Thread: desperate...moment generating function
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Old November 4th, 2009, 05:26 PM
theodds theodds is offline
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Quote:
Originally Posted by statmajor View Post
MGF of f(X) = E(e^{f(x)}) so you'll have to integrate e^{\frac{3}{64}x^{2(4-x)}} over a certain region.
This is not right. The moment generating function is defined as

M_X (t) = \mathbb{E}e^{Xt} = \int_{\mathbb{R}} e^{xt}f(x) dx

(for continuous distributions). I would help with the computation but I can't figure out what the density is supposed to be from the OP.
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