Show that if a random variable has the probability density for -∞ < x < ∞ its moment-generating function is given by I know that I need to find the integral, but I am getting confused. Could you please help?!
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Originally Posted by TheHolly Show that if a random variable has the probability density for -∞ < x < ∞ its moment-generating function is given by I know that I need to find the integral, but I am getting confused. Could you please help?! By definition: Substitute |x| = x for x > 0 and |x| = -x for x < 0: and you should be able to finish it off from here.
Thank you! Really, after I saw how to break that integral up into two integrals, I was able to solve the rest myself.
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