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📐 Mathematics  ·  Statistics  ·  JEE

Moment generating function M(t) of a random variable X is defined as:

Answer: E[e tX ].

  • A E[X]
  • B E[X²]
  • C E[e<sup>tX</sup>]
  • D E[tX]

Correct answer: C. E[e<sup>tX</sup>]

Explanation: MGF: M(t) = E[e<sup>tX</sup>]. Expanding e<sup>tX</sup> = 1 + tX + t²X²/2! + … gives M(t) = 1 + tE[X] + t²E[X²]/2! + …. The n-th derivative M⁽ⁿ⁾(0) = E[Xⁿ], the n-th raw moment. Answer: E[e<sup>tX</sup>].

Normal Distribution: the 68-95-99.7 Rule68% within ±1σ95% within ±2σmean=median=mode (centre)

In a perfectly normal (bell-shaped) distribution, mean, median, and mode all coincide at the centre; about 68% of data falls within 1 standard deviation of the mean, 95% within 2, and 99.7% within 3 - the empirical rule used to judge how typical or extreme a value is.

Concept context

Mean, median, mode, standard deviation, and data interpretation

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