http://img253.imageshack.us/img253/7306/moments.jpg

This a pretty weird question... because:

But the limit: is undefined?

How am I meant to compute the MGF then?

Thanks

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- August 16th 2012, 09:58 AMusagi_killerCalculating the MGF
http://img253.imageshack.us/img253/7306/moments.jpg

This a pretty weird question... because:

But the limit: is undefined?

How am I meant to compute the MGF then?

Thanks - August 16th 2012, 12:43 PMGJARe: Calculating the MGF
Hi, usagi_killer.

I'm not familiar with what MGF stand for, but it looks like you may want to re-check your antiderivative step. I think there needs to be a negative in the exponent and a negative out front of everything; doing this, then evaluating the limit in k (assuming t>1) should give the correct result.

Does this help?

Good luck! - August 16th 2012, 05:44 PMharish21Re: Calculating the MGF
- August 17th 2012, 01:28 AMusagi_killerRe: Calculating the MGF
Thanks for that,

However, the above still diverges for t>1 doesn't it? - August 17th 2012, 01:57 PMawkwardRe: Calculating the MGF
I think you are meant to assume t < 1, or deduce that this is a necessary assumption.