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End of Chapter 7 Summary - Probability Generating Functions

Chapter 7 discusses probability generating functions, which encapsulate all details of discrete probability distributions. Key formulas include the generating function for various distributions such as binomial, Poisson, and geometric, along with their derivatives for calculating expected values and variances. Additionally, it covers the transformation of variables and the combination of independent random variables using generating functions.

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16 views1 page

End of Chapter 7 Summary - Probability Generating Functions

Chapter 7 discusses probability generating functions, which encapsulate all details of discrete probability distributions. Key formulas include the generating function for various distributions such as binomial, Poisson, and geometric, along with their derivatives for calculating expected values and variances. Additionally, it covers the transformation of variables and the combination of independent random variables using generating functions.

Uploaded by

18270
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

End of chapter 7 summary - Probability generating functions

Glossary Definitions:

FStats1 Spec: 7.1, 7.2, Probability Generating A function that contains all details of a
1
7.3 Function discrete probability distribution.

Skills, facts and formulae:


Pearson FS1 Ch7
2 The coefficient of tx P(X = x)

3 Gx(1) 1
Prior Knowledge and skills:
4 G(0) P(X = 0)
Binomial Distributions
5 G’(0) P(X = 1)
Poisson Distributions
6 G’’(0) P(X = 2)
Discrete Random
Variables 7 Gn(0) P(X = n)

For a linearly
8 transformed variable, 𝑮𝒀 (𝒕) = 𝒕𝒃 𝑮𝒙 (𝒕𝒃 )
Y = aX + b

Provided Formulae:

𝑮𝒙 (𝒕) = 𝑬(𝒕𝒙 )
Discrete Random
9 𝑬(𝑿) = 𝑮′𝒙 (𝟏)
Variables
𝑽𝒂𝒓(𝑿) = 𝑮′′ ′ ′
𝒙 (𝟏) + 𝑮𝒙 (𝟏) − (𝑮𝒙 (𝟏))
𝟐

10 Binomial Distribution 𝑮𝒙 (𝒕) = (𝟏 − 𝒑 + 𝒑𝒕)𝒏

11 Poisson Distribution 𝑮𝒙 (𝒕) = 𝒆𝝀(𝒕−𝟏) )


𝒑𝒕
12 Geometric Distribution 𝑮𝒙 (𝒕) =
𝟏 − (𝟏 − 𝒑)𝒕
𝒓
Negative Binomial 𝒑𝒕
13 𝑮𝒙 (𝒕) = ( )
Distribution 𝟏 − (𝟏 − 𝒑)𝒕
For Z = X + Y,
14 where X and Y are 𝑮𝒛 (𝒕) = 𝑮𝒙 (𝒕) × 𝑮𝒚 (𝒕)
independent variables:

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