Thread: About Moment generating function

P(X=k)= p(1-p)^k-1 k=1,2,3....
0 elesewhere

Show that Mx(t)= pe^t
1-(1-p)e^t for t=( -infinity, ln 1/1-p)

I know mgf is intergration of e^fx*fx(x) dx

please help thanx in advance

Originally Posted by Hyungmin

P(X=k)= p(1-p)^k-1 k=1,2,3....
0 elesewhere

Show that Mx(t)= pe^t
1-(1-p)e^t for t=( -infinity, ln 1/1-p)

I know mgf is intergration of e^fx*fx(x) dx

please help thanx in advance

Read this: http://www.mathhelpforum.com/math-he...97251-mgf.html

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