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# Moment Generating Function watch

1. Moment Generating Function.

- So its given by E(exp(tX)) for a random variable X. (1)
- but I think I am interpreting this wrong ?

For example, for the exponential function, say X follows exponential yexp(-yx) , I would expect it to be given by from (1)
integrating: exp(t(exp(-yx)), rather it is:
integrating :exp(tx)yexp(-yx)

Thanks in advance for any clarification.
2. (Original post by rainbowsss)
Moment Generating Function.

- So its given by E(exp(tX)) for a random variable X. (1)
- but I think I am interpreting this wrong ?

For example, for the exponential function, say X follows exponential yexp(-yx) , I would expect it to be given by from (1)
integrating: exp(t(exp(-yx)), rather it is:
integrating :exp(tx)yexp(-yx)

Thanks in advance for any clarification.
I haven't got a stats book within reach but are you sure you don't have a definition that says E[f(x)] = integral of (f(x)p(x)) where p(x) is the pdf, which would give what you've quoted as the actual result?

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Updated: April 1, 2013
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