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If the moment generation function is the integral of e^tx.fx(x).dx

  1. Apr 29, 2012 #1
    from zero to infinity,

    and the first raw moment about zero is the first derivative of the mgf evaluated at t=0... then why do we need to integrate the function ?

    Wouldn't the first raw moment just be e^tx.fx(x) dx, i.e the derivative of the function we just integrated ?

    Why do we integrate and then find the derivative of the same function ?
     
  2. jcsd
  3. Apr 29, 2012 #2

    Stephen Tashi

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    Science Advisor

    No. You aren't paying attention to which variable is used in the integration and which variable is used in the differentiation. Look at some specific examples.
     
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