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Probability generating functionsEdexcel A-Level Further Maths: Mind map

Definition
Mean and variance
Standard PGFs

Probability generating functions

expectation of $t^X$

G(1) = 1meanvariance
Sums
Derivations
Exam tips

Exam questions on Probability generating functions

  1. The discrete random variable XX has P(X=0)=0.2\mathrm{P}(X=0)=0.2, P(X=1)=0.5\mathrm{P}(X=1)=0.5 and P(X=2)=0.3\mathrm{P}(X=2)=0.3. The probability generating function of XX is GX(t)\mathrm{G}_X(t).
    Use GX(t)\mathrm{G}_X(t) to find Var(X)\mathrm{Var}(X).2 marks
  2. The random variable XX has a geometric distribution with parameter p=14p=\frac14, so XX is the number of trials up to and including the first success, with P(X=r)=qr−1p\mathrm{P}(X=r)=q^{r-1}p for r=1,2,3,…r=1,2,3,\ldots and q=1−pq=1-p.
    Given that GX′(t)=4(4−3t)2\mathrm{G}_X'(t)=\dfrac{4}{(4-3t)^2}, find GX′′(1)\mathrm{G}_X''(1) and hence show that Var(X)=12\mathrm{Var}(X)=12.2 marks
  3. The random variable XX has distribution B(3,0.4)\mathrm{B}(3,0.4) and the random variable YY has distribution Po(2)\mathrm{Po}(2). The variables XX and YY are independent and Z=X+YZ=X+Y.
    Show, from the definition of a probability generating function, that GX(t)=(0.6+0.4t)3\mathrm{G}_X(t)=(0.6+0.4t)^3.3 marks
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Written by the Exaim team, led by Shaun Daswani (Head of Upper Secondary, Improve ME Institute; MSc Financial Mathematics, Imperial College London; BSc, UCL) and Jason Daswani (operational lead, Improve ME Institute; LSE).