Hey guys,
Any idea how to find the moment generating function? I know for discrete ones it's the SUM{e^(tx)p(x)}, but I don't understand how to actually go about doing that.
Any ideas?
Example: let $\displaystyle x$ be a discrete random variable. And suppose that it takes that values $\displaystyle x=1$ with probability 0.2, $\displaystyle x=2$ with probability 0.3, and $\displaystyle x=3$ with probability 0.5.
Then its moment generating function is:
$\displaystyle e^t (0.2) + e^{2t} (0.3) + e^{3t} (0.5)$
Please refer to this thread:
http://www.mathhelpforum.com/math-he...tribution.html
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