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離散型確率変数(discrete random variable) の一様分布(uniform distribution)の分散(variance)

$$\begin{array}{rcl} \displaystyle M_X^{(m)}(0)&\equiv&\frac{ \mathrm{d}^m }{ \mathrm{d}^m t } M_X(t)|_{t=0}\\ &=&\displaystyle E[X^m\mathrm{e}^{tX}]|_{t=0}\\ &=&\displaystyle E[X^m]\\ \end{array}$$

積率母凾数の二階微分

$$\begin{array}{rcl} \displaystyle M_X^{(2)} &=&\displaystyle \frac{\mathrm{d^2}}{\mathrm{d}t^2}\left\{ \displaystyle \href{https://shikitenkai.blogspot.com/2019/07/uniform-distribution.html}{\frac{1}{n}\frac{\mathrm{e}^{t}(\mathrm{e}^{nt}-1)}{(\mathrm{e}^{t}-1)}} \displaystyle \right\}\\ &=&\displaystyle \frac{\mathrm{d}}{\mathrm{d}t}\left\{ \displaystyle \href{https://shikitenkai.blogspot.com/2019/07/discrete-random-variable-uniform.html}{\frac{\mathrm{e}^{t}}{n}\frac{n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1}{(\mathrm{e}^{t}-1)^2}} \displaystyle \right\}\\ &=&\displaystyle \frac{1}{n} \frac{\mathrm{d}}{\mathrm{d}t}\left\{ \displaystyle \mathrm{e}^{t} \frac{n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1}{(\mathrm{e}^{t}-1)^2} \displaystyle \right\}\\ &=&\displaystyle \frac{1}{n} \frac{\mathrm{d}}{\mathrm{d}t}\left\{ \displaystyle \mathrm{e}^{t} (n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1)(\mathrm{e}^{t}-1)^{-2} \displaystyle \right\}\\ &=&\displaystyle \frac{1}{n} \left\{ (\mathrm{e}^{t})'(n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1)(\mathrm{e}^{t}-1)^{-2} +\mathrm{e}^{t}(n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1)'(\mathrm{e}^{t}-1)^{-2} +\mathrm{e}^{t}(n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1)\left((\mathrm{e}^{t}-1)^{-2}\right)' \right\}\\ &=&\displaystyle \frac{1}{n} \left\{ \mathrm{e}^{t}(n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1)(\mathrm{e}^{t}-1)^{-2} +\mathrm{e}^{t}((n\mathrm{e}^{(n+1)t})'-((n+1)\mathrm{e}^{nt})'+(1)')(\mathrm{e}^{t}-1)^{-2} +\mathrm{e}^{t}(n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1)\left(-2\mathrm{e}^{t}(\mathrm{e}^{t}-1)^{-3}\right) \right\}\\ &=&\displaystyle \frac{1}{n} \left\{ \mathrm{e}^{t}(n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1)(\mathrm{e}^{t}-1)^{-2} +\mathrm{e}^{t}((n(n+1)\mathrm{e}^{(n+1)t})-(n(n+1)\mathrm{e}^{nt})+0)(\mathrm{e}^{t}-1)^{-2} +\mathrm{e}^{t}(n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1)\left(-2\mathrm{e}^{t}(\mathrm{e}^{t}-1)^{-3}\right) \right\}\\ &=&\displaystyle \frac{\mathrm{e}^{t}}{n} \left\{ (n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1)(\mathrm{e}^{t}-1)^{-2} +((n(n+1)\mathrm{e}^{(n+1)t})-(n(n+1)\mathrm{e}^{nt}))(\mathrm{e}^{t}-1)^{-2} +(n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1)\left(-2\mathrm{e}^{t}(\mathrm{e}^{t}-1)^{-3}\right) \right\}\\ &=&\displaystyle \frac{\mathrm{e}^{t}}{n} \left\{\frac{ (n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1)(\mathrm{e}^{t}-1) +((n(n+1)\mathrm{e}^{(n+1)t})-(n(n+1)\mathrm{e}^{nt}))(\mathrm{e}^{t}-1) -2\mathrm{e}^{t}(n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1) }{(\mathrm{e}^{t}-1)^{3}} \right\}\\ &=&\displaystyle \frac{\mathrm{e}^{t}}{n} \left\{\frac{ (n\mathrm{e}^{(n+2)t}-(n+1)\mathrm{e}^{(n+1)t}+\mathrm{e}^{t})-(n\mathrm{e}^{(n+1)t}-(n+1)\mathrm{e}^{nt}+1) +((n(n+1)\mathrm{e}^{(n+2)t})-(n(n+1)\mathrm{e}^{(n+1)t}))-((n(n+1)\mathrm{e}^{(n+1)t})-(n(n+1)\mathrm{e}^{nt})) -(2n\mathrm{e}^{(n+2)t}-2(n+1)\mathrm{e}^{(n+1)t}+2\mathrm{e}^{t}) }{(\mathrm{e}^{t}-1)^{3}} \right\}\\ &=&\displaystyle \frac{\mathrm{e}^{t}}{n} \left\{\frac{ n\mathrm{e}^{(n+2)t}-(n+1)\mathrm{e}^{(n+1)t}+\mathrm{e}^{t}-n\mathrm{e}^{(n+1)t}+(n+1)\mathrm{e}^{nt}-1 +n(n+1)\mathrm{e}^{(n+2)t}-n(n+1)\mathrm{e}^{(n+1)t}-n(n+1)\mathrm{e}^{(n+1)t}+n(n+1)\mathrm{e}^{nt} -2n\mathrm{e}^{(n+2)t}+2(n+1)\mathrm{e}^{(n+1)t}-2\mathrm{e}^{t} }{(\mathrm{e}^{t}-1)^{3}} \right\}\\ &=&\displaystyle \frac{\mathrm{e}^{t}}{n} \left\{\frac{ (n+n(n+1)-2n)\mathrm{e}^{(n+2)t} +(-(n+1)-n-n(n+1)-n(n+1)+2(n+1))\mathrm{e}^{(n+1)t} +((n+1)+n(n+1))\mathrm{e}^{nt} +(1-2)\mathrm{e}^{t} -1}{(\mathrm{e}^{t}-1)^{3}} \right\}\\ &=&\displaystyle \frac{\mathrm{e}^{t}}{n} \left\{\frac{ n^2\mathrm{e}^{(n+2)t} -(2n^2+2n-1)\mathrm{e}^{(n+1)t} +(n^2+2n+1)\mathrm{e}^{nt} -\mathrm{e}^{t} -1}{(\mathrm{e}^{t}-1)^{3}} \right\}\\ \end{array}$$

原点周りの二次モーメント

$$\begin{array}{rcl} \displaystyle E[X^2]&=&\displaystyle M_X^{(2)}(0)\\ &=&\displaystyle \lim_{t \to 0}\left[ \frac{\mathrm{e}^{t}}{n} \left\{\frac{ n^2\mathrm{e}^{(n+2)t} -(2n^2+2n-1)\mathrm{e}^{(n+1)t} +(n^2+2n+1)\mathrm{e}^{nt} -\mathrm{e}^{t} -1}{(\mathrm{e}^{t}-1)^{3}} \right\} \right]\,\dotso\,0を代入すると分母が0になってしまうので極限で考える.\\ &=&\displaystyle \lim_{t \to 0}\left[ \frac{\mathrm{e}^{t}}{n} \left\{\frac{ n^2\mathrm{e}^{(n+2)t} -(2n^2+2n-1)\mathrm{e}^{(n+1)t} +(n^2+2n+1)\mathrm{e}^{nt} -\mathrm{e}^{t} -1}{ \mathrm{e}^{3t} -3\mathrm{e}^{2t} +3\mathrm{e}^{t} -1} \right\} \right]\\ &=&\displaystyle \lim_{t \to 0}\left[ \frac{\left(\frac{t^0}{0!}+\frac{t^1}{1!}+\frac{t^2}{2!}+\frac{t^3}{3!}+\frac{t^4}{4!}\right)}{n} \left\{\frac{ n^2\left( \frac{((n+2)t)^0}{0!}+\frac{((n+2)t)^1}{1!}+\frac{((n+2)t)^2}{2!}+\frac{((n+2)t)^3}{3!}+\frac{((n+2)t)^4}{4!} \right) -(2n^2+2n-1)\left( \frac{((n+1)t)^0}{0!}+\frac{((n+1)t)^1}{1!}+\frac{((n+1)t)^2}{2!}+\frac{((n+1)t)^3}{3!}+\frac{((n+1)t)^4}{4!} \right) +(n^2+2n+1)\left( \frac{(nt)^0}{0!}+\frac{(nt)^1}{1!}+\frac{(nt)^2}{2!}+\frac{(nt)^3}{3!}+\frac{(nt)^4}{4!} \right) -\left( \frac{t^0}{0!}+\frac{t^1}{1!}+\frac{t^2}{2!}+\frac{t^3}{3!}+\frac{t^4}{4!} \right) -1}{ \left( \frac{(3t)^0}{0!}+\frac{(3t)^1}{1!}+\frac{(3t)^2}{2!}+\frac{(3t)^3}{3!}+\frac{(3t)^4}{4!} \right) -3\left( \frac{(2t)^0}{0!}+\frac{(2t)^1}{1!}+\frac{(2t)^2}{2!}+\frac{(2t)^3}{3!}+\frac{(2t)^4}{4!} \right) +3\left( \frac{t^0}{0!}+\frac{t^1}{1!}+\frac{t^2}{2!}+\frac{t^3}{3!}+\frac{t^4}{4!} \right) -1} \right\} \right]\\ && \displaystyle \,\dotso\,\href{https://shikitenkai.blogspot.com/2019/07/blog-post.html}{\mathrm{e}^x=\sum_{k=0}^{\infty}\frac{x^k}{k!}=\frac{x^0}{0!}+\frac{x^1}{1!}+\frac{x^2}{2!}+\frac{x^3}{3!}+\frac{x^4}{4!}+\dotsb} (マクローリン展開), ひとまず4乗の項までで計算を進める.\\ &=&\displaystyle \lim_{t \to 0}\left[ \frac{\left(1+t+\frac{t^2}{2}+\frac{t^3}{6}+\frac{t^4}{24}\right)}{n} \left\{\frac{ n^2\left( 1 +(n+2)t +\frac{(n+2)^2}{2}t^2 +\frac{(n+2)^3}{6}t^3 +\frac{(n+2)^4}{24}t^4 \right) -(2n^2+2n-1)\left( 1 +(n+1)t +\frac{(n+1)^2}{2}t^2 +\frac{(n+1)^3}{6}t^3 +\frac{(n+1)^4}{24}t^4 \right) +(n^2+2n+1)\left( 1 +nt +\frac{n^2}{2}t^2 +\frac{n^3}{6}t^3 +\frac{n^4}{24}t^4 \right) -\left( 1 +t +\frac{1}{2}t^2 +\frac{1}{6}t^3 +\frac{1}{24}t^4 \right) -1}{ 1 +3t +\frac{9}{2}t^2 +\frac{27}{6}t^3 +\frac{81}{24}t^4 -3 -6t -\frac{12}{2}t^2 -\frac{24}{6}t^3 -\frac{48}{24}t^4 +3 +3t +\frac{3}{2}t^2 +\frac{3}{6}t^3 +\frac{3}{24}t^4 -1} \right\}\right]\\ &=&\displaystyle \lim_{t \to 0}\left[ \frac{\left(1+t+\frac{t^2}{2}+\frac{t^3}{6}+\frac{t^4}{24}\right)}{n} \left\{\frac{ n^2 \left(1+(n+2)t +\frac{(n+2)^2}{2}t^2 +\frac{(n+2)^3}{6}t^3 +\frac{(n+2)^4}{24}t^4 \right) -(2n^2+2n-1)\left(1+(n+1)t +\frac{(n+1)^2}{2}t^2 +\frac{(n+1)^3}{6}t^3 +\frac{(n+1)^4}{24}t^4 \right) +(n^2+2n+1) \left(1+nt +\frac{n^2}{2}t^2 +\frac{n^3}{6}t^3 +\frac{n^4}{24}t^4 \right) - \left(1+t +\frac{1}{2}t^2 +\frac{1}{6}t^3 +\frac{1}{24}t^4 \right) -1}{t^3+\frac{3}{2}t^4} \right\}\right]\\ &=&\displaystyle \lim_{t \to 0}\left[ \frac{\left(1+t+\frac{t^2}{2}+\frac{t^3}{6}+\frac{t^4}{24}\right)}{nt^3(1+\frac{3}{2}t)} \left\{ n^2 \left(1+(n+2)t +\frac{(n+2)^2}{2}t^2 +\frac{(n+2)^3}{6}t^3 +\frac{(n+2)^4}{24}t^4 \right) -(2n^2+2n-1)\left(1+(n+1)t +\frac{(n+1)^2}{2}t^2 +\frac{(n+1)^3}{6}t^3 +\frac{(n+1)^4}{24}t^4 \right) +(n^2+2n+1) \left(1+nt +\frac{n^2}{2}t^2 +\frac{n^3}{6}t^3 +\frac{n^4}{24}t^4 \right) - \left(1+t +\frac{1}{2}t^2 +\frac{1}{6}t^3 +\frac{1}{24}t^4 \right) -1 \right\}\right]\\ &=&\displaystyle \lim_{t \to 0}\left[ \frac{\left(1+t+\frac{t^2}{2}+\frac{t^3}{6}+\frac{t^4}{24}\right)}{nt^3(1+\frac{3}{2}t)} \left\{ n^2 +n^2(n+2)t +\frac{n^2(n+2)^2}{2}t^2 +\frac{n^2(n+2)^3}{6}t^3 +\frac{n^2(n+2)^4}{24}t^4 -(2n^2+2n-1) -(2n^2+2n-1)(n+1)t -\frac{(2n^2+2n-1)(n+1)^2}{2}t^2 -\frac{(2n^2+2n-1)(n+1)^3}{6}t^3 +\frac{(2n^2+2n-1)(n+1)^4}{24}t^4 +(n^2+2n+1) +(n^2+2n+1)nt +\frac{(n^2+2n+1)n^2}{2}t^2 +\frac{(n^2+2n+1)n^3}{6}t^3 +\frac{(n^2+2n+1)n^4}{24}t^4 -1 -t -\frac{1}{2}t^2 -\frac{1}{6}t^3 +\frac{1}{24}t^4 -1 \right\}\right]\\ &=&\displaystyle \lim_{t \to 0}\left[ \frac{\left(1+t+\frac{t^2}{2}+\frac{t^3}{6}+\frac{t^4}{24}\right)}{nt^3(1+\frac{3}{2}t)} \left\{ (n^2 -(2n^2+2n-1) +(n^2+2n+1) -1 -1) +(n^2(n+2) -(2n^2+2n-1)(n+1) +(n^2+2n+1)n -1 )t +(\frac{n^2(n+2)^2}{2} -\frac{(2n^2+2n-1)(n+1)^2}{2} +\frac{(n^2+2n+1)n^2}{2} -\frac{1}{2} )t^2 +(\frac{n^2(n+2)^3}{6} -\frac{(2n^2+2n-1)(n+1)^3}{6} +\frac{(n^2+2n+1)n^3}{6} -\frac{1}{6} )t^3 +(\frac{n^2(n+2)^4}{24} -\frac{(2n^2+2n-1)(n+1)^4}{24} +\frac{(n^2+2n+1)n^4}{24} -\frac{1}{24} )t^4 \right\}\right]\\ &=&\displaystyle \lim_{t \to 0}\left[ \frac{\left(1+t+\frac{t^2}{2}+\frac{t^3}{6}+\frac{t^4}{24}\right)}{nt^3(1+\frac{3}{2}t)} \left\{ (0) +(0)t +(0)t^2 +\frac{n(n+1)(2n+1)}{6}t^3 +\frac{n(n+1)(3n^2+5n+1)}{12}t^4 \right\}\right]\\ &=&\displaystyle \lim_{t \to 0}\left[ \frac{\left(1+t+\frac{t^2}{2}+\frac{t^3}{6}+\frac{t^4}{24}\right)}{nt^3(1+\frac{3}{2}t)} nt^3 \left\{ \frac{(n+1)(2n+1)}{6} +\frac{(n+1)(3n^2+5n+1)}{12}t \right\}\right]\\ &&\,\dotso\,分母はt^3の項からが残っている.t^4以上の項はtが残るのでマクローリン展開はt^4で十分となる\\ &=&\displaystyle \lim_{t \to 0}\left[ \frac{\left(1+t+\frac{t^2}{2}+\frac{t^3}{6}+\frac{t^4}{24}\right)}{1+\frac{3}{2}t} \left\{ \frac{(n+1)(2n+1)}{6} +\frac{(n+1)(3n^2+5n+1)}{12}t \right\}\right]\\ &=&\displaystyle \frac{(n+1)(2n+1)}{6}\\ &&\,\dotso\,tが分子にある(掛けられている)項は全て0.\\ \end{array}$$

分散

$$\begin{array}{rcl} \displaystyle V[X]&=&\displaystyle E[X^2]-E[X]^2\\ &=&\displaystyle \frac{(n+1)(2n+1)}{6}-\left(\href{https://shikitenkai.blogspot.com/2019/07/discrete-random-variable-uniform.html}{\frac{n+1}{2}}\right)^2\\ &=&\displaystyle \frac{(n+1)(2n+1)}{6}-\frac{(n+1)^2}{4}\\ &=&\displaystyle \frac{2(n+1)(2n+1)-3(n+1)^2}{12}\\ &=&\displaystyle \frac{(n+1)(2(2n+1)-3(n+1))}{12}\\ &=&\displaystyle \frac{(n+1)(4n+2-3n-3)}{12}\\ &=&\displaystyle \frac{(n+1)(n-1)}{12}\\ &=&\displaystyle \frac{n^2-1}{12}\\ \end{array}$$

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