Let X have moment generating function M(t), and define (t) = logM(t). Show that (t)|t=0 = Var(X)

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Let X have moment generating function M(t), and define ψ(t) = logM(t). Show that
ψ′′(t)|t=0 = Var(X)

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A First Course In Probability

ISBN: 9789332519077

9th Edition

Authors: Sheldon Ross

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Question Posted: Oct 22, 2015 03:00 AM

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Let X have moment generating function M(t), and define (t) = logM(t). Show that (t)|t=0 = Var(X)

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A First Course In Probability

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