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Math Help - Moment Generating function of a gamma variable

  1. #1
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    Moment Generating function of a gamma variable

    Hi everybody,

    I don't understand the following manipulation, marked in yellow, when deriving the moment generating function of a gamme variable.

    Where is the term marked in yellow coming from?

    Many thanks for your help!
    Attached Thumbnails Attached Thumbnails Moment Generating function of a gamma variable-mgf-gamma-variable.jpg  
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  2. #2
    Junior Member
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    Re: Moment Generating function of a gamma variable

    Quote Originally Posted by Marmy View Post
    Hi everybody,

    I don't understand the following manipulation, marked in yellow, when deriving the moment generating function of a gamme variable.

    Where is the term marked in yellow coming from?

    Many thanks for your help!

    I'm sorry, just understood.

    There is a substitution: x=y/(1-Bt)....then dx/dy=1/(1-Bt), hence, dx= dy (1/(1-Bt).
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