Mathematics, 23.02.2021 06:00, actived
The random variable X has the following probability density function: fX(x) = ( xe−x , if x > 0 0, otherwise. (a) Find the moment generating function of X. (b) Using the moment generating function of X, find E[Xn] for all positive integers n. Your final answer should be an expression that depends only on n.
Answers: 3
![u = x \\\\dv = e^{(t-1)x}\\\\dx =dx \\\\v= \frac{e^{(t-1)x}}{t-1}\\\\M(t) =[\frac{e^{(t-1)x}}{t-1}]^{-\infty}_{0} -\int^{\infty}_{0} \frac{e^{(t-1)x}}{t-1} \ dx\\\\](/tpl/images/1138/9240/f9cfe.png)
![= \frac{1}{t-1} (0) - [\frac{e^{(t-1)x}}{(t-1)^2}]^{\infty}_{0}\\\\=\frac{1}{(t-1)^2}(0-1)\\\\=\frac{1}{(t-1)^2}\\\\](/tpl/images/1138/9240/6843b.png)
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The random variable X has the following probability density function: fX(x) = ( xe−x , if x > 0 0...
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