sunflowerlove5981 sunflowerlove5981
  • 20-01-2020
  • Mathematics
contestada

Let X and Y be random variables with the following joint moment generating function: M_{X,Y}(s,t)=0.1+0.2e^s+0.3e^t+0.4e^{s+t}

Determine Pr[X = Y].

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LammettHash
LammettHash LammettHash
  • 20-01-2020

We obtain the joint PMF directly from the joint MGF:

[tex]M_{X,Y}(s,t)=0.1+0.2e^s+0.3e^t+0.4e^{s+t}[/tex]

[tex]\implies\mathrm{Pr}[X=x,Y=y]=\begin{cases}0.1&\text{for }x=y=0\\0.2&\text{for }x=1,y=0\\0.3&\text{for }x=0,y=1\\0.4&\text{for }x=y=1\\0&\text{otherwise}\end{cases}[/tex]

Then

[tex]\mathrm{Pr}[X=Y]=\mathrm{Pr}[X=Y=0]+\mathrm{Pr}[X=Y=1]=0.1+0.4=\boxed{0.5}[/tex]

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