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How do you find moment generating function?

  1. Dec 16, 2004 #1
    I have absolutly no idea how to do this.

    so let X be a random variable with pdf fx(xy) =
    x for 0<=x<=1
    2 - x for 1 <= 1 <= 2
    0 otherwise.

    I"m looking through my book, and it doesn't give examples that resembles this.

    all I see is the moment is e^(tk) * the function....

    and tI dont know what to do when it comes to my problem.

    is it the integeral from 0 to 1 of e^(tk) * x + the integeral from 1 to 2 of e^tk * 2 - x?
     
  2. jcsd
  3. Dec 17, 2004 #2
    If you mean int(e^(t*k) *x,x= 0 .. 1) + int(e^(t*k) * (2-x),x=1 ..2) you are right.
     
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