- #1
karthik666
- 11
- 0
Hi everyone,
So I am taking a statistics course and finding this concept kinda challenging. wondering if someone can help me with the following problem!
Let X be a random variable with probability density function $$f(x)=\begin{cases}xe^{-x} \quad \text{if } x>0\\0 \quad \text{ } Otherwise.\end{cases} $$
we want to Determine the mgf of X whenever it exists.
I know that M(t) = E(e^(tx)) = integral of e^(tx)* f(x)
but not sure what to do from there.
Thanks for the help ^^
So I am taking a statistics course and finding this concept kinda challenging. wondering if someone can help me with the following problem!
Let X be a random variable with probability density function $$f(x)=\begin{cases}xe^{-x} \quad \text{if } x>0\\0 \quad \text{ } Otherwise.\end{cases} $$
we want to Determine the mgf of X whenever it exists.
I know that M(t) = E(e^(tx)) = integral of e^(tx)* f(x)
but not sure what to do from there.
Thanks for the help ^^