# Question

Prove the following properties of moment- generating functions.

(a) MX (0) = 1.

(b) For a nonnegative random variable X, and for real u < 0, MX (u) ≤ 1.

(a) MX (0) = 1.

(b) For a nonnegative random variable X, and for real u < 0, MX (u) ≤ 1.

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