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The document discusses various statistical concepts including Arithmetic Mean (A.M), Harmonic Mean (H.M), and Moment Generating Functions (M.G.F). It outlines the relationships between different means, variance calculations for independent random variables, and properties of moment generating functions. Additionally, it highlights the limitations of M.G.F and provides formulas for expectations and variances of transformed random variables.

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binuabhi67
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20 views10 pages

Adobe Scan 11 Feb 2025

The document discusses various statistical concepts including Arithmetic Mean (A.M), Harmonic Mean (H.M), and Moment Generating Functions (M.G.F). It outlines the relationships between different means, variance calculations for independent random variables, and properties of moment generating functions. Additionally, it highlights the limitations of M.G.F and provides formulas for expectations and variances of transformed random variables.

Uploaded by

binuabhi67
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
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Paopeates of Variane

cohere a
constand
(ex) =v(
3. v(r+Y) =vcx-r) =v() +v(Y), x
Gnd Y are independent.

s]2)25 AM aM H.M n terms of expectatie

A-M

For a TN Aarthmehe Mean s expt" of x.


A.M = xp) Ce x is disrete.
if x is continos

For a rvX with possible values x,,


Jbis is te
log GM=log ien) loq xi A.M of
n /=) lgxvalud

Antilegle (ogr))
H.M

H-M Of a vauiall e x wit valuegs

H. M which ts the recipro cal

of A Ms Of the reciproals of the cbservaten.


In terms ot ex ptm
HM
E(Y) ).3

Mean beviechien in tems of expt


(x)y
discrete case

M.D

In centinuous cae,
M.D =
r.v whose ean

deiatbu, s GWhat wil be


What wil be mean a
Standavd deviaten of yx

E(X) =

E (2x)=2e(x)

v(2x) - 2 v(«)

s.p ofx =

i) E (2x +)
e (2x+) e (2x+E()
2pt|

(2x+)= v(axyY(e)+v)

S. o of Qx+)
4 x and YY are
and 2 ndep endent varnables 4
VCx) = 2 ¢ v ) =3 find v(2x+3y)
tj1 i

= 4X 2

s4.

v(2x+Y) vex)+ v(3Y)


35

b Tf Y = ax +b hare men
Six, Variance wnit where (s a . r

mean 8 aond varance te

eCr)6

E(x) = $
(x) = l6

E)= E(ax +b
G a s +b,

GY)= v (axtb)
t v(b)
=v(ax) +
av)+o

4.

b=4

Lohen a b b4

a= 4 b= 8

and are nel. r. v witn means LO


and o vespechively
finel a
de haning
meam c vawamce 28.
£CY) = -5
E2)- o
.
y(az) i2g
=28

eaz)E(ax) te()
= aek)
o 10a t-5b

28
2
28 a.4+ b

lo
"l4-=2at

+3h

2.
E2Sb-.
282
b
Mom ent Cieneratig fn. Cagt)
Let x be
be a y amdh' be a

thean For al t belongs lö the


te-h,h) 14 tfe mathenahcal exptn.
is called
moment qeneralii iAnot, X
Mt) E(et]
P), x'is dsceli.

-(e* C*) d, continuous

Propefies of m.
Dlet x be Aandem Valable m.q-f
Mt then the m.q.f of Y= aX tb
sheee' aie constant.

Matt)retMEat)
Put 6 O,

Mact) =M(at)
Put a=,
Mrelt)bt M;t)
) 4m qt of tre Sum oft 2 éndepemdent Ve
s the peodct ob teu mq.fs

M+yt) =Mt). M,)


fon .Xn
M%t..t) - M(t). M(t)M,t)
l22s Uniqueness heonon of m-g

then,X and Y
Y ha e Same probo,lity
distribetion.

Limitafions of m.gf
One o the maim Cimitatlons o mg.f
it may not eut alwaye.
Let be

(73 when X 1

oherwis e
M,(t) t (et)Set P()
tx
e x t e tx 2
e

2et
3

Chasatrntte fumcten
The
dafined

itx
Pc) yx s discrel

conti.

The mgf do mot exst Por many


Axbnoutf en but the characteit
fn. aluways ex ut.
properties

.(o) - e(ero*] -e(e)-t()

3| for ndependont
xt) e). ,4)
4 are fmg
CoSx +|Snx

5 Let x be .v with haratesa fn t)


Y= ax tb

Gt) t)
ax tb
itb

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