MTH 223 Tutorial 7
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Tutorial 7
MTH 223
1. Suppose that N has the following mixture Poisson distribution with p.m.f.
← θne ←9
pn = Pr(N = n) = g(θ)dθ for n = 0, 1, 2, 一 一 一 ,
入 n!
where the mixing random variable Θ has p.d.f.
1 9 − 入
g(θ) = β e ← & for θ > λ and λ, β > 0.
(a) Prove that
pn = 入β j 0 ╱ 、j λn←j for n = 0, 1, 2, 一 一 一 .
(b) Find the m.g.f. of Θ .
(c) Use the double expectation formula and your result in part (b) to show that the p.g.f. of N is given by
GN(t) = e入(t← 1) [1 … β(t … 1)] ←1 .
(d) Determine E(N) and Var(N).
2. Suppose N has the logarithmic distribution with the pmf
pn = ╱ 、n , n = 1, 2, 3, . . .
for β > 0.
(a) Using the fact that … ln(1 … x) = , determine the p.g.f. of N .
(b) Using the p.g.f. found in (a), determine E[N] and Var(N).
3. Let N be an (a, b, 0) member with a = 0.8 and b = 0. Identify the name of the distribution of N and the corresponding parameter(s).
4. Let N be an (a, b, 0) member. In terms of its parameters a and b, find an expression for E[N]
2023-05-13