I really do not understand how to prove Rt mean nor how Rt s
I really do not understand how to prove R\'(t)= mean nor how R\'\'(t)= std devation?
Let the moment-generating function M(t) of X exist for -h <t < h. Consider the function R(t) = ln M(t). The first twoderivatives of R(t) are respectively,
R\'(t) =M\'(t) and R\"(t) =M(t)M\"(t) - [M\'(t)]2
M(t) [M(t)]2
1. Setting t = 0, show that
a). = R\'(0)
b). 2 = R\"(0)
2. Use the results from above to find the mean and variance ofthe
a). Bernoulli distribution
b). Binomial distribution
c). Geomentic distribution
d). Negative binomial distribution
Solution
