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Jun 09'24

Exercise

Let [math]p[/math] and [math]p'[/math] be the two distributions

[[math]] p = \pmatrix{ 1 & 2 & 3 & 4 & 5 \cr 1/3 & 0 & 0 & 2/3 & 0 \cr}\ , [[/math]]


[[math]] p' = \pmatrix{ 1 & 2 & 3 & 4 & 5 \cr 0 & 2/3 & 0 & 0 & 1/3 \cr}\ . [[/math]]

  • Show that [math]p[/math] and [math]p'[/math] have the same first and second moments, but not the same third and fourth moments.
  • Find the ordinary and moment generating functions for [math]p[/math] and [math]p'[/math].