Question

Let Y be a continuous random variable with pdf f(x)=ye-, y > 0 = 0, 0.w.

Show that M_{y}(t) = 1/((1 - t) ^ 2)​

Answer 1

Answer:

Relationship between PDF and CDF for a Continuous Random Variable

By definition, the cdf is found by integrating the pdf: F(x)=x∫−∞f(t)dt.

By the Fundamental Theorem of Calculus, the pdf can be found by differentiating the cdf: f(x)=ddx[F(x)]