A random variable X has the exponential distribution f(x) = hehx₂ x > 0 1. Show that the moment-generating function for t < λ f X is MX (1) = (1 - 1) . Find the mean and variance of X.

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5.8.7 A random variable X has the exponential distribution
f(x) = hehx. x > 0
a. Show that the moment-generating function for t < λ
of X is
Mx(1) = (1
(1 - -/-)
b. Find the mean and variance of X.
Transcribed Image Text:5.8.7 A random variable X has the exponential distribution f(x) = hehx. x > 0 a. Show that the moment-generating function for t < λ of X is Mx(1) = (1 (1 - -/-) b. Find the mean and variance of X.
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