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Math Help - MGF transform

  1. #1
    Super Member Anonymous1's Avatar
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    MGF transform

    Just got out of my stats final. Question.

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

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

    Do I have to transform Z, then use the definition of MGF? Or, is there some slick trick I'm missing here?
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  2. #2
    Moo
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    A Cute Angle Moo's Avatar
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    Hello,

    What is -1/h e(-z/h) ? Is it supposed to be a pdf ? Because it's negative !
    And what is h ? And where is this - supposed to be - pdf defined ?
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  3. #3
    Super Member Anonymous1's Avatar
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    Quote Originally Posted by Moo View Post
    Hello,

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

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

    For definiteness lets just consider it to be:

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

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

    Thanks.
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