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Thread: Moment function select problem

  1. #1
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    Moment function select problem

    Moment function select problem-topic10-2.jpg
    i am do exercise, i got this wrong, anyone can explain why my select is wrong? Thanks!
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  2. #2
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    Re: Moment function select problem

    Jensen's Inequality can be used to show

    $M_X(t) \geq e^{\mu t} > 0,~\forall \mu, t \in \mathbb{R}$
    Thanks from Amanda2018
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