I haven't done stats in a long time....

I have a moment generating function for a r.v X as follows:

M(t) = Exp(2(e^t -1).

Is is possible to calculate Vav(e^x)?

Any suggestion?

Tks

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- Sep 22nd 2008, 06:17 AM #1

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- Sep 22nd 2008, 11:42 AM #2

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For the properties of the moment generating function see the Wikipedia page.

$\displaystyle Var(e^x)=E(e^{2x})-E(e^x)^2$

and:

$\displaystyle M(t)=E(e^{tx})$

so:

$\displaystyle Var(e^x)=M(2)-M(1)^2$

RonL

- Oct 2nd 2008, 03:45 PM #3

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