The random variable X has an exponential distribution with parameter b. It is found that Mx(-b^2) = 0.2

Find b

****************

No idea really...

Given: Mx(-b^2) = Ex(e^(-tb^2)) = 0.2

General exponential mgf: Mx(t) = b/(b-t)

Thanks !

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- September 16th 2012, 09:09 PMTheCountadorMoments
The random variable X has an exponential distribution with parameter b. It is found that Mx(-b^2) = 0.2

Find b

****************

No idea really...

Given: Mx(-b^2) = Ex(e^(-tb^2)) = 0.2

General exponential mgf: Mx(t) = b/(b-t)

Thanks ! - September 17th 2012, 09:36 AMharish21Re: Moments
- September 17th 2012, 06:11 PMTheCountadorRe: Moments
Thank you ! I should have known that :p