Determine the Geometric generating function

In summary, the geometric generating function of Y, a random variable with a uniform distribution on (0,1), is -ln(|1-t|)/t. To find the value of E[X^3], the third moment, one must take the Taylor series of -ln(|1-t|)/t and read off the third moment from there.
  • #1
boneill3
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Homework Statement



Suppose RX(t) = E[(1 − tX)−1] is called the geometric generating function
of X. Suppose the random variable Y has a uniform distribution on (0, 1); ie
fY (y) = 1 for 0 < y < 1. Determine the geometric generating function of Y .

Homework Equations





The Attempt at a Solution



E[(1-tY)^-1] = \int (1-ty)^-1 f_Y(y) dy

-ln(|yt-1|) / t

Do I than take the Taylor series of the result to give the geometric generating function for Y?
 
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  • #2
I have been checking the integral should have been:
-ln(|1-t|) / t

and I believe that this is the generation function of Y.

To find the value E[X^3] of -ln(|1-t|) / t
apparently I have to take the taylor series of -ln(|1-t|) / t
and read off the 3rd moment.

I'm a bit lost Any Help greatly appreciated

regards
Brendan
 

FAQ: Determine the Geometric generating function

1. What is a geometric generating function?

A geometric generating function is a mathematical tool used to represent a sequence of numbers in a concise and organized manner. It is a formal power series that encodes information about the terms of a sequence into its coefficients.

2. How is a geometric generating function determined?

A geometric generating function can be determined by identifying the common ratio of a geometric sequence and plugging it into the formula for a geometric series. This will result in a formal power series, which is the geometric generating function.

3. What is the purpose of using a geometric generating function?

The purpose of using a geometric generating function is to efficiently represent and manipulate a sequence of numbers. It allows for easy calculation of specific terms in the sequence and can also reveal patterns and relationships between terms.

4. Can a geometric generating function be used for non-geometric sequences?

Yes, a geometric generating function can be used for non-geometric sequences. This is because the formula for a geometric series can be extended to include non-geometric sequences, such as arithmetic or exponential sequences.

5. What are some real-life applications of geometric generating functions?

Geometric generating functions have various applications in fields such as physics, computer science, and statistics. They can be used to solve problems involving compound interest, analyze the efficiency of algorithms, and model the probability of certain events occurring.

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