E tx.

Solution 1.9.7. As with every mgf, M(0) = E[e0] = E[1] = 1. For t6= 0, M(t) = E etX tx = Z 1 1 etxf(x)dx= Z 2 1 e 3 dx= etx 3t 2 1 = e2t e t 3t: Problem 1.9.11. Let Xdenote a random variable such that K(t) = E[tX] exists for all real values of tin a certain open interval that includes the point t = 1. Show that K(m)(1) is equal to the mth ...

E tx. Things To Know About E tx.

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