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215概率困难derivationlong

Distribution of Dice Sums via Probability Generating Functions

题目

Let X1,X2,,XnX_1, X_2, \ldots, X_n be iid rolls of a fair dd-sided die, so each XiX_i is uniform on {1,2,,d}\{1, 2, \ldots, d\}. Let Sn=X1+X2++XnS_n = X_1 + X_2 + \cdots + X_n.

(a) Derive the PGF GX1(s)=E[sX1]G_{X_1}(s) = E[s^{X_1}] in closed form.

(b) Write the PGF of SnS_n and use it to derive E[Sn]E[S_n] and Var(Sn)\text{Var}(S_n).

(c) For n=3n = 3 fair six-sided dice (d=6d = 6), use the PGF to find P(S3=10)P(S_3 = 10).

(d) Explain how the coefficient-extraction approach relates to the classical stars-and-bars counting with inclusion-exclusion for this problem.

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