OCR S4 2015 June — Question 5

Exam BoardOCR
ModuleS4 (Statistics 4)
Year2015
SessionJune
TopicMoment generating functions
TypeUse MGF to find moments

5 The random variable \(X\) has a Poisson distribution with mean \(\lambda\). It is given that the moment generating function of \(X\) is \(e ^ { \lambda \left( e ^ { t } - 1 \right) }\).
  1. Use the moment generating function to verify that the mean of \(X\) is \(\lambda\), and to show that the variance of \(X\) is also \(\lambda\).
  2. Five independent observations of \(X\) are added to produce a new variable \(Y\). Find the moment generating function of \(Y\), simplifying your answer.