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

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

Step by Step Solution

3.36 Rating (165 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

t log t t t... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

588-S-C-L-T (104).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!