Question

State the moment generating function.

Answer 1

Let X is the random variable . If expected value E[exp(tX)] exists in such a way that E[exp(tX)] is finite for all real value of t belonging to a closed interval [-r , r] ⊆ R with r > 0 . Then we can say that X posses a moment generating function and the function is Mₓ(t) = E[exp(tX)] is known as moment generating function.