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Math Help - About Moment generating function

  1. #1
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    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
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  2. #2
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    Quote Originally Posted by Hyungmin View Post
    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

    Thread closed.
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