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Homework Help: Question about continuous and discrete moment generating functions.

  1. Dec 18, 2012 #1
    1. The problem statement, all variables and given/known data

    is there a continuous real valued variable X with mgf: (1/2)(1+e^t)

    2. Relevant equations

    3. The attempt at a solution
    I've noticed that this is the mgf of a bernoulli distribution with p =1/2. But since bernoulli is a discrete distribution, does that disprove that there is a continuous variable with that mgf?
  2. jcsd
  3. Dec 20, 2012 #2

    Ray Vickson

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    Science Advisor
    Homework Helper

    There is a theorem that two cdfs are the same if and only if their characteristic functions are the same; in other words, a characteristic function can belong to only one cdf. Of course, the mgf is the characteristic function at an imaginary argument, so the result still applies. Just Google "characteristic function" for more details.
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