Let X be a random variable. Recall that the moment generating function (or MGF for short) Mx(t) of X is the function My
Posted: Sun Oct 03, 2021 3:13 pm
Let X be a random variable. Recall that the moment generating function (or MGF for short) Mx(t) of X is the function My : R → [0,0] defined by t HE[etX]. Now suppose that X ~ Gammala, 1), where a, 1 > 0. Prove that if t < ; Mx(t) las if t > 1.