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Stat310
     Moment generating function


                           Hadley Wickham
Tuesday, 27 January 2009
1. Test info.
                2. Recap
                3. Binomial distribution
                4. Moment generating function
                5. Poisson distribution
                6. Negative binomial (if time)


Tuesday, 27 January 2009
Exam
                    80 minutes in class on Thursday.
                    2 (double sided) pages of notes.
                    All info on website.


                    (Homework grade - out of 12.
                    But two are extra credit)


Tuesday, 27 January 2009
Exam technique
                    • Read all the questions first. Start with the
                      easiest question!
                    • If you get stuck, try another question and
                      come back to it.
                    • If you get really stuck, writing down the
                      essential elements of the question and
                      describing the approaches you think might
                      be successful will get you partial credit


Tuesday, 27 January 2009
Recap

                    • Expectation
                    • Mean & variance
                    • Bernoulli distribution
                    • Discrete uniform distribution




Tuesday, 27 January 2009
Binomial distribution
                    • A Bernoulli experiment is
                      performed n times
                    • The trials are independent
                    • The probability of success
                      is a constant p
                    • The random variable X is the
                      number of successes in the n trials


Tuesday, 27 January 2009
Binomial distribution
                    X1, X2, ..., Xn ~ Bernoulli(p)
                    Y = X1 + X2 + ... + Xn
                    Y ~ Binomial(n, p)


                    What is the pmf?
                    What is the mean? What is the variance?


Tuesday, 27 January 2009
Using tables
                    Tedious to calculate by hand.
                    Use computer or calculator if available.
                    If not use tables.
                    Tables typically are for F(x) = P(X ≤ x)
                    P(X > x) = 1 - P(X ≤ x)
                    P(a ≤ X ≤ b) = P(X ≤ b) - P(X ≤ (a - 1))


Tuesday, 27 January 2009
p=0.1                                       p=0.5
       0.35
                                                            0.20
       0.30
       0.25
                                                            0.15
       0.20
f(x)




                                                     f(x)
                                                            0.10
       0.15
       0.10
                                                            0.05
       0.05
       0.00                                                 0.00
              0            2   4       6    8   10                 0   2   4       6   8   10
                                   x                                           x


              p=0.7                                                p=0.9
       0.25
                                                            0.35
                                                            0.30
       0.20
                                                            0.25
       0.15
                                                            0.20
f(x)




                                                     f(x)

                                                            0.15
       0.10
                                                            0.10
       0.05
                                                            0.05
       0.00                                                 0.00
              0            2   4       6

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07 Mgf

  • 1. Stat310 Moment generating function Hadley Wickham Tuesday, 27 January 2009
  • 2. 1. Test info. 2. Recap 3. Binomial distribution 4. Moment generating function 5. Poisson distribution 6. Negative binomial (if time) Tuesday, 27 January 2009
  • 3. Exam 80 minutes in class on Thursday. 2 (double sided) pages of notes. All info on website. (Homework grade - out of 12. But two are extra credit) Tuesday, 27 January 2009
  • 4. Exam technique • Read all the questions first. Start with the easiest question! • If you get stuck, try another question and come back to it. • If you get really stuck, writing down the essential elements of the question and describing the approaches you think might be successful will get you partial credit Tuesday, 27 January 2009
  • 5. Recap • Expectation • Mean & variance • Bernoulli distribution • Discrete uniform distribution Tuesday, 27 January 2009
  • 6. Binomial distribution • A Bernoulli experiment is performed n times • The trials are independent • The probability of success is a constant p • The random variable X is the number of successes in the n trials Tuesday, 27 January 2009
  • 7. Binomial distribution X1, X2, ..., Xn ~ Bernoulli(p) Y = X1 + X2 + ... + Xn Y ~ Binomial(n, p) What is the pmf? What is the mean? What is the variance? Tuesday, 27 January 2009
  • 8. Using tables Tedious to calculate by hand. Use computer or calculator if available. If not use tables. Tables typically are for F(x) = P(X ≤ x) P(X > x) = 1 - P(X ≤ x) P(a ≤ X ≤ b) = P(X ≤ b) - P(X ≤ (a - 1)) Tuesday, 27 January 2009
  • 9. p=0.1 p=0.5 0.35 0.20 0.30 0.25 0.15 0.20 f(x) f(x) 0.10 0.15 0.10 0.05 0.05 0.00 0.00 0 2 4 6 8 10 0 2 4 6 8 10 x x p=0.7 p=0.9 0.25 0.35 0.30 0.20 0.25 0.15 0.20 f(x) f(x) 0.15 0.10 0.10 0.05 0.05 0.00 0.00 0 2 4 6