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Is there any way to test a moment generating function_ [closed]
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Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)Help with Moment Generating Function and ProbabilityProbability of a single variable from a Moment Generating FunctionCompute conditional expectation from moment generating functionObtaining the probability density function from moment generating functionMoment generating function of sum of independent random variablesMoment generating function of the product of two i.i.d. uniform random variablesCreating a mixed moment generating function from a Bernoulli random variable and a Uniform random variableDerivative of moment generating functionmoment-generating function for uniform discrete distributionMoment Generating Function from Piecewise Constant CDF?
$begingroup$
Like isnt there way to put the function value inside and then I would get the same value as the uniform probability function?

probability moment-generating-functions
$endgroup$
closed as off-topic by Lee David Chung Lin, zz20s, Eevee Trainer, Thomas Shelby, Leucippus Mar 26 at 5:02
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- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Lee David Chung Lin, zz20s, Eevee Trainer, Leucippus
If this question can be reworded to fit the rules in the help center, please edit the question.
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$begingroup$
Like isnt there way to put the function value inside and then I would get the same value as the uniform probability function?

probability moment-generating-functions
$endgroup$
closed as off-topic by Lee David Chung Lin, zz20s, Eevee Trainer, Thomas Shelby, Leucippus Mar 26 at 5:02
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Lee David Chung Lin, zz20s, Eevee Trainer, Leucippus
If this question can be reworded to fit the rules in the help center, please edit the question.
add a comment |
$begingroup$
Like isnt there way to put the function value inside and then I would get the same value as the uniform probability function?

probability moment-generating-functions
$endgroup$
Like isnt there way to put the function value inside and then I would get the same value as the uniform probability function?

probability moment-generating-functions
probability moment-generating-functions
asked Mar 25 at 16:45
Jane DoeJane Doe
411
411
closed as off-topic by Lee David Chung Lin, zz20s, Eevee Trainer, Thomas Shelby, Leucippus Mar 26 at 5:02
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Lee David Chung Lin, zz20s, Eevee Trainer, Leucippus
If this question can be reworded to fit the rules in the help center, please edit the question.
closed as off-topic by Lee David Chung Lin, zz20s, Eevee Trainer, Thomas Shelby, Leucippus Mar 26 at 5:02
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Lee David Chung Lin, zz20s, Eevee Trainer, Leucippus
If this question can be reworded to fit the rules in the help center, please edit the question.
add a comment |
add a comment |
1 Answer
1
active
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$begingroup$
The mgf is given by
$$
M_X(t) = mathbb{E}left[e^{tX}right] = int_mathbb{R} e^{tx} f(x) dx,
$$
so $M_X(0) = 1$ and $$M_X'(0) = mathbb{E}[X]$$ which is a quick shortcut you can use to check things. In your case, $mathbb{E}[X] = 1/2$ by symmetry.
But if you want a formal calculation, your way is correct, namely that
$$
M_X(t) = int_mathbb{R} e^{tx} f(x) dx = int_0^1e^{tx} dx = frac{e^t-1}{t}
$$
The above spot-check is easy to make since
$$
M_X'(t) = e^t t^{-1} - left(e^t-1right)t^{-2} = frac{(t-1)e^t+1}{t^2}
$$
and it's easy to see by L'Hospital's Rule (twice) that $M_X'(t) to 1/2$ as $t to 0$...
$endgroup$
add a comment |
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
The mgf is given by
$$
M_X(t) = mathbb{E}left[e^{tX}right] = int_mathbb{R} e^{tx} f(x) dx,
$$
so $M_X(0) = 1$ and $$M_X'(0) = mathbb{E}[X]$$ which is a quick shortcut you can use to check things. In your case, $mathbb{E}[X] = 1/2$ by symmetry.
But if you want a formal calculation, your way is correct, namely that
$$
M_X(t) = int_mathbb{R} e^{tx} f(x) dx = int_0^1e^{tx} dx = frac{e^t-1}{t}
$$
The above spot-check is easy to make since
$$
M_X'(t) = e^t t^{-1} - left(e^t-1right)t^{-2} = frac{(t-1)e^t+1}{t^2}
$$
and it's easy to see by L'Hospital's Rule (twice) that $M_X'(t) to 1/2$ as $t to 0$...
$endgroup$
add a comment |
$begingroup$
The mgf is given by
$$
M_X(t) = mathbb{E}left[e^{tX}right] = int_mathbb{R} e^{tx} f(x) dx,
$$
so $M_X(0) = 1$ and $$M_X'(0) = mathbb{E}[X]$$ which is a quick shortcut you can use to check things. In your case, $mathbb{E}[X] = 1/2$ by symmetry.
But if you want a formal calculation, your way is correct, namely that
$$
M_X(t) = int_mathbb{R} e^{tx} f(x) dx = int_0^1e^{tx} dx = frac{e^t-1}{t}
$$
The above spot-check is easy to make since
$$
M_X'(t) = e^t t^{-1} - left(e^t-1right)t^{-2} = frac{(t-1)e^t+1}{t^2}
$$
and it's easy to see by L'Hospital's Rule (twice) that $M_X'(t) to 1/2$ as $t to 0$...
$endgroup$
add a comment |
$begingroup$
The mgf is given by
$$
M_X(t) = mathbb{E}left[e^{tX}right] = int_mathbb{R} e^{tx} f(x) dx,
$$
so $M_X(0) = 1$ and $$M_X'(0) = mathbb{E}[X]$$ which is a quick shortcut you can use to check things. In your case, $mathbb{E}[X] = 1/2$ by symmetry.
But if you want a formal calculation, your way is correct, namely that
$$
M_X(t) = int_mathbb{R} e^{tx} f(x) dx = int_0^1e^{tx} dx = frac{e^t-1}{t}
$$
The above spot-check is easy to make since
$$
M_X'(t) = e^t t^{-1} - left(e^t-1right)t^{-2} = frac{(t-1)e^t+1}{t^2}
$$
and it's easy to see by L'Hospital's Rule (twice) that $M_X'(t) to 1/2$ as $t to 0$...
$endgroup$
The mgf is given by
$$
M_X(t) = mathbb{E}left[e^{tX}right] = int_mathbb{R} e^{tx} f(x) dx,
$$
so $M_X(0) = 1$ and $$M_X'(0) = mathbb{E}[X]$$ which is a quick shortcut you can use to check things. In your case, $mathbb{E}[X] = 1/2$ by symmetry.
But if you want a formal calculation, your way is correct, namely that
$$
M_X(t) = int_mathbb{R} e^{tx} f(x) dx = int_0^1e^{tx} dx = frac{e^t-1}{t}
$$
The above spot-check is easy to make since
$$
M_X'(t) = e^t t^{-1} - left(e^t-1right)t^{-2} = frac{(t-1)e^t+1}{t^2}
$$
and it's easy to see by L'Hospital's Rule (twice) that $M_X'(t) to 1/2$ as $t to 0$...
answered Mar 25 at 17:13
gt6989bgt6989b
36k22557
36k22557
add a comment |
add a comment |