Chapter 3: Problem 145
If \(Y\) has a binomial distribution with \(n\) trials and probability of success \(p,\) show that the momentgenerating function for \(Y\) is $$m(t)=\left(p e^{t}+q\right)^{n}, \quad \text { where } q=1-p$$
Short Answer
Expert verified
The moment generating function is \((pe^t + q)^n\).
Step by step solution
01
Define the Moment Generating Function
The moment generating function (MGF) of a random variable is defined as \( m(t) = E[e^{tY}] \), where \( E \) denotes the expectation. For a binomially distributed random variable \( Y \), we want to find \( m(t) \).
02
Express the Expectation with Binomial Probability
Since \( Y \) is a binomial random variable with parameters \( n \) and \( p \), its probability mass function is \( P(Y = k) = \binom{n}{k} p^k (1-p)^{n-k} \) for \( k = 0, 1, \ldots, n \). Thus, \( m(t) = \sum_{k=0}^{n} e^{tk} \binom{n}{k} p^k (1-p)^{n-k} \).
03
Simplify the Expression Inside the Summation
Reorganize the expression within the summation: \( m(t) = \sum_{k=0}^{n} \binom{n}{k} (p e^t)^k ((1-p))^{n-k} \). This shows the summation resembles the binomial expansion of \( (x + y)^n \) with \( x = pe^t \) and \( y = 1-p \).
04
Recognize the Binomial Expansion
The expression \( \sum_{k=0}^{n} \binom{n}{k} (pe^t)^k (1-p)^{n-k} \) is the binomial expansion of \( (pe^t + 1-p)^n \). Thus, the moment generating function simplifies to \( (pe^t + (1-p))^n \).
05
Substitute for \( q \) and Simplify
We know \( q = 1 - p \). Substitute \( q \) into the expression: \( m(t) = (pe^t + q)^n \). Hence, the moment generating function is \( m(t) = (pe^t + q)^n \).
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Binomial Distribution
The Binomial Distribution is a fundamental concept in probability theory. It describes the number of successes in a fixed number of independent trials under the same conditions. Each trial has two possible outcomes: success or failure.
- Trials must be independent, meaning the outcome of one does not affect others.
- The probability of success, denoted as \( p \), remains constant in all trials.
Probability Mass Function
The Probability Mass Function (PMF) is a key concept for discrete random variables, providing the probabilities of taking specific values. For a binomial random variable \( Y \), the PMF is expressed as \( P(Y = k) \), where \( k \) is the number of successes.The PMF of a binomial random variable is given by:\[ P(Y = k) = \binom{n}{k} p^k (1-p)^{n-k} \]
- \( \binom{n}{k} \) is the binomial coefficient, representing the number of ways to choose \( k \) successes from \( n \) trials.
- \( p^k \) reflects the probability of \( k \) successes.
- \((1-p)^{n-k} \) shows the probability of \( n-k \) failures.
Expectation
Expectation, or expected value, provides a measure of the 'center' of a probability distribution. It is the average value a random variable \( Y \) should take over many repetitions of an experiment. For a binomial random variable with parameters \( n \) and \( p \), the expectation is determined as:\[ E(Y) = n \, p \]
- It represents the idea of 'average' or 'mean' outcome over repeated experiments.
- In the context of a binomial distribution, it depicts the expected number of successes in \( n \) trials.
Binomial Expansion
The Binomial Expansion is a mathematical expression that expands powers of sums, particularly familiar from algebra. In probability, it aids in simplifying complex expressions.The binomial expansion is represented as:\[ (x + y)^n = \sum_{k=0}^{n} \binom{n}{k} x^k y^{n-k} \]
- \( \binom{n}{k} \) is the binomial coefficient, indicating how many ways we can choose \( k \) among \( n \) items.
- It’s used to expand expressions like \( (x+y)^n \) into a sum of terms.
- This formula is directly applied in the computation of moment generating functions for binomial distributions.