Cross Validated Asked by confusedmathstudent on January 10, 2021
N has probability mass function: $p_o = p_1 =0$ and $p_k = frac{1}{(e^1-2)k!}$ for $k=2,3,4,…$ I Solved for the pgf of N and got $G(t) = frac{e^t}{e^1-2}$
How do I calculate $E[N^2 | N>2]$?
begin{align} mathbb{E}[N^2 | N > 2] &= sum_{n=0}^infty n^2 Pr(N=n|N>2) \ &= frac1{1-P(Nle 2)}sum_{n=3}^infty n^2cdot frac{1}{(e-2)n!} \ &=frac1{1-frac1{2(e-2)}}sum_{n=3}^infty ncdot frac{1}{(e-2)(n-1)!} \ &= frac1{1-frac1{2(e-2)}}sum_{n=3}^infty (n-1+1)cdot frac{1}{(e-2)(n-1)!} \ &=frac{2}{2(e-2)-1} left(sum_{n=3}^infty frac{1}{(n-2)!} + sum_{n=3}^infty frac{1}{(n-1)!} right) end{align}
I am leaving the last step for you to simplify.
Answered by Siong Thye Goh on January 10, 2021
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