Lesson 17: Geometric Distribution part II

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  • Опубликовано: 6 сен 2024
  • We derive the expectation, variance, and moment generating function of a geometric random variable

Комментарии • 26

  • @j.w.cornwell6812
    @j.w.cornwell6812 9 лет назад +7

    You didn't include the Mode or describe the Memorylessness property as described in part 1 of Geometric Distributions, just fyi.

  • @soo-merra1324
    @soo-merra1324 4 года назад

    I hope many people studying SOA will watch this lecture!

  • @collinsbarasa7772
    @collinsbarasa7772 9 лет назад

    hi guys thank you very much for the tutorial videos.God bless you all.wish you cd also upload lessons on transformation of variables techniques as well as questions involving beta distributions and gamma as well.Thanks though

  • @yaweli2968
    @yaweli2968 2 года назад

    This is good stuff but you could have easily done a change of base and call x-1 y, then multiple and divide inside series by (1-p)e^t. The [(1-p)e^t]^-1 will combine with [(1-p)e^t]^x to easily get you the moment. This looks simpler to me, your style is fine too.

  • @oshainross5536
    @oshainross5536 3 года назад

    Should r be |r|

  • @kushy04
    @kushy04 9 лет назад

    you are a ****ing genius...

  • @arpitagarwal6593
    @arpitagarwal6593 8 лет назад

    how can we take out variance without double differentiating moment generating function or by another method

  • @oshainross5536
    @oshainross5536 3 года назад

    @6:53, shouldn't r be |r|

  • @GiteshBajaj
    @GiteshBajaj 10 лет назад

    Its really helpfull
    thanks

  • @ShelbyBryant
    @ShelbyBryant 8 лет назад

    Thank you, sir.

  • @MansitSuman
    @MansitSuman 6 лет назад

    Variance is E[(x-)^2]

  • @tshiovhekhuthadzo129
    @tshiovhekhuthadzo129 10 лет назад

    Wonderful. Thanks.:D

  • @MyRanu123
    @MyRanu123 10 лет назад

    Why is e^t * (1-p) < 1 ? I understand 1-p is always = 1, because 't' is non negative (correct me if this understanding is wrong)
    Then, how cum the above product be less than 1? This is a crucial assumption used in derivation for this lesson. Please explain. Need this URGENTLY!!!

    • @StatCourses
      @StatCourses  10 лет назад

      The MGF of a negative binomial is only defined for the values t < ln(1/(1-p)). You can think of {t: t < ln(1/(1-p)) } as the domain of the function M(t).

    • @MyRanu123
      @MyRanu123 10 лет назад

      Thanks for the explanation !

  • @johnsonmupandawana5648
    @johnsonmupandawana5648 7 лет назад

    The expectation? is it E(X) = 1/p or E(X) = (1-p)/p or these two are the same. Please explain I am confused

  • @BijuBjs
    @BijuBjs 4 года назад

    how to find Factorial MGF after finding MGF?

  • @longshot-focusgroup9429
    @longshot-focusgroup9429 9 лет назад

    Hi, can any one explain to me why the Sigma of -1 is -1 instead of infinity?

  • @MyJansch
    @MyJansch 6 лет назад

    Why is in minute 6: -1= 1-e^t(1-p)?

    • @StatCourses
      @StatCourses  6 лет назад

      MyJansch, not sure I understand your question. Are you referring to the denominator or numerator?

    • @MyJansch
      @MyJansch 6 лет назад

      In the numerator, we have to substract the -1, but instead of substracting minus 1 in the numerator you substracted 1-e^t(1-p)

  • @mahavirgupta1266
    @mahavirgupta1266 5 лет назад

    Please upload more video