1. The problem statement, all variables and given/known data The c.d.f. of a random variable X is given by the following formula F(x) = 1 - e-x2 x≥0 Find M(t). Moment generating function. 3. The attempt at a solution I've found the pdf as f(x) = F'(x) = 2xe-x2 x≥0 To determine M(t) I need to do the following M(t) = E(etX) = ∫etx 2xe-x2 Then I'm not sure how to go about integrating. Any ideas or clues to point me in the right direction will be greatly appreciated. Thanks.