1. Not finding help here? Sign up for a free 30min tutor trial with Chegg Tutors
    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!

Moment generating function

  1. Jun 12, 2008 #1
    1. The problem statement, all variables and given/known data

    Use conditional expectation to compute the moment generating function M_z(s) of the random variable Z=XT.


    2. Relevant equations

    X ~ R(0,10)
    T ~ exp(0.1)

    3. The attempt at a solution

    By definition:

    M_z(s) = E(exp(sZ))
    =E(exp(sXT))

    The only thing I can think of doing is using double expectation.

    So M_z(s) = E[E(exp(sXT|X)] = E[E(exp(sXT|T)]...(1)

    But here I'm stuck. Both X and T are continuous random variables so I can't just plug in the values of X and T one by one. Writing (1) as an integral of an expectation doesn't help either because I don't have an expression for the integrand and so cannot evaluate the integral. This question is really doing me in and any help to relieve my great pain would be much appreciated.
     
  2. jcsd
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Can you help with the solution or looking for help too?



Similar Discussions: Moment generating function
  1. Moment map (Replies: 0)

  2. Hyperbolic functions (Replies: 0)

  3. Generating Functions (Replies: 0)

  4. Generating Function (Replies: 0)

Loading...