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
- The discrete random variable has , and . The probability generating function of is .Use to find .2 marks
- The random variable has a geometric distribution with parameter , so is the number of trials up to and including the first success, with for and .Given that , find and hence show that .2 marks
- The random variable has distribution and the random variable has distribution . The variables and are independent and .Show, from the definition of a probability generating function, that .3 marks
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).