Question

Let X have exponential density f(x) = λe−λx if x > 0, f(x) = 0 otherwise...

Let X have exponential density f(x) = λe−λx if x > 0, f(x) = 0 otherwise (λ > 0). Compute the moment-generating function of X.

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Answer #1

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The Gamma integral is used.

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