Math 2274 Lecture 21 Generating Functions Chapter 5, Lecture notes.

Generating Functions used to describe a sequence of real numbers.

Definition 1: Let (an ) , n = 0,1,2,... , be a sequence of real numbers. The generating function g(t)
of (an) is

g(t) =
=0 = a0 + a1t + a2t +....
2

is defined for all real t for which the series converges.

Example: Find the generating function for the sequence 1, , (1/2)2,...

1 1 1
Let 0 = 1, 1 = 2 , 2 = (2)2 , . . , = (2) , = 0,1,2, .

1
So () =
=0 (2) = =0 (2) .

Note: The generating function can be used in reverse to find the terms of the sequence.

g(t) = a0 + a1t + a2t2+....

Assumption: Series is well-behaved so that differentiation of g(t) can be performed term-by-

term.

() = 1 + 22 + 33 2 + 44 3 +

2 () = 2.12 + 3.23 + 4.34 2 +

3 () = 3. 2.13 + 4.3.24 +
2 (0) 3 (0)
From the above, 0 = (0), 1 = 1 (0), 2 = , 3 = .
2! 3!

(0) (())
In general, = () = .
!

Probability Generating Functions (pgfs) See pg 122, Lecture notes.

X is a discrete r.v. with pf. f (whose range is the set of non-negative integers).
Generating function, g(t) is obtained from the sequence (pn).
nth. Term, pn = P(X=n) = f(n); n 0.
This is the pgf of X.

Definition 2: Let X be a discrete r.v. with pf. f that takes values in the set of non-negative
integers. Then the pgf g of X is

g(t) =
=0 () ( ).
Note: i) When t =1, g(1) =
=0 () = 1, since f is a pf.

ii) g(t) converges for || < 1, no matter what the pf. of X.

Theorem 1: Let X be a discrete r.v. with pf f and pgf g. Then,

(0)
() =
!

()
(())
= = 0, ,

Theorem 2: Let X1 and X2 be discrete r.v.s with pgfs g1(t) and g2(t) respectively. If X1 and X2
are independent then the pgf of X1+ X2 is

g(t) = g1(t).g2(t)

Proof: Pg 123, Lecture notes.

Theorem 3: Let X1 , X2, X3,....,Xn be independent discrete r.v.s with pgfs g1(t), g2(t), ...,
gn(t)respectively. Then the pgf of Y = =1 . is

g(t) = g1(t).g2(t)....gn(t) = =1 ().

See example 5.2, pg 123 - Lecture notes.

The probability function (pf) and moments of X can also be derived from the pgf.

Theorem 4: Let X be a discrete r.v. taking values in the set of non-negative integers. Let g(t) be
the pgf of X. Then,

E[X(X-1)(X-2)...(X-r+1)] = gr(1).

Proof: The result can be derived for E(X) and E[X(X-1)] and the general result follows.

See examples 5.3, 5.4, pgs. 125 & 126 Lecture notes.

Theorem 5: Let X1 and X2 be independent r.v.s such that X1 ~ Poisson(1) and X2 ~ Poisson
(2). Then,

X1 + X2 ~ Poisson(1+ 2).

Proof: See pg. 125, Lecture notes.