Given the moment generating function, find P(X>1). [on hold]












-2














enter image description here



I tried this problem using Chebysev's inequality but I failed. One more thing I realized later on that Chebysev's inequality will not work here because after all its an inequality.



Any help will be appreciated. Thanks










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put on hold as off-topic by RRL, Xander Henderson, Did, Cesareo, Saad 9 hours ago


This question appears to be off-topic. The users who voted to close gave this specific reason:


  • "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – RRL, Xander Henderson, Did, Cesareo, Saad

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  • 1




    I think you are supposed to use your pattern-matching skills to find the distribution of $X$, and then to read off the answer.
    – kimchi lover
    Jan 4 at 1:44










  • Even the distribution is not needed, only $P(X=0)$ and $P(X=1)$ are -- and these are direct to extract from the MGF.
    – Did
    10 hours ago


















-2














enter image description here



I tried this problem using Chebysev's inequality but I failed. One more thing I realized later on that Chebysev's inequality will not work here because after all its an inequality.



Any help will be appreciated. Thanks










share|cite|improve this question













put on hold as off-topic by RRL, Xander Henderson, Did, Cesareo, Saad 9 hours ago


This question appears to be off-topic. The users who voted to close gave this specific reason:


  • "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – RRL, Xander Henderson, Did, Cesareo, Saad

If this question can be reworded to fit the rules in the help center, please edit the question.









  • 1




    I think you are supposed to use your pattern-matching skills to find the distribution of $X$, and then to read off the answer.
    – kimchi lover
    Jan 4 at 1:44










  • Even the distribution is not needed, only $P(X=0)$ and $P(X=1)$ are -- and these are direct to extract from the MGF.
    – Did
    10 hours ago
















-2












-2








-2


1





enter image description here



I tried this problem using Chebysev's inequality but I failed. One more thing I realized later on that Chebysev's inequality will not work here because after all its an inequality.



Any help will be appreciated. Thanks










share|cite|improve this question













enter image description here



I tried this problem using Chebysev's inequality but I failed. One more thing I realized later on that Chebysev's inequality will not work here because after all its an inequality.



Any help will be appreciated. Thanks







probability moment-generating-functions moment-problem






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asked Jan 4 at 1:38









SinghSingh

1,161934




1,161934




put on hold as off-topic by RRL, Xander Henderson, Did, Cesareo, Saad 9 hours ago


This question appears to be off-topic. The users who voted to close gave this specific reason:


  • "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – RRL, Xander Henderson, Did, Cesareo, Saad

If this question can be reworded to fit the rules in the help center, please edit the question.




put on hold as off-topic by RRL, Xander Henderson, Did, Cesareo, Saad 9 hours ago


This question appears to be off-topic. The users who voted to close gave this specific reason:


  • "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – RRL, Xander Henderson, Did, Cesareo, Saad

If this question can be reworded to fit the rules in the help center, please edit the question.








  • 1




    I think you are supposed to use your pattern-matching skills to find the distribution of $X$, and then to read off the answer.
    – kimchi lover
    Jan 4 at 1:44










  • Even the distribution is not needed, only $P(X=0)$ and $P(X=1)$ are -- and these are direct to extract from the MGF.
    – Did
    10 hours ago
















  • 1




    I think you are supposed to use your pattern-matching skills to find the distribution of $X$, and then to read off the answer.
    – kimchi lover
    Jan 4 at 1:44










  • Even the distribution is not needed, only $P(X=0)$ and $P(X=1)$ are -- and these are direct to extract from the MGF.
    – Did
    10 hours ago










1




1




I think you are supposed to use your pattern-matching skills to find the distribution of $X$, and then to read off the answer.
– kimchi lover
Jan 4 at 1:44




I think you are supposed to use your pattern-matching skills to find the distribution of $X$, and then to read off the answer.
– kimchi lover
Jan 4 at 1:44












Even the distribution is not needed, only $P(X=0)$ and $P(X=1)$ are -- and these are direct to extract from the MGF.
– Did
10 hours ago






Even the distribution is not needed, only $P(X=0)$ and $P(X=1)$ are -- and these are direct to extract from the MGF.
– Did
10 hours ago












2 Answers
2






active

oldest

votes


















2














Guide:



$$frac1{216}{(5+e^t)^3}=left(frac{5+e^t}{6}right)^3=left( left(1-frac{1}{6}right)e^{tcdot 0}+frac{1}6e^{tcdot 1}right)^3$$



Notice that $left( left(1-frac{1}{6}right)e^{tcdot 0}+frac{1}6e^{tcdot 1}right)$ is a Bernoulli distribution.



Hopefully you can interpret what happens when we cube it.






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    1














    Let us assume that $f$ is the density of our random variable $X$. From
    $$ M_X(t) = mathbb{E}[e^{tX}]=int_{-infty}^{+infty}e^{tx}f(x),dx $$
    $$ mathbb{P}[X>1] = int_{-infty}^{+infty}mathbb{1}_{x>1}(x) f(x),dx $$
    we have that the question is solved by expressing $mathbb{1}_{x>1}(x)$ in terms of exponentials. $mathbb{1}_{x>1}(x)$ is the inverse Laplace transform of $frac{1}{s e^s}$ and $frac{1}{t e^t}=int_{-infty}^{-1}e^{tx},dt$, bingo. This gives, in general,



    $$ mathbb{P}[X>1] = 1 - mathcal{L}^{-1}left(frac{M_X(-t)}{t}right)(1).$$
    In our case
    $$ frac{M_X(-t)}{t} = frac{1}{6^3 t}(5+e^{-t})^3 $$
    has an inverse Laplace transform which is piecewise-constant and reveals the obvious: $X$ takes the value $0$ with probability $frac{5^3}{6^3}$, the value $1$ with probability $frac{5^2cdot 3}{6^3}$, the value $2$ with probability $frac{5cdot 3}{6^3}$ and the value $3$ with probability $frac{1}{6^3}$, so the answer is $frac{16}{216}=frac{2}{27}$.






    share|cite|improve this answer




























      2 Answers
      2






      active

      oldest

      votes








      2 Answers
      2






      active

      oldest

      votes









      active

      oldest

      votes






      active

      oldest

      votes









      2














      Guide:



      $$frac1{216}{(5+e^t)^3}=left(frac{5+e^t}{6}right)^3=left( left(1-frac{1}{6}right)e^{tcdot 0}+frac{1}6e^{tcdot 1}right)^3$$



      Notice that $left( left(1-frac{1}{6}right)e^{tcdot 0}+frac{1}6e^{tcdot 1}right)$ is a Bernoulli distribution.



      Hopefully you can interpret what happens when we cube it.






      share|cite|improve this answer


























        2














        Guide:



        $$frac1{216}{(5+e^t)^3}=left(frac{5+e^t}{6}right)^3=left( left(1-frac{1}{6}right)e^{tcdot 0}+frac{1}6e^{tcdot 1}right)^3$$



        Notice that $left( left(1-frac{1}{6}right)e^{tcdot 0}+frac{1}6e^{tcdot 1}right)$ is a Bernoulli distribution.



        Hopefully you can interpret what happens when we cube it.






        share|cite|improve this answer
























          2












          2








          2






          Guide:



          $$frac1{216}{(5+e^t)^3}=left(frac{5+e^t}{6}right)^3=left( left(1-frac{1}{6}right)e^{tcdot 0}+frac{1}6e^{tcdot 1}right)^3$$



          Notice that $left( left(1-frac{1}{6}right)e^{tcdot 0}+frac{1}6e^{tcdot 1}right)$ is a Bernoulli distribution.



          Hopefully you can interpret what happens when we cube it.






          share|cite|improve this answer












          Guide:



          $$frac1{216}{(5+e^t)^3}=left(frac{5+e^t}{6}right)^3=left( left(1-frac{1}{6}right)e^{tcdot 0}+frac{1}6e^{tcdot 1}right)^3$$



          Notice that $left( left(1-frac{1}{6}right)e^{tcdot 0}+frac{1}6e^{tcdot 1}right)$ is a Bernoulli distribution.



          Hopefully you can interpret what happens when we cube it.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Jan 4 at 1:55









          Siong Thye GohSiong Thye Goh

          99.6k1464117




          99.6k1464117























              1














              Let us assume that $f$ is the density of our random variable $X$. From
              $$ M_X(t) = mathbb{E}[e^{tX}]=int_{-infty}^{+infty}e^{tx}f(x),dx $$
              $$ mathbb{P}[X>1] = int_{-infty}^{+infty}mathbb{1}_{x>1}(x) f(x),dx $$
              we have that the question is solved by expressing $mathbb{1}_{x>1}(x)$ in terms of exponentials. $mathbb{1}_{x>1}(x)$ is the inverse Laplace transform of $frac{1}{s e^s}$ and $frac{1}{t e^t}=int_{-infty}^{-1}e^{tx},dt$, bingo. This gives, in general,



              $$ mathbb{P}[X>1] = 1 - mathcal{L}^{-1}left(frac{M_X(-t)}{t}right)(1).$$
              In our case
              $$ frac{M_X(-t)}{t} = frac{1}{6^3 t}(5+e^{-t})^3 $$
              has an inverse Laplace transform which is piecewise-constant and reveals the obvious: $X$ takes the value $0$ with probability $frac{5^3}{6^3}$, the value $1$ with probability $frac{5^2cdot 3}{6^3}$, the value $2$ with probability $frac{5cdot 3}{6^3}$ and the value $3$ with probability $frac{1}{6^3}$, so the answer is $frac{16}{216}=frac{2}{27}$.






              share|cite|improve this answer


























                1














                Let us assume that $f$ is the density of our random variable $X$. From
                $$ M_X(t) = mathbb{E}[e^{tX}]=int_{-infty}^{+infty}e^{tx}f(x),dx $$
                $$ mathbb{P}[X>1] = int_{-infty}^{+infty}mathbb{1}_{x>1}(x) f(x),dx $$
                we have that the question is solved by expressing $mathbb{1}_{x>1}(x)$ in terms of exponentials. $mathbb{1}_{x>1}(x)$ is the inverse Laplace transform of $frac{1}{s e^s}$ and $frac{1}{t e^t}=int_{-infty}^{-1}e^{tx},dt$, bingo. This gives, in general,



                $$ mathbb{P}[X>1] = 1 - mathcal{L}^{-1}left(frac{M_X(-t)}{t}right)(1).$$
                In our case
                $$ frac{M_X(-t)}{t} = frac{1}{6^3 t}(5+e^{-t})^3 $$
                has an inverse Laplace transform which is piecewise-constant and reveals the obvious: $X$ takes the value $0$ with probability $frac{5^3}{6^3}$, the value $1$ with probability $frac{5^2cdot 3}{6^3}$, the value $2$ with probability $frac{5cdot 3}{6^3}$ and the value $3$ with probability $frac{1}{6^3}$, so the answer is $frac{16}{216}=frac{2}{27}$.






                share|cite|improve this answer
























                  1












                  1








                  1






                  Let us assume that $f$ is the density of our random variable $X$. From
                  $$ M_X(t) = mathbb{E}[e^{tX}]=int_{-infty}^{+infty}e^{tx}f(x),dx $$
                  $$ mathbb{P}[X>1] = int_{-infty}^{+infty}mathbb{1}_{x>1}(x) f(x),dx $$
                  we have that the question is solved by expressing $mathbb{1}_{x>1}(x)$ in terms of exponentials. $mathbb{1}_{x>1}(x)$ is the inverse Laplace transform of $frac{1}{s e^s}$ and $frac{1}{t e^t}=int_{-infty}^{-1}e^{tx},dt$, bingo. This gives, in general,



                  $$ mathbb{P}[X>1] = 1 - mathcal{L}^{-1}left(frac{M_X(-t)}{t}right)(1).$$
                  In our case
                  $$ frac{M_X(-t)}{t} = frac{1}{6^3 t}(5+e^{-t})^3 $$
                  has an inverse Laplace transform which is piecewise-constant and reveals the obvious: $X$ takes the value $0$ with probability $frac{5^3}{6^3}$, the value $1$ with probability $frac{5^2cdot 3}{6^3}$, the value $2$ with probability $frac{5cdot 3}{6^3}$ and the value $3$ with probability $frac{1}{6^3}$, so the answer is $frac{16}{216}=frac{2}{27}$.






                  share|cite|improve this answer












                  Let us assume that $f$ is the density of our random variable $X$. From
                  $$ M_X(t) = mathbb{E}[e^{tX}]=int_{-infty}^{+infty}e^{tx}f(x),dx $$
                  $$ mathbb{P}[X>1] = int_{-infty}^{+infty}mathbb{1}_{x>1}(x) f(x),dx $$
                  we have that the question is solved by expressing $mathbb{1}_{x>1}(x)$ in terms of exponentials. $mathbb{1}_{x>1}(x)$ is the inverse Laplace transform of $frac{1}{s e^s}$ and $frac{1}{t e^t}=int_{-infty}^{-1}e^{tx},dt$, bingo. This gives, in general,



                  $$ mathbb{P}[X>1] = 1 - mathcal{L}^{-1}left(frac{M_X(-t)}{t}right)(1).$$
                  In our case
                  $$ frac{M_X(-t)}{t} = frac{1}{6^3 t}(5+e^{-t})^3 $$
                  has an inverse Laplace transform which is piecewise-constant and reveals the obvious: $X$ takes the value $0$ with probability $frac{5^3}{6^3}$, the value $1$ with probability $frac{5^2cdot 3}{6^3}$, the value $2$ with probability $frac{5cdot 3}{6^3}$ and the value $3$ with probability $frac{1}{6^3}$, so the answer is $frac{16}{216}=frac{2}{27}$.







                  share|cite|improve this answer












                  share|cite|improve this answer



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                  answered Jan 4 at 2:38









                  Jack D'AurizioJack D'Aurizio

                  287k33280658




                  287k33280658















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