Yahoo Answers is shutting down on May 4th, 2021 (Eastern Time) and beginning April 20th, 2021 (Eastern Time) the Yahoo Answers website will be in read-only mode. There will be no changes to other Yahoo properties or services, or your Yahoo account. You can find more information about the Yahoo Answers shutdown and how to download your data on this help page.
Trending News
Help with mgf and probability.?
Ok, so I know that the M_x (t) = e^(-3 +3 e^t) * (2/3 + 1/3 e^t )^4.
I'm supposed to find P(W ≤ 1)
I don't know how to get from the mgf to the cdf or pfd.
Any help will be appreciated, thanks!
1 Answer
- kbLv 78 years agoFavorite Answer
Note that e^(-3 + 3e^t) is the mgf for the Poisson Distribution with λ = 3,
and (2/3 + (1/3)e^t)^4 is the mgf for the Binomial Distribution with p = 1/3 and n = 4.
Since M_w(t) is the product of these distributions, we must have by uniqueness of mfgs that
W = X + Y, where X ~ Poisson(3) and Y ~ Bin(4, 1/3) are independent RVs.
--------------
X has distribution function P(X = k) = 3^k * e^(-3)/k! for k = 0, 1, 2, ...
Y has distribution function P(Y = j) = C(4, j) (1/3)^j (3/4)^(4-j) for j = 0, 1, 2, 3, 4.
Hence, W = X + Y has distribution (since X and Y are independent)
P(W = k+j with X = k and Y = j) = [3^k * e^(-3)/k!] * [C(4, j) (1/3)^j (3/4)^(4-j)].
Finally, P(W ≤ 1)
= P(W = 0) + P(W = 1)
= P(X = 0, Y = 0) + [P(X = 0, Y = 1) + P(X = 1, Y = 0)]
= (3^0 * e^(-3)/0!) * (C(4, 0) (1/3)^0 (3/4)^4) + (3^0 * e^(-3)/0!) * (C(4, 1) (1/3)^1 (3/4)^3)
+ (3^1 * e^(-3)/1!) * (C(4, 0) (1/3)^0 (3/4)^4)
= e^(-3) * (3/4)^4 + e^(-3) * 4(1/3)(3/4)^3 + 3e^(-3) * (3/4)^4
≈ 0.091.
--------------
I hope this helps!