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#1 2011-06-07 20:00:42

lindah
Member
Registered: 2010-01-25
Posts: 121

Moment Generating Moment

http://img819.imageshack.us/i/57381179.png/

Hi guys,

May I confirm if the MGF I have derived is correct?

My answer after:


Thanks
Lin

Last edited by lindah (2011-06-07 21:57:27)

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#2 2011-06-07 20:58:03

gAr
Member
Registered: 2011-01-09
Posts: 3,482

Re: Moment Generating Moment

Hi lindah,

I get the same.

Expectation is:

Last edited by gAr (2011-06-07 21:02:46)


"Believe nothing, no matter where you read it, or who said it, no matter if I have said it, unless it agrees with your own reason and your own common sense"  - Buddha?

"Data! Data! Data!" he cried impatiently. "I can't make bricks without clay."

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#3 2011-06-07 21:15:20

lindah
Member
Registered: 2010-01-25
Posts: 121

Re: Moment Generating Moment

I've got my exam tomorrow, so thank you for taking the time to give feedback on this one!!!

The algebra/working was very messy.

Last edited by lindah (2011-06-07 21:17:21)

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#4 2011-06-07 21:19:12

gAr
Member
Registered: 2011-01-09
Posts: 3,482

Re: Moment Generating Moment

You're welcome.
But which algebra was messy?

All the best for your exams.


"Believe nothing, no matter where you read it, or who said it, no matter if I have said it, unless it agrees with your own reason and your own common sense"  - Buddha?

"Data! Data! Data!" he cried impatiently. "I can't make bricks without clay."

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#5 2011-06-07 22:15:41

lindah
Member
Registered: 2010-01-25
Posts: 121

Re: Moment Generating Moment

gAr wrote:

But which algebra was messy?

Sorry, it wasn't a reference your workings!!
The question on the paper says its worth 2 marks, for all the working (I used integration by parts and quotient rule for the derivative)

May I ask how you took the limit? Is it L'Hopitals rule?

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#6 2011-06-07 22:26:26

gAr
Member
Registered: 2011-01-09
Posts: 3,482

Re: Moment Generating Moment

Oh, okay.

If it's out of 100, 2 marks is a little less I guess.
I used a CAS to get the derivative and the limit.

And yes, if I'm not using a computer, I'd use L'Hôpital's rule.


"Believe nothing, no matter where you read it, or who said it, no matter if I have said it, unless it agrees with your own reason and your own common sense"  - Buddha?

"Data! Data! Data!" he cried impatiently. "I can't make bricks without clay."

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#7 2011-06-07 22:59:17

lindah
Member
Registered: 2010-01-25
Posts: 121

Re: Moment Generating Moment

Thank you very much  for clarifying!!

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#8 2011-06-07 23:34:33

gAr
Member
Registered: 2011-01-09
Posts: 3,482

Re: Moment Generating Moment

You're welcome!


"Believe nothing, no matter where you read it, or who said it, no matter if I have said it, unless it agrees with your own reason and your own common sense"  - Buddha?

"Data! Data! Data!" he cried impatiently. "I can't make bricks without clay."

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#9 2011-06-20 22:07:45

lindah
Member
Registered: 2010-01-25
Posts: 121

Re: Moment Generating Moment

gAr wrote:

I used a CAS to get the derivative and the limit.

And yes, if I'm not using a computer, I'd use L'Hôpital's rule.

Hi
Thanks for this, up to this point I had only used Mathematica as CAS software.
I started using Matlab and got this. All this time I'd been performing this work by hand. Good news is I can bring a laptop to my exam.

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#10 2011-06-20 22:24:00

gAr
Member
Registered: 2011-01-09
Posts: 3,482

Re: Moment Generating Moment

Hi lindah,

Good news is I can bring a laptop to my exam.

With mathematica?!
It can do most of the things for you!


"Believe nothing, no matter where you read it, or who said it, no matter if I have said it, unless it agrees with your own reason and your own common sense"  - Buddha?

"Data! Data! Data!" he cried impatiently. "I can't make bricks without clay."

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#11 2011-06-20 22:46:11

lindah
Member
Registered: 2010-01-25
Posts: 121

Re: Moment Generating Moment

gAr wrote:

Hi lindah,

Good news is I can bring a laptop to my exam.

With mathematica?!
It can do most of the things for you!

Yes, I've installed Mathematica (for a regression question using matrices in the exam) and Matlab for finding derivatives.
I tried putting the question I asked in this thread through Mathematica, but it didn't seem to be able to process it.
With Matlab I obtained the same answers as you!

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#12 2011-06-20 22:54:08

gAr
Member
Registered: 2011-01-09
Posts: 3,482

Re: Moment Generating Moment

Mathematica wasn't able to process something, and matlab got it? Strange, Which question?

Mathematica can do derivatives too.


"Believe nothing, no matter where you read it, or who said it, no matter if I have said it, unless it agrees with your own reason and your own common sense"  - Buddha?

"Data! Data! Data!" he cried impatiently. "I can't make bricks without clay."

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#13 2011-06-20 23:36:55

lindah
Member
Registered: 2010-01-25
Posts: 121

Re: Moment Generating Moment

Hi gAr,

I've just tried Mathematica again and got the answers. I must have defined too many symbolic relations (I had many notebooks open last time I tried it).

I've just defined

f[t_] := ((3 t - 1) E^t + (1 - t) E^-t)/(4 t^2)
f'[t] // Simplify
m=f'[t]
Limit[m, t->0]

This is great for me, because the output from Mathematica is much easier to read than Matlab's

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#14 2011-06-20 23:50:23

gAr
Member
Registered: 2011-01-09
Posts: 3,482

Re: Moment Generating Moment

Hi lindah,

Glad that you got it now!


"Believe nothing, no matter where you read it, or who said it, no matter if I have said it, unless it agrees with your own reason and your own common sense"  - Buddha?

"Data! Data! Data!" he cried impatiently. "I can't make bricks without clay."

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