Probability- finite n-th moment

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Roni1985
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Homework Statement



Suppose the random variable X has finite exponential moment. Show by comparison to the Taylor series for EXP[x] that X has finite nth moment (E|X|n<inf) for all positive integers n

Homework Equations



ex=[tex]\sum[/tex]([tex]\frac{x^n}{(n!)}[/tex], n,0,inf)

The Attempt at a Solution

we know that E(et*x) < inf

I can use the Taylor expansion but I end up with

E(et*x) < [tex]\sum[/tex]([tex]\frac{x^n}{(n!)}[/tex]

don't know how to pick up from here...

would appreciate any help.

Thanks.
 
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sorry for the bump, it's really important for me :\ have an exam in two days and I've been trying to solve it since 12 pm.

Thanks.