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Math Help - Finding Derivative, Moment Generating Function

  1. #1
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    Finding Derivative, Moment Generating Function

    I think I'm doing this wrong, but I can't see where. Y is a random variable.

    m'(t) = Expected Value (50 * e^(t*50) + 0.01 * Y * e^(t*0.01*Y))

    m''(t) = Expected Value (50^2 * e^(t*50) + (0.01 * Y)^2 * e^(t*0.01*Y))
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  2. #2
    Newbie Auri's Avatar
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    Re: Finding Derivative, Moment Generating Function

    Are you trying to see if the second derivative is correct?
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  3. #3
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    Re: Finding Derivative, Moment Generating Function

    Yes, that's exactly it.
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  4. #4
    Newbie Auri's Avatar
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    Re: Finding Derivative, Moment Generating Function

    First factor out the constant, then use the chain rule.
    0.01Y(d/dt(e^(.01tY)) + 50(d/dt(e^(50t))
    0.01Y(e^(.01tY)(d/dt(.01tY)) + 50e^(50t)(d/dt(50t))
    0.0001Ye^(0.01tY)(d/dt(tY)) + 2500e^(50t)
    0.0001Y^2e^(0.01tY)+2500.e^(50t)
    Scheiße I can't use the formatting text correctly.
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