Home » Basic probability » Moment Generating Functions: Bernoulli and More

Moment Generating Functions: Bernoulli and More

  1. Find the moment generating function for a \(\text{Bernoulli}(p)\) random variable.
  2. Recalling thatĀ  if \(X\) is distributed at \(Binomial(n,p)\) it can be written as the sum of appropriate Bernoulli random variables, find theĀ  moment generating function for \(X\).
  3. Use the solution to the previous question to find the variance of \(X\). Show your work !

 

Topics