Pre-U Pre-U 9795/2 2018 June — Question 3

Exam BoardPre-U
ModulePre-U 9795/2 (Pre-U Further Mathematics Paper 2)
Year2018
SessionJune
TopicMoment generating functions
TypeUse MGF to find moments
DifficultyStandard +0.3 This is a straightforward application of MGF properties requiring differentiation to find moments and using the MGF addition property for independent variables. The calculations are mechanical (differentiating $(1-2t)^{-3}$ and evaluating at t=0) with no conceptual challenges beyond standard Further Maths MGF theory, making it slightly easier than average.
Spec5.03d E(g(X)): general expectation formula

3 The moment generating function of a random variable \(X\) is \(( 1 - 2 t ) ^ { - 3 }\).
  1. Find the mean and variance of \(X\).
  2. \(X _ { 1 }\) and \(X _ { 2 }\) are two independent observations of \(X\). Find \(\mathrm { E } \left[ \left( X _ { 1 } + X _ { 2 } \right) ^ { 3 } \right]\).

3 The moment generating function of a random variable $X$ is $( 1 - 2 t ) ^ { - 3 }$.\\
(i) Find the mean and variance of $X$.\\
(ii) $X _ { 1 }$ and $X _ { 2 }$ are two independent observations of $X$. Find $\mathrm { E } \left[ \left( X _ { 1 } + X _ { 2 } \right) ^ { 3 } \right]$.

\hfill \mbox{\textit{Pre-U Pre-U 9795/2 2018 Q3}}