 Thread starter
 #1
Please refer to the attached image.
The concept of MGF still plagues me.
I got an invalid answer when i tried this.
What i did was:
$ \int e^{tx}f_{X}(x)dx $
= $ \int_{\infty}^{+\infty} e^{tx}(p \lambda e^{\lambda x} + (1p)\mu e^{x\mu})dx$
I was a bit wary at this point, because it reminded me of the bernoulli with the p and (1p) but i could not find any relation for this.
i separated the two integrals, and ended up with
$ p \lambda \int_{\infty}^{+\infty}e^{txx\lambda}dx + ... $ which i knew was immediately wrong because that integral does not converge.
What did i do wrong.
What does the MGF even tell us. First, second, nth moment, what does this mean to me?
The concept of MGF still plagues me.
I got an invalid answer when i tried this.
What i did was:
$ \int e^{tx}f_{X}(x)dx $
= $ \int_{\infty}^{+\infty} e^{tx}(p \lambda e^{\lambda x} + (1p)\mu e^{x\mu})dx$
I was a bit wary at this point, because it reminded me of the bernoulli with the p and (1p) but i could not find any relation for this.
i separated the two integrals, and ended up with
$ p \lambda \int_{\infty}^{+\infty}e^{txx\lambda}dx + ... $ which i knew was immediately wrong because that integral does not converge.
What did i do wrong.
What does the MGF even tell us. First, second, nth moment, what does this mean to me?
Attachments

20 KB Views: 14