Thread: Moments

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 !

Originally Posted by TheCountador

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 !

and you can use the given condition to find b.

If you still have trouble, try using the defintion of mgf



and integrate

Thank you ! I should have known that