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E tx. E e tX = E d dt etX = E Xe: Now evaluate at t= 0 to get m 0(0) = E Xe X = E[X]: Similarly m00(t) = d dt E Xe tX = E X2e; so that m00(0) = E X2e0 = E X2: Continuing to di erentiate the MGF we have the following proposition. Proposition 13.3 (Moments from MGF) orF all n>0 we have E[X n] = m( ) (0): Example 13.10. Suppose Xis a discrete random ...

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401 1 5 14 10 this is the moment generating function mX(t) = E[exp(tX)] m X ( t) = E [ exp ( t X)] evaluated at t = −1 t = − 1. – probabilityislogic Jul 9, 2012 at 23:35 A specific example: stats.stackexchange.com/questions/175196/… – kjetil b halvorsen ♦ Dec 9, 2020 at 23:12 Add a comment 1 Answer Sorted by: 15

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