Having a little trouble with this problem. Thank you in advance! A random variable Y has a density function f(y) = e^y, y < 0. 1. Find E(e^(3Y/2)) 2. Find MFG for Y. 3. Find V(Y).
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Originally Posted by charmagne Having a little trouble with this problem. Thank you in advance! A random variable Y has a density function f(y) = e^y, y < 0. 1. Find E(e^(3Y/2)) 2. Find MFG for Y. 3. Find V(Y). so for 1.: which is elementary. Now look up the definition of the MGF to do 2., and for 3. you should know that: and both of the terms on the right can be obtained from the MGF. CB
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