147k views
0 votes
Correctly identify the distribution associated with the following moment generating functions: a) Beta

b) Uniform
c) Exponential
d) Gamma
e) Lognormal
f) Normal
g) Weibull

User Rsanden
by
7.4k points

1 Answer

3 votes

Final answer:

The moment generating functions for different distributions are explained.

Step-by-step explanation:

a) Beta Distribution: The moment generating function for the beta distribution does not have a closed form expression. Therefore, it is not possible to identify it based on the moment generating function.

b) Uniform Distribution: The moment generating function for the uniform distribution on the interval [a, b] is given by M(t) = (e^(bt) - e^(at)) / (t(b - a)).

c) Exponential Distribution: The moment generating function for the exponential distribution with rate parameter λ is given by M(t) = 1 / (1 - t/λ).

d) Gamma Distribution: The moment generating function for the gamma distribution with shape parameter k and rate parameter θ is given by M(t) = (1 - t/θ)^(-k).

e) Lognormal Distribution: The moment generating function for the lognormal distribution with parameters μ and σ is not available in closed form. Therefore, it is not possible to identify it based on the moment generating function.

f) Normal Distribution: The moment generating function for the normal distribution with mean μ and variance σ^2 is given by M(t) = e^(μt + (σ^2t^2)/2).

g) Weibull Distribution: The moment generating function for the Weibull distribution with shape parameter k and scale parameter λ is given by M(t) = (1 - t/λ)^(-k).

User Tommaso Belluzzo
by
8.2k points