Salam Academy
Option · Module

Probability generating functions

1 subtopic≈ 45 min in total
  1. Probability generating functions

    GX(t)=E(tX)=∑P(X=x)txG_X(t)=E(t^X)=\sum P(X=x)t^x packs a whole distribution into one function. G(1)=1G(1)=1, E(X)=G′(1)E(X)=G'(1) and Var(X)=G′′(1)+G′(1)−[G′(1)]2\text{Var}(X)=G''(1)+G'(1)-[G'(1)]^2. For independent XX and YY, GX+Y=GXGYG_{X+Y}=G_XG_Y.

    ≈ 45 min