SOCR EduMaterials FunctorActivities Bernoulli Distributions

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Below you can see a snapshot of the MGF of the distribution of <math> X \sim Bernoulli(0.8) </math>
Below you can see a snapshot of the MGF of the distribution of <math> X \sim Bernoulli(0.8) </math>
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[[Image:BernoulliMGF.jpg]]
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<center>[[Image:BernoulliMGF.jpg|600px]]</center>
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Do you notice any similarities between the graphs of these MGF's between any of these distributions?
Do you notice any similarities between the graphs of these MGF's between any of these distributions?
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* '''Exercise 2:''' Use SOCR to graph and print the MGF of the distribution of a geometric random variable with <math> p=0.2,  p=0.7 </math>.  What is the shape of this function?  What happens when <math> p </math> is large?  What happens when <math> p </math> is small?
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* '''Exercise 3:''' You learned in class about the properties of MGF's If <math> X_1, ...X_n</math> are iid. and <math>Y = \sum_{i=1}^n X_i. </math> then <math>M_{y}(t) = {[M_{X_1}(t)]}^n</math>.
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**a. Show that the MGF of the sum of <math>n</math> independent Bernoulli Trials with success probability <math> p </math> is the same as the MGF of the Binomial Distribution using the corollary above.
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**b. Show that the MGF of the sum of <math>n</math> independent Geometric Random Variables with success probability <math> p </math> is the same as the MGF of the Negative-Binomial Distribution using the corollary above.
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**c.  How does this relate to Exercise 1?  Does having the same MGF mean they are distributed the same?
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* '''Exercise 4:''' Graph the PDF and the MGF for the appropriate Distribution where <math> M_x(t)={({3 \over 4}e^t+{1\over 4})}^{15} </math>.  Be sure to include the correct parameters for this distribution, for example if <math> X \sim Geometric(p) </math> be sure to include the numeric value for <math>p</math>
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==See also==
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* [[SOCR_EduMaterials_FunctorActivities_MGF | Other SOCR Distribution Functor Activities]]
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<hr>
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* SOCR Home page: http://www.socr.ucla.edu
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{{translate|pageName=http://wiki.stat.ucla.edu/socr/index.php?title=SOCR_EduMaterials_FunctorActivities_Bernoulli_Distributions}}

Current revision as of 06:22, 9 January 2008

This is an activity to explore the Moment Generating Functions for the Bernoulli, Binomial, Geometric and Negative-Binomial Distributions.

  • Exercise 1: Use SOCR to graph the MGF's and print the following distributions and answer the questions below. Also, comment on the shape of each one of these distributions:
    • a. X \sim Bernoulli(0.5)
    • b. X \sim Binomial(1,0.5)
    • c. X \sim Geometric(0.5)
    • d. X \sim NegativeBinomial(1, 0.5)

Below you can see a snapshot of the MGF of the distribution of  X \sim Bernoulli(0.8)

Do you notice any similarities between the graphs of these MGF's between any of these distributions?

  • Exercise 2: Use SOCR to graph and print the MGF of the distribution of a geometric random variable with p = 0.2,p = 0.7. What is the shape of this function? What happens when p is large? What happens when p is small?
  • Exercise 3: You learned in class about the properties of MGF's If X1,...Xn are iid. and Y = \sum_{i=1}^n X_i. then M_{y}(t) = {[M_{X_1}(t)]}^n.
    • a. Show that the MGF of the sum of n independent Bernoulli Trials with success probability p is the same as the MGF of the Binomial Distribution using the corollary above.
    • b. Show that the MGF of the sum of n independent Geometric Random Variables with success probability p is the same as the MGF of the Negative-Binomial Distribution using the corollary above.
    • c. How does this relate to Exercise 1? Does having the same MGF mean they are distributed the same?
  • Exercise 4: Graph the PDF and the MGF for the appropriate Distribution where  M_x(t)={({3 \over 4}e^t+{1\over 4})}^{15} . Be sure to include the correct parameters for this distribution, for example if  X \sim Geometric(p) be sure to include the numeric value for p

See also




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