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omeli [17]
3 years ago
7

Let X be a random variable with probability mass function

Mathematics
1 answer:
Naya [18.7K]3 years ago
6 0

Answer:

a. g(x) = ln(x).

b. g(x) = x*e^{xt}

Step-by-step explanation:

By the definition, the expected value of a random variable X with probability mass function p is given by \sum P(X=x)\cdot x where the sum runs over all the posible values of X. Given a function g, the random variable Y=g(X) is defined. Note that the function g induces a probability mass function P' given by P'(Y=k) = P(X=g^{-1}(k)) when the function g is bijective.

a. Note that for 1/3ln(2)+1/6ln(5) by choosing the function g(x) = ln(x) the expression coincides with E(g(x)), because if Y = g(x)  then E(Y) = P'(Y=1)*ln(1)+P'(Y=2)*ln(2)+P'(Y=5)*ln(5) = P(X=1)*ln(1)+P(X=2)*ln(2)+P(X=5)*ln(5).

b. On the same fashion, the function g(x) = xe^{xt} fullfills the expression of E[g(X)]

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