moment generating func

  1. M

    Evaluation of a probability using Markov's inequality

    X,Y and Z are independent RVs with a MGF Mx(t)=1/(1−t). How can I evaluate in the most efficient manner P(X+Y+Z>6)? Thank you
  2. S

    Moment Generating Functions

    The discrete random variable X has probability function p(x)=4/(5^X+1) X=0, 1, 2,... Derive the MGF of X and use it to find E(X) and V(X). I have managed to get this far: Mx(t) = Σ(e^tX)(4/(5^X+1)) e^(tX) = 1 + tX + (t^2/2!)X^2 + (t^3/3!)X^3 + ... So Mx(t) = Σ(4/(5^X+1)) +...