Pgf Mean Variance
1. **Problem statement:**
We have a discrete random variable $Y$ with probability generating function (PGF)
$$G_Y(t) = 0.09t^2 + 0.24t^3 + 0.34t^4 + 0.24t^5 + 0.09t^6.$$
We need to find (i) the mean and variance of $Y$, (ii) the PGF of $X$ where $Y$ is the sum of two independent observations of $X$, and (iii) the value of $P(X=2)$.
2. **Recall:**
- The mean of a discrete random variable with PGF $G(t)$ is $E[Y] = G'(1)$.
- The variance is $Var(Y) = G''(1) + G'(1) - (G'(1))^2$.
- If $Y = X_1 + X_2$ where $X_1, X_2$ are independent and identically distributed as $X$, then $G_Y(t) = (G_X(t))^2$.
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### (i) Find mean and variance of $Y$:
3. Compute $G_Y'(t)$:
$$G_Y'(t) = 0.09 \cdot 2 t^{1} + 0.24 \cdot 3 t^{2} + 0.34 \cdot 4 t^{3} + 0.24 \cdot 5 t^{4} + 0.09 \cdot 6 t^{5} = 0.18 t + 0.72 t^{2} + 1.36 t^{3} + 1.2 t^{4} + 0.54 t^{5}.$$
Evaluate at $t=1$:
$$G_Y'(1) = 0.18 + 0.72 + 1.36 + 1.2 + 0.54 = 4.0.$$
So, $E[Y] = 4.0$.
4. Compute $G_Y''(t)$:
$$G_Y''(t) = 0.18 \cdot 1 + 0.72 \cdot 2 t + 1.36 \cdot 3 t^{2} + 1.2 \cdot 4 t^{3} + 0.54 \cdot 5 t^{4} = 0.18 + 1.44 t + 4.08 t^{2} + 4.8 t^{3} + 2.7 t^{4}.$$
Evaluate at $t=1$:
$$G_Y''(1) = 0.18 + 1.44 + 4.08 + 4.8 + 2.7 = 13.2.$$
5. Calculate variance:
$$Var(Y) = G_Y''(1) + G_Y'(1) - (G_Y'(1))^2 = 13.2 + 4.0 - 4.0^2 = 13.2 + 4.0 - 16 = 1.2.$$
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### (ii) Find the PGF of $X$:
6. Since $Y = X_1 + X_2$ with independent $X_i$,
$$G_Y(t) = (G_X(t))^2.$$
Therefore,
$$G_X(t) = \sqrt{G_Y(t)}.$$
7. Given $G_Y(t)$ is a polynomial of degree 6, and $G_X(t)$ must be a cubic polynomial:
Assume
$$G_X(t) = a t^2 + b t^3 + c t^4$$
would be too high degree, so instead try
$$G_X(t) = p t^1 + q t^2 + r t^3$$
since $X$ takes values 1, 2, 3 (to match degrees).
8. Square $G_X(t)$:
$$(p t + q t^2 + r t^3)^2 = p^2 t^2 + 2 p q t^3 + (q^2 + 2 p r) t^4 + 2 q r t^5 + r^2 t^6.$$
9. Match coefficients with $G_Y(t)$:
- $t^2$: $p^2 = 0.09$ so $p = 0.3$ (positive since probabilities positive)
- $t^3$: $2 p q = 0.24$ so $q = 0.24 / (2 imes 0.3) = 0.4$
- $t^4$: $q^2 + 2 p r = 0.34$ so $0.4^2 + 2 imes 0.3 imes r = 0.34$
$$0.16 + 0.6 r = 0.34
ightarrow 0.6 r = 0.18
ightarrow r = 0.3$$
- $t^5$: $2 q r = 0.24$ check: $2 imes 0.4 imes 0.3 = 0.24$ correct
- $t^6$: $r^2 = 0.09$ so $r = 0.3$ consistent
10. So,
$$G_X(t) = 0.3 t + 0.4 t^2 + 0.3 t^3.$$
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### (iii) Find $P(X=2)$:
11. The coefficient of $t^2$ in $G_X(t)$ is $P(X=2)$, so
$$P(X=2) = 0.4.$$
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**Final answers:**
- Mean of $Y$ is $4.0$.
- Variance of $Y$ is $1.2$.
- PGF of $X$ is $G_X(t) = 0.3 t + 0.4 t^2 + 0.3 t^3$.
- $P(X=2) = 0.4$.