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Thread: Moment generating function?

  1. #1
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    Moment generating function?



    I need help solving what appears to be a fairly simple problem.
    Find the moment generating function of :
    fx(x)=xe^-x

    Can anyone help me get going in the right direction. I also need to find the variance after that.
    Thanks
    Last edited by jer4011; 03-12-2008 at 10:05 PM.

  2. #2
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    I am pretty sure I just figured it out.

    I came up with 1/(1-t)^2. And I know how to get the variance, will do that later.

  3. #3
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    Quote Originally Posted by jer4011 View Post
    I am pretty sure I just figured it out.

    I came up with 1/(1-t)^2. And I know how to get the variance, will do that later.

    I disagree...

    I came up with M'(t) = x^2 * e^x(t-1)
    then E[x] = M'(0)

    var(X) = E[x^2] - (E[x])^2 where E[x^2]= M''(0)
    curquht

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    Well, f is Gamma (2,1) so its mgf is (1-t)^-2

  5. #5
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    wooops~! My bad.
    curquht

  6. #6
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    Thanks for your input, this is the first math class I have ever really had any trouble in.

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