Question: What is E(Y4) if the random variable Y has moment-generating function MY(t) = (1 t)k?

What is E(Y4) if the random variable Y has moment-generating function MY(t) = (1 − αt)−k?

Step by Step Solution

★★★★★

3.53 Rating (167 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

Successive differentiati... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

681-M-C-M-S (450).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!

Q:

For the Rayleigh random variable described in Exercise 4.12, find a relationship between then th moment, E [Yn], and the n th moment of a standard normal random variable. Find an expression for the...

Q:

If the random variable Y has the gamma pdf with integer parameter r and arbitrary > 0, show that E(Y m ) = (m + r 1)!/(r 1)! m

Q:

Find an expression for the even moments of a Rayleigh random variable. That is, find E [Y2m] for any positive integer m if the random variable, Y , has a PDF given by exp(- 110).

Q:

Plz provide answers as earliest as possible 1. Two doctors independently examine a person randomly chosen from a certain population to check for the presence or absence of a particular disease. Let...

Q:

(a) A continous random variable X has a pdf given by k(1+1), 1x

Q:

Tutorial 1: try, scan and upload these exercises to Blackboard before attending your tutorial in Week 3. Those submitted by the notified deadline will be scored and contribute towards the Tutorial...

Q:

1. Let a random variable X has the CDF as; FX(x) = { 1 ; x 1 1 2 + x 2 ; 0 x

Q:

Question 3. [10 Marks] (a) Let Xo, X1, X2, . . . be independent and identically distributed continuous random vari- ables with probability density function f(x). Let N be the first index k such that...

Q:

1:30 u Rul 64 Problem set 1: Solve commercial bank's decision problem Bank reserve balances are stochastic and equal to: End-of-day reserves = T + E where T is the expected value that the comm. bank...

Q:

Find the moment generating function M1,. (3) of T1,. for any general positive integer r. 2. (2+2+1 points) Let Tr be a Negative Binomial(r, p) random variable, whose PMF is given by ktr- 1\\ P(T, =...

Q:

During a balloon ascension, wearing an oxygen mask, you measure the weight of a calibrated 5.00-kg mass and find that the value of the gravitational field strength at your location is 9.792 N/kg. How...

Q:

Brandon is purchasing a Toyota. It is regularly priced at $45,600, but he is buying it on sale for $34,000. What is the percent decrease (to the nearest tenth) of the sale price of the Toyota? If...

Q:

If interest rates in general were to fall, 1 . the prices of existing bonds would rise 2 . the prices of existing bonds would fall 3 . yields to maturity would rise 4 . yields to maturity would fall...

Q:

Lump-Sum Purchase On December 1, 2010, Company X bought from Company Y land and an accompanying warehouse for $800,000. The fair market values of the land and the building at the time of purchase...

Q:

Show that is O(xy). Ley

Q:

Show that if c > d > 0, then nd is O(nc), but nc is not O(nd).

Q:

Show that if d is positive and b > 1, then nd is O(bn) but bn is not O(nd).

Q:

How do you get the second number? Suppose natural gas experiences a 1.9% increase per year in real terms over the foreseeable future. The cost of a 1,000 cubic feet of natural gas is now $7.50. What...

Q:

Which of the following statements is FALSE? A. Creditors often place restrictions on the actions that the firm can take. Such restrictions are referred to as debt covenants. B..Covenants are often...

Q:

Laker Company reported the following January purchases and sales data for its only product. The Company uses a perpetual inventory system. For specific identification, ending inventory consists of...