Results 1 to 3 of 3

Math Help - Moments

  1. #1
    Junior Member
    Joined
    Sep 2012
    From
    Due North
    Posts
    26

    Moments

    The random variable X has an exponential distribution with parameter b. It is found that Mx(-b^2) = 0.2
    Find b
    ****************
    No idea really...

    Given: Mx(-b^2) = Ex(e^(-tb^2)) = 0.2

    General exponential mgf: Mx(t) = b/(b-t)

    Thanks !
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor harish21's Avatar
    Joined
    Feb 2010
    From
    Dirty South
    Posts
    1,036
    Thanks
    10

    Re: Moments

    Quote Originally Posted by TheCountador View Post
    The random variable X has an exponential distribution with parameter b. It is found that Mx(-b^2) = 0.2
    Find b
    ****************
    No idea really...

    Given: Mx(-b^2) = Ex(e^(-tb^2)) = 0.2

    General exponential mgf: Mx(t) = b/(b-t)

    Thanks !
    M_X(t)=\dfrac{b}{b-t}\implies M_X(-b^2)=\dfrac{b}{b-(-b^2)}=\dfrac{1}{1+b} and you can use the given condition to find b.

    If you still have trouble, try using the defintion of mgf

    M_X(-b^2)=\int_0^{\infty}\exp(-b^2x)\times b \times \exp(-bx)\;dx

    and integrate
    Last edited by harish21; September 17th 2012 at 08:43 AM.
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Junior Member
    Joined
    Sep 2012
    From
    Due North
    Posts
    26

    Re: Moments

    Thank you ! I should have known that
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Moments
    Posted in the Advanced Math Topics Forum
    Replies: 1
    Last Post: April 22nd 2012, 04:16 AM
  2. Moments
    Posted in the Math Topics Forum
    Replies: 3
    Last Post: September 18th 2010, 03:40 AM
  3. Moments
    Posted in the Advanced Statistics Forum
    Replies: 5
    Last Post: March 19th 2010, 07:37 PM
  4. Moments
    Posted in the Math Topics Forum
    Replies: 2
    Last Post: May 16th 2009, 02:14 PM
  5. moments
    Posted in the Advanced Applied Math Forum
    Replies: 3
    Last Post: May 5th 2009, 08:47 PM

Search Tags


/mathhelpforum @mathhelpforum