Revision as of 03:31, 9 June 2024 by Bot (Created page with "<div class="d-none"><math> \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}</math></div> Let <math>X_1</math>, <math>X_2</math>, \ldots, <math>X_n</math> be an independent trials process with uniform density. Find the moment generating function for <ul><li> <math>X_1</math>. </li> <li> <math>S_2 = X_1 + X_2</math>. </li> <li> <math>S...")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
BBy Bot
Jun 09'24

Exercise

[math] \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}[/math]

Let [math]X_1[/math], [math]X_2[/math], \ldots, [math]X_n[/math] be an independent trials process with

uniform density. Find the moment generating function for

  • [math]X_1[/math].
  • [math]S_2 = X_1 + X_2[/math].
  • [math]S_n = X_1 + X_2 +\cdots+ X_n[/math].
  • [math]A_n = S_n/n[/math].
  • [math]S_n^* = (S_n - n\mu)/\sqrt{n\sigma^2}[/math].