← 返回数学题库
212概率简单derivationshort

Geometric Moments via the Probability Generating Function

题目

Let XGeometric(p)X \sim \text{Geometric}(p) with P(X=k)=(1p)k1pP(X = k) = (1-p)^{k-1} p for k=1,2,3,k = 1, 2, 3, \ldots

(a) Derive the probability generating function GX(s)=E[sX]G_X(s) = E[s^X] in closed form for s<11p|s| < \frac{1}{1-p}.

(b) Using GXG_X, compute E[X]E[X] and Var(X)\text{Var}(X).

Recall: E[X]=GX(1)E[X] = G_X'(1) and Var(X)=GX(1)+GX(1)[GX(1)]2\text{Var}(X) = G_X''(1) + G_X'(1) - [G_X'(1)]^2.

解题计时

0:00

提交作答时记录,用于后续平均用时统计。

你的答案

GX_s

EX

VarX