(a) Can the function 1 z 4 be the m g f of a r v (b) In general, show that if g(z) 1 (z)z 2 , where (z) 0 for z 0, and (z) 0, as z0, then g(z) cannot be a m g f ...

a No In this case g0 0 Then for the corresponding rv X we have EX2 0 which is possi ...

(a) Can the function 1+z 4 be the m.g.f. of a r.v.? (b) In general, show that...

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(a) Can the function 1+z⁴ be the m.g.f. of a r.v.?

(b) In general, show that if g(z) = 1+ε(z)z², where ε(z) ≠ 0 for z ≠ 0, and ε(z) → 0, as z→0, then g(z) cannot be a m.g.f.

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Probability And Stochastic Modeling

ISBN: 9781439872062

1st Edition

Authors: Vladimir I. Rotar

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Question Posted: Jan 11, 2024 09:02 AM

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(a) Can the function 1+z 4 be the m.g.f. of a r.v.? (b) In general, show that...

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Probability And Stochastic Modeling

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