moment-generating function

Hi. Please can you help me to solve this question?1. To show that the characteristic function allways exist to all real numbers (except moment-generating function)2. To show examples for this function to continuous variable, where no exist the moment-generating function

Thank you

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Originally Posted by user

Hi. Please can you help me to solve this question?1. To show that the characteristic function allways exist to all real numbers (except moment-generating function)2. To show examples for this function to continuous variable, where no exist the moment-generating function

Thank you

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You will find the relevant theory in most mathematical statistics textbooks. I suggest you visit your library and do some research.

An example is the Cauchy distribution.