連続型確率変数(continuous random variable) の一様分布(uniform distribution)の積率母凾数(moment-generating function)
$$f_X(x) =
\begin{cases}
\displaystyle \frac{1}{b-a} & \quad \left\{ a\leq x \leq b\right\}\\
\displaystyle 0 & \quad \left\{ x\lt a,\,b\lt x\right\}\\
\end{cases}
$$
$$\begin{array}{rcl}
\displaystyle M_X(t)&\equiv&\displaystyle E[\mathrm{e}^{tX}]\\
&=&\displaystyle \int_{-\infty}^{\infty}\mathrm{e}^{tx}f_X(x)\mathrm{d}x\\
&=&\displaystyle \int_{a}^{b}\mathrm{e}^{tx}\left(\frac{1}{b-a}\right)\mathrm{d}x\\
&=&\displaystyle \frac{1}{b-a}\int_{a}^{b}\mathrm{e}^{tx}\mathrm{d}x\\
&=&\displaystyle \frac{1}{b-a}\int_{ta}^{tb}\mathrm{e}^{s}\frac{1}{t}\mathrm{d}s\,\dotso\,s=tx,\,\frac{\mathrm{d}s}{\mathrm{d}x}=t,\, \mathrm{d}x=\frac{1}{t}\mathrm{d}s,\,a\to ta,\,b\to tb\\
&=&\displaystyle \frac{1}{b-a}\frac{1}{t}\int_{ta}^{tb}\mathrm{e}^{s}\mathrm{d}s\\
&=&\displaystyle \frac{1}{t(b-a)}\left[\mathrm{e}^{s}\right]_{ta}^{tb}\\
&=&\displaystyle \frac{1}{t(b-a)}\left[\mathrm{e}^{tb}-\mathrm{e}^{ta}\right]\\
&=&\displaystyle \frac{\mathrm{e}^{tb}-\mathrm{e}^{ta}}{t(b-a)}\\
\end{array}$$
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