Value of t for Probability Generating Function

  • #1
2,166
290
TL;DR Summary
Let PGF be

$$G_X (t) = E(t^x) = \Sigma P(X=x_i) t^{x_i}$$

and ##G_X (1) = 1##
My questions:

1) What about if t = 2? Is there a certain meaning to ##G_X (2)## ?

2) PGF for uniform distribution is ##G_X (t)=\frac{t(1-t^n)}{n(1-t)}## and for t = 1 ##G_X (1)## is undefined so ##G_X (1) =1## is not true for all cases?

Thanks
 

Answers and Replies

  • #2
GX(1) = 1 is not strictly correct. The condition is (to quote Wikipedia)
" G(1−) = 1, where G(1−) = limz→1G(z) from below, since the probabilities must sum to one. "
 
  • #3
GX(1) = 1 is not strictly correct. The condition is (to quote Wikipedia)
" G(1−) = 1, where G(1−) = limz→1G(z) from below, since the probabilities must sum to one. "

What about ##G_X (2)## ? Is there a certain meaning to it?

Thanks
 
  • #4
It is the expectation value of 2x. Whether that is particularly meaningful is another question.
 
  • #5
It is the expectation value of 2x. Whether that is particularly meaningful is another question.
So whether it is meaningful or not depend on the context being considered so it will be more like case-by-case basis?

Thanks
 

Suggested for: Value of t for Probability Generating Function

Back
Top