M.g.f. help. Mean, Variance, and standard deviation.

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SUMMARY

The discussion focuses on calculating the probability mass function (p.m.f.) and the moments (mean, variance, and standard deviation) of a random variable X, representing the number of flips of a fair coin required to observe the same face on consecutive flips. The p.m.f. is established as f(x) = (1/2)^(x-1) for x = 2, 3, 4, ... The moment-generating function (m.g.f.) is given by M(t) = E(e^(tx)), leading to the mean and variance calculations using M'(0) and M''(0). The user initially misidentified the minimum number of flips and sought clarification on evaluating infinite sums for parts (b) and (c) of the problem.

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gimpy
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I am having trouble with this question.

Let X equal the number of flips of a fair coin that are required to observe the same face on consecutive flips.
(a) Find the p.m.f. of X.
if found the p.m.f. to be [tex]f(x) = (\frac{1}{2})^{x-1}[/tex] for [tex]x=2,3,4,...[/tex]

(b) Give the values of the mean, variance and standard deviation of X.
For this one i found the m.g.f. to be [tex]M(t) = E(e^{tx}) = \sum_{x \in S} e^{tx}f(x)[/tex]
[tex]M^{'}(0) = xf(x) = E(X)[/tex] which is the mean.
Then
[tex]M^{''}(0) = x^{2}f(x) = E(X)[/tex]
[tex]Var(X) = M^{''}(0) - [M^{'}(0)]^2[/tex]

Is this correct?

Than after that i realized that 2 rolls of the dice was the minimum to get the same face on two consecutive flips. So i made [tex]S={1,2}[/tex] and evaluted them like this getting the Mean = 2 and Variance = 4 which is not correct.
What am i doing wrong? Do i have to use Infinite series or something?

I haven't even started on the standard deviation.

(c) Find the values of
[tex](i) P(X \leq 3)[/tex]
[tex](ii) P(X \geq 5)[/tex]
[tex](iii) P(X = 3)[/tex]

I can't start on these until i get part (b)
 
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S must be the set {2,3,4...}. yes you need to evalaute the infinite sums, but they aren't hard to do. the sum of nr^n and n(n-1)r^n are quite well known and you should be able to find them.

you can do c without doing b; it doens't involve moments at all.


probability it happens on the first throw is 0, probability on the second is 1/2, and on the third is 1/4 so the first probability is 3/4

x greater than 5 is 1- prob of on the 2nd 3rd or 4th, which is 1-1/2-1/4-1/8

on the fifth exactly
well one of HTHTT or THTHH must happen and the probability is...?
 

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