# Thread: Expectation and moment generating function

1. ## 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.

2. 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?