{t - \frac{1}{2}} \right) MX(t)=12(e(t12)1t12)M_X(t) = \frac{1}{2} \left( \frac{e^{(t - \frac{1}{2})} - 1}{t - \frac{1}{2}} \right) 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:

  • The mean is the first moment of XX, which is given by: E[X]=MX(0)\mathbb{E}[X] = M_X'(0)

  • The variance is given by: Var(X)=MX(0)(MX(0))2\text{Var}(X) = M_X''(0) - (M_X'(0))^2

We can compute the first and second derivatives of the MGF MX(t)M_X(t) and evaluate them at t=0t = 0 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)