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Math Help - beta random variable

  1. #1
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    Unhappy beta random variable

    If x is a beta random variable with pdf ,
    f(x)=k*X^5*(1-x) where X [0,1]

    Find the CDF and the MGF.


    This is a pdf of beta random variable, I have never seen this before.
    Can someone please give me some hints?

    Thanks
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  2. #2
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    Quote Originally Posted by Jason2009 View Post
    If x is a beta random variable with pdf ,
    f(x)=k*X^5*(1-x) where X [0,1]

    Find the CDF and the MGF.


    This is a pdf of beta random variable, I have never seen this before.
    Can someone please give me some hints?

    Thanks
    Apply the usual definitions of the cdf and the mgf and do the integrations. Where do you get stuck?
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