Finding k from Moment Generating Function at t=0

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Homework Help Overview

The discussion revolves around determining the value of k in the moment generating function M[X(t)] = k (2 + 3e^t)^4. The context involves properties of moment generating functions and their evaluation at specific points.

Discussion Character

  • Exploratory, Conceptual clarification, Assumption checking

Approaches and Questions Raised

  • The original poster attempts to differentiate the moment generating function to find the probability density function f(x), questioning the validity of this approach. They also consider expanding the function but express concern over the complexity of the resulting expression. Other participants suggest exploring properties of moment generating functions, particularly their behavior at t = 0, to guide the discussion.

Discussion Status

Participants are actively engaging with the problem, exploring different properties of moment generating functions. Some hints have been provided regarding the evaluation at t = 0, which has led to further inquiry and attempts to clarify the implications of these properties.

Contextual Notes

There is a focus on the implications of the moment generating function's properties, particularly regarding its value at t = 0, and the original poster's attempts are constrained by the complexity of the expressions involved.

little neutrino
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Homework Statement


If M[X(t)] = k (2 + 3e^t)^4 , what is the value of k

Homework Equations


M[X(t)] = integral ( e^tx * f(x) )dx if X is continuous

The Attempt at a Solution


I tried differentiating both sides to find f(x), but since it is a definite integral from negative infinity to infinity this method doesn't work. Is this approach (trying to find f(x)) correct? If so, how should I proceed from here? Even if I expand (2 + 3e^t)^4 the resulting expression will be very convoluted and hard to work backwards with. Thanks!
 
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Hint: what properties must a moment generating function have? i.e. there is a particularly helpful property of moment generating functions that would help here.
 
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axmls said:
Hint: what properties must a moment generating function have? i.e. there is a particularly helpful property of moment generating functions that would help here.

Hmm, I'm not sure, is it the Taylor series expansion of M(t)? I worked out the first few terms but doesn't seem to help. I'll just get M(t) = k(2+3e^t)^4 = M(0) + M'(0)t + (M''(0)/2!)t^2 +... = 625k + 1500kt + ... (did not expand the rest, because I don't think it's getting me anywhere)
I don't think this is the particularly helpful property you are referring to... Any hints on what the property is? Thanks!
 
I'll expand on the hint a little. Note that for a continuous random variable, the moment generating function is, as you have pointed out, $$M(t)=\int _{-\infty} ^{\infty} e^{tX} f(x) \ dx$$
What, then, does this say about the value of any moment generating function at ##t = 0##?
 
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axmls said:
I'll expand on the hint a little. Note that for a continuous random variable, the moment generating function is, as you have pointed out, $$M(t)=\int _{-\infty} ^{\infty} e^{tX} f(x) \ dx$$
What, then, does this say about the value of any moment generating function at ##t = 0##?

Ok I got it! M(0) = integral f(x) = 1
k = 1/625
Thanks for your help!
 
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