SOCR EduMaterials FunctorActivities MGF Moments

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This is an activity to explore useful properties of MGF's.

  • Exercise 1: As you have learned in class, there are quite a few interesting properties that Moment Generating Functions hold. For example you learned that  E(X^n)=M_{x}^{(n)}(0)={d^n M_x(t)\over{dt^n}}\mid_{t=0} If the MGF is defined in the neighborhood of 0. So to get the Expected Value for a particular distribution, you would take the first derivative of the MGF and set t=0. Use SOCR to graph and print the following distributions and answer the questions below. You must do these exercises using MGF's, you can find the slope using the mouse pointer.
    • a. Find the Expected Value of  X \sim Binomial(10,.5)
    • b. Find the Expected Value of  X \sim Normal(0,1)
    • c. Find the Expected Value of  X \sim ChiSquare(13)
  • Exercise 2: Can you use MGF's to find the Expected Value for the Continuous Uniform Distribution? Why or why not?
  • Exercise 3: In Exercise 1, we calculated the 1st Moment. If we take the second derivative of the MGF with respect to t, where t = 0. We get E(X2). We can use this to find the Variance of a particular Distribution. Repeat Parts (a,b,c) for Exercise 1, but this time calculate the variance.
  • Exercise 4: What do we get when we take the 3rd and <math<4^{th}</math> derivatives of a MGF and set t = 0?

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