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- #1

This a pretty weird question... because:

[tex]E(e^{tX}) = M(t) = \int_0^{\infty} e^{xt} e^{-x} dx = \int_0^{\infty} e^{-x(1-t)}dx = \lim_{k \to \infty} \left[\frac{e^{x(t-1)}}{t-1}\right]_0^k[/tex]

But the limit: [tex]\lim_{k \to \infty} \left[\frac{e^{k(t-1)}}{t-1}\right][/tex] is undefined?

How am I meant to compute the MGF then?

Thanks