Find the mgf of Y = 1 – e-AX when X - last problem. (Hint: If you use the density of X to solve this problem then the substitution u = e-A may be helpful in integration.) Exp(A). Note that the density of X is given in the
Unitary Method
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You can use what I have attached to solve it (The mgf's of exponential). you should end up (e^(t)-1)/t as the final answer.
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