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Math Help - A little help

  1. #1
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    A little help

    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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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by vish93 View Post
    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
    For the properties of the moment generating function see the Wikipedia page.

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

    and:

    M(t)=E(e^{tx})

    so:

    Var(e^x)=M(2)-M(1)^2

    RonL
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  3. #3
    Newbie
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    Sep 2008
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    thanks

    thaks for the helo
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