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Math Help - Expectation and moment generating function

  1. #1
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    Problem:

    I have a random variable U, which has a uniform distribution with parameters 0 and 2. I have another random variable X, which has a moment generating function of {(1-ux)^{-1}} whereby U=u.

    1. How do I find E(X)? Do I simply differentiate the mgf? [SOLVED]

    2. How do I find E(X|U) and Var(X|U)?

    Your help is very much appreciated.
    Last edited by TheFirstOrder; September 19th 2010 at 09:28 AM.
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  2. #2
    Junior Member
    Joined
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    I know that the mgf is an exponential distribution with parameters 1, and mean u and variance u^2 (silly me). I solved them by differentiating the mgf, and then substituting in 0, and then obtaining the variance through the necessary equation. But I still confused about how to get E(X|U) and Var(X|U). Can anyone help me please?
    Last edited by TheFirstOrder; September 19th 2010 at 10:05 AM.
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