Question #45529

A Box contains 12 balls of which 3 are white and 9 are red. A sample of 3 balls is selected at random from the box. Find the moment generating function of X and hence find mean and standard deviation of the distribution.
1

Expert's answer

2014-09-03T04:33:38-0400

Answer on Question #45529-Engineering-SolidWorks-CosmoWorks-Ansys

A Box contains 12 balls of which 3 are white and 9 are red. A sample of 3 balls is selected at random from the box. Find the moment generating function of XX and hence find mean and standard deviation of the distribution.

Solution

Suppose that a box contains white balls (proportion equals p=312=14p = \frac{3}{12} = \frac{1}{4}) and red balls p=912=34p = \frac{9}{12} = \frac{3}{4}. A random sample of n=3n = 3 balls is selected with replacement.

Then


P(X=x)=n!x!(nx!)pxqnx.P(X = x) = \frac{n!}{x! (n - x!)} p^x q^{n - x}.


Then the moment generating function is given by


Mx(t)=x=0nextn!x!(nx!)pxqnx=x=0n(pet)n!x!(nx!)qnx=(q+pet)n.M_x(t) = \sum_{x=0}^{n} e^{xt} \frac{n!}{x! (n - x!)} p^x q^{n - x} = \sum_{x=0}^{n} (p e^t) \frac{n!}{x! (n - x!)} q^{n - x} = (q + p e^t)^n.


In our case


Mx(t)=(34+14et)3.M_x(t) = \left(\frac{3}{4} + \frac{1}{4} e^t\right)^3.


The mean is


E(x)=dMx(t)dt(t=0)=3(34+14et)214et(t=0)=34.E(x) = \frac{d M_x(t)}{d t} (t = 0) = 3 \left(\frac{3}{4} + \frac{1}{4} e^t\right)^2 \frac{1}{4} e^t (t = 0) = \frac{3}{4}.E(x2)=d2Mx(t)dt2(t=0)=3(34+14et)114et(34+314et)(t=0)=34(34+34)=1816.E(x^2) = \frac{d^2 M_x(t)}{d t^2} (t = 0) = 3 \left(\frac{3}{4} + \frac{1}{4} e^t\right)^1 \frac{1}{4} e^t \left(\frac{3}{4} + 3 \frac{1}{4} e^t\right) (t = 0) = \frac{3}{4} \left(\frac{3}{4} + \frac{3}{4}\right) = \frac{18}{16}.


The variance


Var(x)=E(x2)(E(x))2=1816(34)2=916.\mathrm{Var}(x) = E(x^2) - \left(E(x)\right)^2 = \frac{18}{16} - \left(\frac{3}{4}\right)^2 = \frac{9}{16}.


Standard deviation is


σ=Var(x)=34.\sigma = \sqrt{\mathrm{Var}(x)} = \frac{3}{4}.


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