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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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
Last edited by harish21; September 17th 2012 at 08:43 AM.
Thank you ! I should have known that
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