Give a example of discrete random variable for which $M(t)=E\left(e^{tx} \right)$ does not exist . I have tried with geometric(p) distribution when $(1 - p)e^t ≥ 1$ , the mgf does not converge. Is it correct approach ?
2026-03-28 12:55:53.1774702553
Existence of Moment Generating Function
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