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FGM V Discretas
FGM V Discretas
1. Distribución Bernoulli
𝑥 ~𝐵 (1, 𝑝)
𝑃 (𝑥 = 𝑥 ) = 𝑝 𝑥 (1 − 𝑝)1−𝑥 , 𝑥 = 0,1
𝑀𝑥 (𝑡) = 𝐸 (ⅇ 𝑡𝑥 ) = ∑ 𝑝 𝑥 (1 − 𝑝)1−𝑥 ⅇ 𝑡𝑥
= ∑(𝑝 ⅇ 𝑡 )𝑥 (1 − 𝑝)1−𝑥
.
𝑀𝑥 (𝑡) = [ (1 − 𝑝) + 𝑝ⅇ 𝑡 ]1
𝑀′ (𝑡) = 𝑝ⅇ 𝑡 | 𝑡=0
𝑀′′ (𝑡) = 𝑝
𝑀 ′ (𝑡 ) = 𝑝
𝑉(𝑥) = 𝐸 (𝑥 2 ) − [𝐸 (𝑥 )]2
𝑉(𝑥) = 𝑝 − 𝑝2
𝑉(𝑥) = 𝑝(1 − 𝑝) = 𝑝𝑞
𝜇 = 𝐸 (x) = 𝑀′ (0) = 𝑝
∞
𝜆𝑥
𝑀𝑥 (𝑡) = 𝐸(ⅇ 𝑡𝑥 ) = ∑ ⅇ 𝑡𝑥 ⅇ−𝜆
𝑥!
𝑥=0
∞
−𝜆
(𝜆ⅇ𝑡 )𝑥
= ⅇ ∑
𝑥!
𝑥=0
fgm de la v. a. poisson:
ⅇ𝑡 𝜆(ⅇ𝑡
= ⅇ −𝜆 ⅇ 𝜆 = ⅇ − 1)
𝑀𝑥 (𝑡) = ⅇ𝜆(ⅇ
𝑡 − 1)
∀𝑡𝜀ℝ
ⅆ𝑀𝑥 (𝑡) 𝑡 𝑡
| = ⅇ 𝜆[ⅇ −1] 𝜆ⅇ | 𝑡=0 𝐸(𝑥) = 𝜆
ⅆ𝑡 𝑡=0
𝑉(𝑥) = ( 𝜆 + 𝜆2 ) − 𝜆 2
𝑉(𝑥) = 𝜆
UNIVERSIDAD NACIONAL MAYOR DE SAN MARCOS
Facultad de Ciencias Económicas
𝑛
𝑛
𝑀𝑥 (𝑡) = 𝐸 (ⅇ𝑡𝑥 ) = ∑ ⅇ𝑡𝑥 ( ) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥
𝑥
0
𝑀𝑥 (𝑡) = [(1 − 𝑝) 𝑝ⅇ 𝑡 ]𝑛
𝑛
𝑥 𝑛
= ∑ (𝑝ⅇ 𝑡 ) (1 − 𝑝)𝑛−𝑥 ( )
𝑥
0
ⅆ 𝑀𝑥 (𝑡)
𝑀′ (𝑡) = | = 𝑛 [𝑝ⅇ 𝑡 + (1 − 𝑝)]𝑛−1 𝑝ⅇ𝑡 | 𝑡=0
ⅆ𝑡 𝑡=0
𝐸 (𝑥 ) = 𝑛𝑝
ⅆ 2 𝑀𝑥 (𝑡)
𝑀′′ (𝑡) = |
ⅆ2 𝑡 𝑡=0
2
= 𝑛 (𝑛 − 1)[𝑝ⅇ𝑡 + (1 − 𝑝)]𝑛−2 (𝑝ⅇ𝑡 ) + 𝑛 [𝑝ⅇ𝑡 + (1 − 𝑝)]𝑛−1 𝑝ⅇ 𝑡 | 𝑡=1
𝑉(𝑥) = 𝑛2 𝑝2 − 𝑛𝑝2 + 𝑛𝑝 − 𝑛2 𝑝2
𝑉(𝑥) = 𝑛𝑝 (1 − 𝑝) = npq
𝑛
𝑛
(𝑎 + 𝑏)𝑛 = ∑ ( ) 𝑎 𝑥 𝑏 𝑛−𝑥
𝑥
𝑥=0
𝒏
(𝒑 + 𝒒)𝒏 = ( ) 𝒑𝒙 𝒒𝒏−𝒙 = 𝒇(𝒙)
𝒙
ⅆ𝑜𝑛ⅆⅇ: 𝑝 + 𝑞 = 1
𝑛
𝑛
𝐸(𝑥 2 ) = ∑ 𝑥 2 ( ) 𝑝 𝑥 𝑞 𝑛−𝑥
𝑥
𝑥=0
𝑛
𝑛
= ∑[𝑥(𝑥 − 1) + 𝑥] ( ) 𝑝 𝑥 𝑞 𝑛−𝑥
𝑥
𝑥=0
𝑛 𝑛
𝑛 𝑛
= ∑ 𝑥 (𝑥 − 1) ( ) 𝑝 𝑥 𝑞 𝑛−𝑥 + ∑ 𝑥 ( ) 𝑝 𝑥 𝑞 𝑛−𝑥
𝑥 𝑥
𝑥=0 𝑥=0
𝑛
𝑛!
= ∑ 𝑥 (𝑥 − 1) 𝑝 𝑥 𝑞 𝑛−𝑥 + 𝑛𝑝
(𝑛 − 𝑥)! 𝑥!
𝑥=2
𝑛
(𝑛 − 2)!
𝑛(𝑛 − 1)𝑝 2 ∑ 𝑝 𝑥−2 𝑞 𝑛−𝑥 + 𝑛𝑝
(𝑛 − 𝑥)! (𝑥 − 2)!
𝑥=2
𝑛
𝑛 −2 𝑥−2 𝑛−𝑥
𝑛(𝑛 − 1)𝑝 2 ∑ ( )𝑝 𝑞 + 𝑛𝑝
𝑥 −2
𝑥=2
Sea:
𝑦 =𝑥−2 ∧ 𝑛 − 𝑥 = 𝑛 − 2 − (𝑥 − 2) También:
𝑉(𝑥) = 𝑛𝑝𝑞
𝐸(𝑥 2 ) = 𝑛2 𝑝2 − 𝑛𝑝 2 + 𝑛𝑝