In: Statistics and Probability
(a) Suppose that Y is a random variable with moment generating function H(t). Suppose further that X is a random variable with moment generating function M(t) given by M(t) = 1/3 (2e ^(3t) + 1)H(t). Given that the mean of Y is 10 and the variance of Y is 12, then determine the mean and variance of X (Use H(0) = 1).
(b) Suppose that the Moment generating function for X is M(t) = e^t/( 3 − 2e^t) . Find the probability mass function for X. Then determine the mean and variance.