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Math Help - moment-generating function

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