Math Problem Statement
If Y has a binomial distribution with n trials and probability of success p, show that the moment-generating function for Y is m(t) = (pe^t + q)^n , where q = 1 − p
Solution
To derive the moment-generating function (MGF) for a binomially distributed random variable , we need to follow these steps.
1. Definition of the Moment-Generating Function (MGF)
The moment-generating function of a random variable is defined as:
where denotes the expected value.
2. Binomial Distribution Setup
The random variable follows a binomial distribution with parameters (the number of trials) and (the probability of success in each trial). The probability mass function (PMF) for is:
3. Moment-Generating Function for the Binomial Distribution
Using the definition of the MGF, we write:
Substitute the PMF of the binomial distribution into this sum:
Now, factor out terms that don't depend on :
4. Recognizing the Binomial Theorem
The expression inside the sum resembles the binomial expansion:
Set and . Thus, the sum becomes:
5. Simplification
Since , the final expression for the moment-generating function is:
This completes the derivation of the moment-generating function for a binomially distributed random variable .
Summary
The moment-generating function for is:
where .
Would you like more details on any part of this explanation, or do you have any questions?
Here are some related questions to explore further:
- How does the MGF relate to the mean and variance of a binomial distribution?
- Can the MGF be used to find higher moments (e.g., skewness or kurtosis)?
- What is the MGF for other discrete distributions, such as the Poisson distribution?
- How would you derive the cumulative distribution function (CDF) from the binomial PMF?
- How does the moment-generating function help in proving the Central Limit Theorem for binomial distributions?
Tip: The moment-generating function is useful because it helps in calculating moments and analyzing the distribution’s behavior via its derivatives at .
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Math Problem Analysis
Mathematical Concepts
Binomial Distribution
Moment-Generating Function
Expected Value
Formulas
Moment-Generating Function (MGF): M_Y(t) = E[e^{tY}]
Binomial PMF: P(Y = k) = (n choose k) * p^k * (1-p)^(n-k)
Binomial Theorem: (a + b)^n = sum_{k=0}^{n} (n choose k) * a^k * b^{n-k}
Theorems
Binomial Theorem
Properties of Moment-Generating Functions
Suitable Grade Level
College/University Level
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