Función generatriz de momentos v.a.

discreta

p(0)= (1/16), p(1)=(4/16), p(2)=(6/16), p(3)= (4/16),

p(4)=(1/16)

MX(t) =E[etx]= (1/16)et0 + (4/16)e1t + (6/16)e2t +

(4/16)e3t + (1/16)e4t

MX(0) = (1/16) + (4/16) + (6/16) + (4/16) + (1/16)=1

∂ M ❑X (t )
(1)
M (t )=
X
∂t
(1/16)·0·et0 + (4/16)·1·e1t + (6/16)·2·e2t
=¿

+ (4/16)·3·e + (1/16)·4·e4t
3t

M (1) 1/16)·0·1 + (4/16)·1·1 + (6/16)·2·1 +

X ( 0)=¿

(4/16)·3·1 + (1/16)·4·1
E( X)=M (1)(1/16)·0 + (4/16)·1 + (6/16)·2 + (4/16)·3
X (0)=¿

+ (1/16)·4=2
(2)
M (t )=
X
∂ M (1)
X (t)
∂t
=¿ (1/16)·0 ·et0 + (4/16)·1 ·e1t + (6/16)·2 ·e2t
2 2 2

+ (4/16)· ·e + (1/16)·4 ·e4t

32 3t 2

=(1/16)·0 ·1 + (4/16)·1 ·1 + (6/16)·2 ·1 +

E [X 2]=M (2)
X (0)
2 2 2

(4/16)·3 ·1 + (1/16)·4 ·1
2 2
Definición de función exponencial
∞ x

exp(a)=∑ ax ! x=0

Función generatriz de momentos v.a. continua

f(x)=3exp(-3x) x>0
+∞
M x ( t ) =E [ e ]=∫ f ( x ) e tx δx
tx

+∞ +∞
M x ( t ) =∫ 3 e−3 x e tx δx =3 ∫ e x(t−3) δx
0 0

e x(t−3) +∞ 3 3
3 ¿0 ={sit <3 }=0− = =M x ( t )
(t−3) (t−3) (3−t )

∂ M ❑X (t )
M (1)
X (t )= =3 /(3−t)2
∂t
2
M (1)
X ( 0)=3/(3−0) =1/3