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CSC 203 - Lecture 5

The document discusses Discrete Probability Generating Functions (PGFs) as essential tools for analyzing sums and limits of random variables, highlighting their ability to simplify the characterization of distributions. It outlines objectives for understanding PGFs, including calculating means, variances, and probabilities for various distributions such as Geometric and Binomial. The document also includes references for further reading on the topic.

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2 views

CSC 203 - Lecture 5

The document discusses Discrete Probability Generating Functions (PGFs) as essential tools for analyzing sums and limits of random variables, highlighting their ability to simplify the characterization of distributions. It outlines objectives for understanding PGFs, including calculating means, variances, and probabilities for various distributions such as Geometric and Binomial. The document also includes references for further reading on the topic.

Uploaded by

oluwanifemijoseph70
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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DISCRETE PROBABILITY GENERATING FUNCTION

CONTENTS

1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Common Sums
3.2 Probability Generating Function
3.3 Using the PGF to calculate the mean and variance
3.4 Using the PGF to calculate the probabilities
3.5 Geometric Random Variables
3.6 Binomial Distribution
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Reading

1.0 Introduction
Discrete probability generating functions are important and useful tools for dealing with
sums and limits of random variables. The exact strength of Probability Generating
Function (PGF), is that, it gives an easy way of characterizing the distribution of 𝐴 + 𝐵
when 𝐴 and 𝐵 are independent. To find the distribution of a sum using the common
probability function we know is quite difficult, hence, the use of PGF which transform a
sum into a product makes it much easier to handle. The PGF gives us details of everything
we need to know about the distribution.

2.0 Objectives
By the end of this unit, you will be able to:

• obtain the sum of Geometric, Binomial and Exponential series


• define Probability Generating Functions (PGFs) and use it to calculate the mean, variance
and probability
• identify and calculate the PGF for Geometric, Binomial and Exponential distributions.
3.0 Main Content 3.1 Common Sums
3.1.1 Geometric Series
7.0 References/Further Reading

Abramowitz, M. and Stegun, I. A. (1964). Handbook of Mathematical Functions, National Bureau


of Standards, Applied Mathematics Series Nr.55, Washington, D.C.
Casella, G and Berger, R. L. (2002). Statistical Inference (2nd Edition). Pacific Grove: Duxbury.
Clive, M., John, B., Tim, W., Wait, K. and Dan, B. (2011). Electrical Engineering: Know It All. Newnes.
Pp. 884.
Levin, O., (2021). Discrete Mathematics: An Open Introduction 3rd Edition, Oscar Levin, 2019. ISBN:
978-1792901690.
Spanos, Aris (1999). Probability Theory and Statistical Inference. New York: Cambridge musiUniversity,
pp. 109-130.

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