- Thread starter Sambit
- Start date

If you could recognize the MGF as belonging to a certain CDF you could solve this.

Guessing the right CDF is an option, but requires cleverness.

Analytical solution is possible using 'inverse laplace transform' but this is more math than i know.

Good luck!

This example looks familiar... Once you recognize the distribution it's an easy, or at least a familiar, problem.

More advanced note: There are some subtleties as to where the MGFs need to be equal for the distributions to be the same--it is necessary that the MGFs be equal for all t in some open interval around 0.