Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Let the random variable X follow a geometric distribution, where X represents the number of trials until the first success in a sequence of independent
Let the random variable X follow a geometric distribution, where X represents the number of trials until the first success in a sequence of independent Bernoulli trials with P(success) = p on any trial. The probability function for X is fx(x) = (1-p)*-1p, for x = 1, 2, 3, .... ; 0, otherwise. Note: In this form, you can "visualize" what's happening here. We will try something until we succeed for the first time. We are assuming that the trials are independent, and that the probability of success remains constant from trial to trial. So, there must be x-1 failures (each occurring with probability 1 - p) before our first success (occurs with probability, p), and then we stop. a. Determine the moment generating function, M.(t) for X, and use the mgf to find Kx(t), the cumulant generating function for X. [5] b. Now, using either Mx(t) or Kx(t), show that E(X) = = and Var(X) = (1-P) P p2
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started