Hi,

I'm trying to make sense of a problem we saw in my probability class. mr. fantastic helped me dust off my calculus skills for the integration part but now I'm having trouble understanding the very last part. Here's the problem and its solution:

The probability density of a continuous random variable Y is given by

where

Prove that the moment generating function, m(t), of Y is given by

for

Solution:

Can someone please explain

to me? I'm confused by the very end. If k is the one being taken to

then why should the outcome depend on t? Please explain how we get

and

.

Thanks