An Introduction to Mathematical Statistics and Its Applications (6th Edition)

Published by Pearson
ISBN 10: 0-13411-421-3
ISBN 13: 978-0-13411-421-7

Chapter 4 Special Distributions - 4.4 The Geometric Distribution - Questions - Page 259: 9

Answer

See explanation

Work Step by Step

$\underline{\text{For}\ E(X):}$ This is similar to that in Example 3.12.5 on p. 210. $\begin{align*} M_X(t) &= \frac{pe^t}{1-(1-p)e^t} \\ M_X^{(1)}(t) &= \frac{d}{dt}\left(\frac{pe^t}{1-(1-p)e^t}\right) \\ &= \frac{(1-(1-p)e^t)\frac{d}{dt}(pe^t) - pe^t \frac{d}{dt}(1-(1-p)e^t)}{(1-(1-p)e^t)^2} & \text{[ Quotient Rule]}\\ &= \frac{(1-(1-p)e^t)pe^t - pe^t(-(1-p)e^t}{(1-(1-p)e^t)^2} \\ &= \frac{pe^t - (1-p)pe^{2t} + p(1-p)e^{2t}}{(1-(1-p)e^t)^2} \\ M_X^{(1)}(t) &= \frac{pe^t}{(1-(1-p)e^t)^2} & \text{(Eq. 1)}\\ M_X^{(1)}(0) &= \frac{pe^0}{(1-(1-p)e^0)^2} \\ E(X) &= \frac{p}{(1-(1-p))^2} \\ &= \frac{p}{p^2} \\ \color{blue}{E(X)}\ &\color{blue}{= \frac{1}{p}} \end{align*}$ $\underline{\text{For}\ Var(X):}$ Since $Var(X) = E(X^2) - E(X)$, we yet need to solve for $E(X^2)$ and we do so using Eq. 1 above. $\begin{align*} M_X^{(2)}(t) &= \frac{d}{dt}M_X^{(1)}(t) \\ &= \frac{d}{dt}\left(\frac{pe^t}{(1-(1-p)e^t)^2}\right) & \text{[ see Eq. 1 ]}\\ &= \frac{(1-(1-p)e^t)^2\dfrac{d}{dt}(pe^t) - (pe^t)\dfrac{d}{dt}(1-(1-p)e^t)^2}{(1-(1-p)e^t)^4} & \text{[ Quotient Rule ]}\\ &= \frac{(1-(1-p)e^t)^2pe^t - (pe^t)(2)(1-(1-p)e^t)(-(1-p)e^t)}{(1-(1-p)e^t)^4} \\ &= \frac{(1-(1-p)e^t)^2pe^t + (pe^t)(2)(pe^t)(1-p)e^t}{(1-(1-p)e^t)^4} \\ &= \frac{(1-(1-p)e^t)^2pe^t + 2p^2(1-p)e^{3t}}{(1-(1-p)e^t)^4} \\ M_X^{(2)}(t) &= \frac{pe^t((1-(1-p)e^t)^2 + 2p(1-p)e^{2t})}{(1-(1-p)e^t)^4} \\ M_X^{(2)}(0) &= \frac{pe^0((1-(1-p)e^0)^2 + 2p(1-p)e^{2(0)})}{(1-(1-p)e^0)^4} \\ E(X^2) &= \frac{p((1-(1-p))^2 + 2p(1-p))}{(1-(1-p))^4} \\ &= \frac{p((p)^2+ (2p-2p^2))}{p^4} \\ &= \frac{p(2p-p^2)}{p^4} \\ &= \frac{p^2(2-p)}{p^4} \\ E(X^2) &= \frac{2-p}{p^2} & \text{(Eq. 2)} \end{align*}$ Thus, using Eq. 2 and since $E(X) = \dfrac{1}{p}$, $\begin{align*} Var(X) &= E(X^2) - E(X)^2 \\ &= \dfrac{2-p}{p} - \left(\frac{1}{p}\right)^2 \\ &= \dfrac{2-p-1}{p^2} \\ \color{blue}{Var(X)}\ &\color{blue}{= \frac{1-p}{p^2}} \end{align*}$
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