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Nikolay [14]
3 years ago
14

the mgf of a random variable x is e^3(e^t-1). Find P[mean - standard deviation squared < X < 1/2( mean + standard deviatio

n squared)], where mean and standard deviation squared are mean and variance of X
Mathematics
1 answer:
postnew [5]3 years ago
8 0
The given MGF is that for a random variable following a Poisson distribution with parameter \lambda=3.

This means \mathbb E(X)=\mathbb V(X)=\lambda, and X has PMF

f_X(x)=\begin{cases}\dfrac{3^xe^{-3}}{x!}&\text{for }x\ge0\\0&\text{otherwise}\end{cases}

So, the desired probability is

\mathbb P\left(\lambda-\lambda^2

This is equivalent to

\displaystyle\sum_{x=0}^2\mathbb P(X=x)=\sum_{x=0}^2\frac{3^x}{x!e^3}=\frac{17}{2e^3}\approx0.4232
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