Probability Generating Functions (PGFs) (Edexcel A-Level Further Mathematics): Flashcards

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Probability Generating Functions (PGFs)
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PGF formula for discrete random variable XX

GX(t)=∑x=0∞pxtxG_X(t) = \sum_{x=0}^\infty p_x t^x

What is tt in a PGF?

A dummy variable (not a probability)

Value of GX(1)G_X(1) (normalisation)

11

Formula: P(X=x)P(X=x) from PGF

1x!dxdtxGX(t)∣t=0\frac{1}{x!} \frac{d^x}{dt^x} G_X(t) \bigg|_{t=0}

PGF for X∼B(n,p)X \sim B(n,p)

GX(t)=[pt+(1−p)]nG_X(t) = [pt + (1-p)]^n

PGF for X∼Po(λ)X \sim \text{Po}(\lambda)

GX(t)=eλ(t−1)G_X(t) = e^{\lambda(t-1)}

PGF for X∼Geom(p)X \sim \text{Geom}(p)

GX(t)=p1−(1−p)tG_X(t) = \frac{p}{1-(1-p)t}

PGF for X∼NegBin(r,p)X \sim \text{NegBin}(r,p)

GX(t)=(p1−(1−p)t)rG_X(t) = \left(\frac{p}{1-(1-p)t}\right)^r

What properties do PGFs help study?

Mean and variance

Method to find probabilities from PGF

Differentiate and evaluate at t=0t=0

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