Probability generating function

In summary: I don't think so. can you show me how you made use of independence to simplify ## E\big[s^{X_1}s^{ X_2}...s^{X_n}\big]##?
  • #1
umzung
21
0
Homework Statement
The number of items bought by each customer entering a bookshop is a
random variable X that has a geometric distribution starting at 0 with
mean 0.6.

(a) Find the value of the parameter p of the geometric distribution,
and hence write down the probability generating function of X.

(b) Six customers visit the shop. Write down the probability
generating function of Y , the total number of items that they buy.

Use the table of discrete probability distributions to identify the distribution of Y . Hence find the mean and variance of the total number of items purchased by the six customers.
Relevant Equations
So ($$q/(1-ps)$$ is p.g.f of X, where p is the probability and q is (1-p).
(a) I find the geometric distribution $$X~G0(3/8)$$ and I find p to be 0.375 since the mean 0.6 = p/q. So p.g.f of X is $$(5/8)/(1-(3s/8))$$.

(b) Not sure how to find the p.g.f of Y once we know there are 6 customers?
 
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  • #2
I think that you can use the property that the mean will keep adding up and eventually the mean of amount bought by 6 customers is 6 times the mean of one customer. So the new mean of 6 customers = 3.6. Then you could find the PGF like that.

I'm slightly unsure, but you can check if that works out.
 
  • #3
so letting ##X_i## be iid geometrically distributed random variables with parameter p

you have
##X_1 + X_2 + ... + X_n##
and want to find the distribution

The ordinary generating function for this sum is given by
##E\big[s^{X_1 + X_2 + ... + X_n}\big] ## ##= E\big[s^{X_1}s^{ X_2}...s^{X_n}\big]##
by standard properties of the exponential function applied to real scalars. How can you simplify the right hand side? (Hint: something to do with the fact that the ##X_i## are independent and identically distributed)
 
  • #4
StoneTemplePython said:
so letting ##X_i## be iid geometrically distributed random variables with parameter p

you have
##X_1 + X_2 + ... + X_n##
and want to find the distribution

The ordinary generating function for this sum is given by
##E\big[s^{X_1 + X_2 + ... + X_n}\big] ## ##= E\big[s^{X_1}s^{ X_2}...s^{X_n}\big]##
by standard properties of the exponential function applied to real scalars. How can you simplify the right hand side? (Hint: something to do with the fact that the ##X_i## are independent and identically distributed)
So I get $$ \frac {3}{8} s + \frac {3}{8} s^2+...+ \frac {3}{8} s^6$$ and it's a geometric distribution, range 1 to 6?
 
  • #5
umzung said:
So I get $$ \frac {3}{8} s + \frac {3}{8} s^2+...+ \frac {3}{8} s^6$$ and it's a geometric distribution, range 1 to 6?
ummm no I don't think so. can you show me how you made use of independence to simplify
## E\big[s^{X_1}s^{ X_2}...s^{X_n}\big]##
 

FAQ: Probability generating function

What is a probability generating function?

A probability generating function (PGF) is a mathematical function used in probability theory to characterize a discrete probability distribution. It is defined as the expected value of a variable t raised to the power of the number of occurrences of the event. In simpler terms, it is a tool used to calculate the probabilities of different outcomes in a random experiment.

What is the purpose of a probability generating function?

The main purpose of a probability generating function is to simplify the calculation of probabilities for a given discrete distribution. It allows us to obtain information about the distribution, such as mean, variance, and higher moments, by manipulating the PGF instead of using more complex methods.

How is a probability generating function calculated?

A probability generating function is calculated by taking the sum of all possible outcomes multiplied by their corresponding probabilities, raised to the power of the variable t. This can be expressed as: G(t) = ∑ P(X=k)t^k, where P(X=k) is the probability of getting exactly k successes in a random experiment.

What are some applications of probability generating functions?

Probability generating functions are commonly used in various fields, including actuarial science, finance, and statistics. They are particularly useful in risk assessment and modeling, as well as in analyzing the behavior of random variables and discrete distributions.

What are the limitations of probability generating functions?

One limitation of probability generating functions is that they only apply to discrete distributions, meaning they cannot be used for continuous distributions. Additionally, they may not always exist or be defined for certain distributions, and they may not always be easy to interpret or manipulate.

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