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Create the moment generating function for the following discrete

random variable:
X. -2 -1. 0 1 2
P(X=x) .10 .25 .30 .25. .10
Use the moment generating function to find E[Xj] for
j=1,2,3,4.

User Maxammann
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1 Answer

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Final answer:

To find the moment generating function (MGF) for a discrete random variable, use the formula M(t) = E(e^(tx)). Calculate M(t) using the given probabilities for X, and then differentiate it to find E[Xj] for j = 1, 2, 3, 4.

Step-by-step explanation:

To find the moment generating function (MGF) for a discrete random variable, we need to use the formula M(t) = E(e^(tx)), where E is the expected value and x is the random variable. For each value of x, we multiply it by e^(tx) and the corresponding probability, then sum up all the products.

In this case, the MGF for the random variable X can be calculated as follows:

M(t) = 0.10 * e^(-2t) + 0.25 * e^(-t) + 0.30 * e^(0) + 0.25 * e^t + 0.10 * e^(2t)

Now, to find E[X^j] for j = 1, 2, 3, 4, we differentiate the MGF with respect to t j times and then evaluate it at t = 0. Let's calculate each expectation:

E[X] = M'(0) = -2 * 0.10 * e^(-2*0) - 1 * 0.25 * e^(-1*0) + 0 * 0.30 * e^(0*0) + 1 * 0.25 * e^(1*0) + 2 * 0.10 * e^(2*0) = 0

E[X^2] = M''(0) = (-2)^2 * 0.10 * e^(-2*0) + (-1)^2 * 0.25 * e^(-1*0) + 0^2 * 0.30 * e^(0*0) + 1^2 * 0.25 * e^(1*0) + 2^2 * 0.10 * e^(2*0) = 0.10 + 0.25 + 0.10 = 0.45

E[X^3] = M'''(0) = (-2)^3 * 0.10 * e^(-2*0) + (-1)^3 * 0.25 * e^(-1*0) + 0^3 * 0.30 * e^(0*0) + 1^3 * 0.25 * e^(1*0) + 2^3 * 0.10 * e^(2*0) = -0.20 - 0.25 + 0.80 = 0.35

E[X^4] = M''''(0) = (-2)^4 * 0.10 * e^(-2*0) + (-1)^4 * 0.25 * e^(-1*0) + 0^4 * 0.30 * e^(0*0) + 1^4 * 0.25 * e^(1*0) + 2^4 * 0.10 * e^(2*0) = 0.40 + 0.25 + 0.40 = 1.05

User Terrymorse
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