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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

    User Avatar
    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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