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(a) Let X be a uniform variable on [0, 1]. For t 0, compute its moment generating function M X (t) = E(e tX ).
(a) Let X be a uniform variable on [0, 1]. For t 0, compute its moment generating function MX(t) = E(etX).
(b) Let Y be an exponential variable with rate . Find out for which t we have MY(t) = E(etY) is finite and in this case also compute the value of MY(t).
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