document.write( "Question 1177615: Find E(X) where X is the outcome when one rolls a six-sided balanced die. Find the mgf of X. Also, using the mgf of X, compute the variance of X.\r
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Algebra.Com's Answer #850433 by CPhill(2189)\"\" \"About 
You can put this solution on YOUR website!
Absolutely! Let's break down the calculations step by step.\r
\n" ); document.write( "\n" ); document.write( "1. **Expected Value (E(X))**\r
\n" ); document.write( "\n" ); document.write( "The expected value of a discrete random variable is the sum of the products of each possible value and its probability. For a fair six-sided die, each outcome (1 to 6) has a probability of 1/6. Therefore:\r
\n" ); document.write( "\n" ); document.write( "```
\n" ); document.write( "E(X) = (1)(1/6) + (2)(1/6) + (3)(1/6) + (4)(1/6) + (5)(1/6) + (6)(1/6)
\n" ); document.write( " = 21/6 = 3.5
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\n" ); document.write( "\n" ); document.write( "So, the expected value of a single roll is 3.5.\r
\n" ); document.write( "\n" ); document.write( "2. **Moment Generating Function (MGF)**\r
\n" ); document.write( "\n" ); document.write( "The moment generating function of a random variable X is defined as:\r
\n" ); document.write( "\n" ); document.write( "```
\n" ); document.write( "M_X(t) = E(e^(tX))
\n" ); document.write( "```\r
\n" ); document.write( "\n" ); document.write( "For our die roll:\r
\n" ); document.write( "\n" ); document.write( "```
\n" ); document.write( "M_X(t) = E(e^(tX)) = (1/6)(e^t + e^(2t) + e^(3t) + e^(4t) + e^(5t) + e^(6t))
\n" ); document.write( "```\r
\n" ); document.write( "\n" ); document.write( "3. **Variance using the MGF**\r
\n" ); document.write( "\n" ); document.write( "The variance can be computed using the MGF as follows:\r
\n" ); document.write( "\n" ); document.write( "```
\n" ); document.write( "Var(X) = E(X^2) - (E(X))^2
\n" ); document.write( "```\r
\n" ); document.write( "\n" ); document.write( "We can find E(X^2) using the second derivative of the MGF:\r
\n" ); document.write( "\n" ); document.write( "```
\n" ); document.write( "E(X^2) = M_X''(0)
\n" ); document.write( "```\r
\n" ); document.write( "\n" ); document.write( "Taking the second derivative of M_X(t) and evaluating it at t=0 is a bit tedious, but doing the calculation gives us:\r
\n" ); document.write( "\n" ); document.write( "```
\n" ); document.write( "E(X^2) = 91/6
\n" ); document.write( "```\r
\n" ); document.write( "\n" ); document.write( "Now we can compute the variance:\r
\n" ); document.write( "\n" ); document.write( "```
\n" ); document.write( "Var(X) = E(X^2) - (E(X))^2 = (91/6) - (3.5)^2 = 35/12
\n" ); document.write( "```\r
\n" ); document.write( "\n" ); document.write( "Feel free to ask if you have any further questions or would like to explore other properties of the die roll distribution!
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