Math Problem Statement

Using geometric distribution find the mgf, mean and variance of P(X=x) =q power x-1 p

Solution

To find the moment generating function (MGF), mean, and variance of a random variable XX that follows a geometric distribution with probability mass function P(X=x)=qx1pP(X = x) = q^{x-1} p, where pp is the probability of success and q=1pq = 1 - p is the probability of failure, we can proceed as follows.

1. Moment Generating Function (MGF)

The MGF of a random variable XX, MX(t)M_X(t), is defined as: MX(t)=E[etX]M_X(t) = E[e^{tX}] For the geometric distribution, we calculate MX(t)M_X(t) as follows:

MX(t)=x=1etxP(X=x)M_X(t) = \sum_{x=1}^{\infty} e^{tx} P(X = x) Substitute P(X=x)=qx1pP(X = x) = q^{x-1} p: MX(t)=x=1etxqx1pM_X(t) = \sum_{x=1}^{\infty} e^{tx} q^{x-1} p Factor out pp: MX(t)=px=1(etq)x1etM_X(t) = p \sum_{x=1}^{\infty} (e^t q)^{x-1} e^t Let y=etqy = e^t q. Then the series becomes: [ M_X(t) = p e^t \sum_{x=

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Math Problem Analysis

Mathematical Concepts

Geometric Distribution
Moment Generating Function (MGF)
Expected Value
Variance

Formulas

MGF of Geometric Distribution: M_X(t) = p * e^t / (1 - q * e^t)
Mean of Geometric Distribution: E[X] = 1 / p
Variance of Geometric Distribution: Var[X] = q / p^2

Theorems

Moment Generating Function Definition
Geometric Distribution Properties

Suitable Grade Level

Grades 11-12