document.write( "Question 1197966: The first three terms of the power series expansion of the moment generating
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document.write( "function of the random variable X are 1−t+. What are the first three terms in the power
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document.write( "series expansion of the moment generating function of the random variable Y = 1 − X?
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Algebra.Com's Answer #848352 by onyulee(41)![]() ![]() ![]() You can put this solution on YOUR website! **1. Find the MGF of Y**\r \n" ); document.write( "\n" ); document.write( "* **Definition of MGF for Y:** \n" ); document.write( " * M_Y(t) = E[e^(tY)] \n" ); document.write( " * Since Y = 1 - X, we have: \n" ); document.write( " * M_Y(t) = E[e^(t(1-X))] \n" ); document.write( " * M_Y(t) = E[e^t * e^(-tX)] \n" ); document.write( " * M_Y(t) = e^t * E[e^(-tX)] \r \n" ); document.write( "\n" ); document.write( "* **Recognize E[e^(-tX)]** \n" ); document.write( " * E[e^(-tX)] is the MGF of -X, which is M_X(-t)\r \n" ); document.write( "\n" ); document.write( "* **Therefore:** \n" ); document.write( " * M_Y(t) = e^t * M_X(-t)\r \n" ); document.write( "\n" ); document.write( "**2. Find the first three terms of M_X(-t)**\r \n" ); document.write( "\n" ); document.write( "* Given M_X(t) = 1 - t + t^2, we can find M_X(-t) by substituting -t for t: \n" ); document.write( " * M_X(-t) = 1 - (-t) + (-t)^2 \n" ); document.write( " * M_X(-t) = 1 + t + t^2\r \n" ); document.write( "\n" ); document.write( "**3. Find the first three terms of M_Y(t)**\r \n" ); document.write( "\n" ); document.write( "* M_Y(t) = e^t * M_X(-t) \n" ); document.write( "* M_Y(t) = e^t * (1 + t + t^2)\r \n" ); document.write( "\n" ); document.write( "* **Recall the Taylor series expansion of e^t:** \n" ); document.write( " * e^t = 1 + t + (t^2)/2! + (t^3)/3! + ... \r \n" ); document.write( "\n" ); document.write( "* **Multiply e^t with (1 + t + t^2) and consider only the first three terms:** \n" ); document.write( " * M_Y(t) ≈ (1 + t + (t^2)/2) * (1 + t + t^2) \n" ); document.write( " * M_Y(t) ≈ 1 + t + t^2 + t + t^2 + (t^2)/2 \n" ); document.write( " * M_Y(t) ≈ 1 + 2t + (5/2)t^2 \r \n" ); document.write( "\n" ); document.write( "**Therefore, the first three terms in the power series expansion of the moment generating function of the random variable Y = 1 - X are 1 + 2t + (5/2)t^2.** \n" ); document.write( " \n" ); document.write( " |