Moment Generating Function - Find K

84 Views Asked by At

Given:

$M_x(w) = K/(2-w)$

Find $K$.

That is all what we are given. How exactly do I go about solving this?

1

There are 1 best solutions below

3
On BEST ANSWER

We know that, by definition of a moment generating function, $$M_X(w)=E(\exp(wX)), w \in \mathbb R.$$ In particular, we have for $w=0:$ $M_X(0)=E(\exp(0))=E(1)=1.$ (Regarless of what's the random variable $X$ and its moment generating function $M_X$)

What does this imply for $M_X(w)=K/(2-w)$?