# MGF transform

• May 13th 2010, 01:26 PM
Anonymous1
MGF transform
Just got out of my stats final. Question.

Suppose $\displaystyle Z\sim -\frac{1}{h}e^{-\frac{z}{h}}.$

How do I find the MGF, $\displaystyle M_{\frac{1}{Z}}?$

Do I have to transform $\displaystyle Z,$ then use the definition of MGF? Or, is there some slick trick I'm missing here?
• May 13th 2010, 01:45 PM
Moo
Hello,

What is -1/h e(-z/h) ? Is it supposed to be a pdf ? Because it's negative ! (Surprised)
And what is h ? And where is this - supposed to be - pdf defined ?
• May 13th 2010, 02:08 PM
Anonymous1
Quote:

Originally Posted by Moo
Hello,

What is -1/h e(-z/h) ? Is it supposed to be a pdf ? Because it's negative ! (Surprised)
And what is h ? And where is this - supposed to be - pdf defined ?

Hi! (Happy)

The pdf was some funky exponential looking thing. I may not be remembering it correctly.

For definiteness lets just consider it to be:

$\displaystyle Z\sim exp{(\frac{1}{h})}.$

Now how to find $\displaystyle M_{\frac{1}{Z}}?$

Thanks.