Given the moment generating function, find P(X>1). [on hold]
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
put on hold as off-topic by RRL, Xander Henderson, Did, Cesareo, Saad 9 hours ago
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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
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
add a comment |
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
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
probability moment-generating-functions moment-problem
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
add a comment |
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
add a comment |
2 Answers
2
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oldest
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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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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 $frac{16}{216}=frac{2}{27}$.
add a comment |
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
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.
add a comment |
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.
add a comment |
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.
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.
answered Jan 4 at 1:55
Siong Thye GohSiong Thye Goh
99.6k1464117
99.6k1464117
add a comment |
add a comment |
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 $frac{16}{216}=frac{2}{27}$.
add a comment |
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 $frac{16}{216}=frac{2}{27}$.
add a comment |
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 $frac{16}{216}=frac{2}{27}$.
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 $frac{16}{216}=frac{2}{27}$.
answered Jan 4 at 2:38
Jack D'AurizioJack D'Aurizio
287k33280658
287k33280658
add a comment |
add a comment |
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