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Exercise 5.20. Suppose that random variable X has density function f(x) = (a) Compute the moment generating function My(t) of X. Be careful about the

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Exercise 5.20. Suppose that random variable X has density function f(x) = (a) Compute the moment generating function My(t) of X. Be careful about the possibility that My(t) might be infinite. (b) Use the moment generating function to compute the nth moment of X

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