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Probability Generating Functions Questions

The document provides a comprehensive overview of probability generating functions (PGFs), defining them and outlining their properties, including expectations and variances. It includes examples and exercises related to PGFs, such as calculating expected values and probabilities for specific random variables. Additionally, it discusses the implications of independence in random variables and provides practical applications of PGFs in various scenarios.

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nawagamu perera
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4 views2 pages

Probability Generating Functions Questions

The document provides a comprehensive overview of probability generating functions (PGFs), defining them and outlining their properties, including expectations and variances. It includes examples and exercises related to PGFs, such as calculating expected values and probabilities for specific random variables. Additionally, it discusses the implications of independence in random variables and provides practical applications of PGFs in various scenarios.

Uploaded by

nawagamu perera
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Probability Generating Functions-Questions

By Jayasiri Deshabandu(B.Sc., M.Sc., C.E.I. )

Definition: If a random variable X takes values X = x1 , x2 , x3 · · · with corresponding


probabilities p1 , p2 , p3 , · · · then the probability generating functionGx (t) of the random
variable X is defined as

GX (t) = p1 t x1 + p2 t x2 + p3 t x3 + p4 t x4 + · · ·

Properties:

• G( 1) = 1
′
• E(X) = GX (1)
′′ ′
h ′ i2
• V (X) = GX (1) − GX (1) − GX (1)
• If X and Y are two independent random variables and Z = X + Y , then the
probability generating function of the random variable Z = X + Y is given by
GZ (t) = GX (t)GY (t).

Remark: The coefficient of t n in the polynomial expansion of the probability


generating function GX (t) gives the probability P (X = n).

EXAMPLES:

1. The probability generating function of the discrete random variable X is


2
GX (t) = e14 e4t . Find
(a) E(X)
(b) P (X = 2)
2. The random variable U has the probability distribution Geo(p).
pt 1
(a) Show GU (t) = 1−qt for |t| < q

(b) Explain why |t| < 1q is necessary.


(c) Find E(U ) using the GU (t).
(d) Find P (X = 6).
3. In each round of a quiz a contestant can answer up to three questions. Each correct
answer scores 1 point and allows the contestants to go on to the next question. A
wrong answer scores 0 points and the contestant is allowed no further question in
that round. If all 3 questions are answered correctly 1 bonus point is scored,
making a total score of 4 for the round. For a certain contestant, A the probability
of giving a correct answer is 34 , independently of any other questions. The random
variable Xr is the number of points scored by A during the r th round.
(a) Find the probability generating function of Xr .
(b) Use the probability generating function found in part (i) to find the mean and
variance of Xr
(c) Write down an expression for the probability generating function of X1 + X2
and find the probability that A has a total score of 4 at the end of the two
rounds.
4. The discrete random variable U has probability distribution given by

1 4
Cr r = 0, 1, 2, 3, 4,


 16
P (U ) = 
0
 otherwise.

(a) Find and simplify the probability generating generating function of U .


(b) Identify the distribution of U , giving the values of any parameters.
(c) Obtain the pgf of Y , where Y = U 2 .
(d) State,giving reasons, whether you can obtain the pgf of U + V by taking the
product of pgfs of U and V .

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