Show that if P(X 3) = 0.2, then the corresponding m.g.f. M(z) 0.2e 3z

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Show that if P(X ≥ 3) = 0.2, then the corresponding m.g.f. M(z) ≥ 0.2e^3z. What can we say about the distribution of X if M(z) ∼ 0.2e^3z as z→∞ ?

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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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Show that if P(X 3) = 0.2, then the corresponding m.g.f. M(z) 0.2e 3z

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Let Fx be the df of X Then poo M z edF x e dF x e dF x e PX 302e 81 00 Next we prove that ...View the full answer

Probability And Stochastic Modeling

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