Question: 9. Show that the moment generating function of the so-called extreme-value distribution with density function f (x) = exp(x ex ) for x

9. Show that the moment generating function of the so-called ‘extreme-value’ distribution with density function f (x) = exp(−x − e−x ) for x ∈ R, is M(t ) = Ŵ(1 − t ) if t < 1.

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