STAB52H3 Study Guide - Quiz Guide: Gambling, Moment-Generating Function

93 views4 pages
School
Department
Course
Professor

Document Summary

If y = a + bx, where a and b are constants, then show that ry (t) = tarx(tb). If y = a + bx, where a and b are constants, then show that my (t) = eatmx(bt). Here"s an example of what to expect on a term test or nal: (cid:80)n (cid:80)n i=1(xi x)2. n. Suppose that x is uniformly distributed on {x1, x2, . Where x = 1 i=1 xi and sx = 1 n. Suppose x has moment generating function mx(t) = (et 1)/t. Hint: think about the series expansion of et. Prove that for any > 0 and > 0, there is a positive integer n, such that if x binomial(n, 1/2) then. P (|x/n 1/2| ) . When z n(0, 1), z has moment generating function mz(t) = et2/2. Here"s an example of what to expect on a term test or nal: