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A realtion between moment generating functions and the expectation of a random variable.

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Use moment generating functions to find an expression for the expectation of a random variable.

© BrainMass Inc. brainmass.com September 24, 2018, 7:46 pm ad1c9bdddf - https://brainmass.com/statistics/statistical-theory/generating-functions-expectation-random-variable-5408

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Firstly we assume that the moment generating function of the random variable exists. Let the
MGF be denoted M_X(t), where X denotes the random variable (X ...

Solution Summary

The solution discusses the relation between random variable expectations and generating functions. A moment generating functions is used.

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