OCR S4 2014 June — Question 4

Exam BoardOCR
ModuleS4 (Statistics 4)
Year2014
SessionJune
TopicMoment generating functions
TypeDerive MGF from PDF

4 The continuous random variable \(X\) has probability density function $$f ( x ) = \left\{ \begin{array} { c c } x & 0 \leqslant x \leqslant 1
2 - x & 1 \leqslant x \leqslant 2
0 & \text { otherwise } \end{array} \right.$$
  1. Show that the moment generating function of \(X\) is \(\frac { \left( \mathrm { e } ^ { t } - 1 \right) ^ { 2 } } { t ^ { 2 } }\).
    \(Y _ { 1 }\) and \(Y _ { 2 }\) are independent observations of a random variable \(Y\). The moment generating function of \(Y _ { 1 } + Y _ { 2 }\) is \(\frac { \left( \mathrm { e } ^ { t } - 1 \right) ^ { 2 } } { t ^ { 2 } }\).
  2. Write down the moment generating function of \(Y\).
  3. Use the expansion of \(\mathrm { e } ^ { t }\) to find \(\operatorname { Var } ( Y )\).
  4. Deduce the value of \(\operatorname { Var } ( X )\).