Question #329022

Given a random variable with binomial distribution use moment generating technique to determine the mean


Expert's answer

The moment generating function for binomial distribution:

fx(t)=Ex(etx)=∑k=0netkCnkpk(1−p)n−k==∑k=0nCnk(pet)k(1−p)n−k=(pet+(1−p))nfx(1)(t)=n(pet+(1−p))n−1petf_x(t)=\Epsilon_x(e^{tx})=\sum_{k=0}^{n}e^{tk}C_n^kp^k(1-p)^{n-k}=\\ =\sum_{k=0}^{n}C_n^k(pe^t)^k(1-p)^{n-k}=(pe^t+(1-p))^n\\ f_x^{(1)}(t)=n(pe^t+(1-p))^{n-1}pe^t

Mean is the first central moment and is calculated by the next formula:

μ=fx(1)(0)=n(pe0+(1−p))n−1pe0=np\mu=f_x^{(1)}(0)=n(pe^0+(1-p))^{n-1}pe^0=np


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