I'm having trouble finding the moment generating function of a exponential distribution. but the table in the back of my book gives:
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Originally Posted by lllll I'm having trouble finding the moment generating function of a exponential distribution. but the table in the back of my book gives: The issue here in integrating this is the the value of as . We can fix this by writing In evaluating the integral for the moment generating function, we should have Does this make sense? --Chris
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