Moment Generating Function of Geometric Distribution/Formulation 1/Examples
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Examples of Use of Moment Generating Function of Geometric Distribution
Let $X \sim \Geometric p$ for some $0 < p < 1$, where $\Geometric p$ is the Geometric distribution.
- $\map X \Omega = \set {0, 1, 2, \ldots} = \N$
- $\map \Pr {X = k} = \paren {1 - p} p^k$
First Moment
The first moment generating function of $X$ is given by:
- $\map { {M_X}'} t = \dfrac {\paren {1 - p} p e^t} {\paren {1 - p e^t}^2}$
Second Moment
The second moment generating function of $X$ is given by:
- $\map { {M_X}} t = p \paren {1 - p} e^t \paren {\dfrac {1 + p e^t} {\paren {1 - p e^t}^3} }$
Third Moment
The third moment generating function of $X$ is given by:
- $\map { {M_X}} t = p \paren {1 - p } e^t \paren {\dfrac {1 + 4p e^t + p^2 e^{2t} } {\paren {1 - p e^t}^4 } }$
Fourth Moment
The fourth moment generating function of $X$ is given by:
- $\map { {M_X}^{\paren 4} } t = p \paren {1 - p } e^t \paren {\dfrac {1 + 11p e^t + 11 p^2 e^{2t} + p^3 e^{3t} } {\paren {1 - p e^t}^5 } }$