11. Tilted distributions. (a) Let X have distribution function F and let T be such that M(T) = E(e¹x) < <∞o. Show that F(x) = M(t)-¹ Sety dF (y) is a distribution function, called a 'tilted distribution' of X, and find its moment generating function. (b) Suppose X and Y are independent and E(et X), E(e¹Y)<∞o. Find the moment generating function of the tilted distribution of X + Y in terms of those of X and Y.
11. Tilted distributions. (a) Let X have distribution function F and let T be such that M(T) = E(e¹x) < <∞o. Show that F(x) = M(t)-¹ Sety dF (y) is a distribution function, called a 'tilted distribution' of X, and find its moment generating function. (b) Suppose X and Y are independent and E(et X), E(e¹Y)<∞o. Find the moment generating function of the tilted distribution of X + Y in terms of those of X and Y.
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter2: Exponential, Logarithmic, And Trigonometric Functions
Section2.CR: Chapter 2 Review
Problem 111CR: Respiratory Rate Researchers have found that the 95 th percentile the value at which 95% of the data...
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