1. PF Contest - Win "Conquering the Physics GRE" book! Click Here to Enter
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Finding expected value from moment generating function

  1. Feb 17, 2010 #1
    Find E(X) given the moment generating function

    M_X (t) = 1 / (1-t^2)

    for |t| < 1.

    (The pdf is f(x) = 0.5*exp(-|x|), for all x, so graphically you can see that E(X) should be 0.)


    I know that E(X) = M ' _X (t) = 0

    BUT M ' _X (t) = 2x / (1-x^2)^2 which is indeterminate at 0 so maybe you need L'Hopital's rule or something but I can't get it to work. How do you do this?
  2. jcsd
  3. Feb 17, 2010 #2
    What makes you say it's indeterminate at 0?
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook