Prove the following properties of moment- generating functions. (a) MX (0) = 1. (b) For a nonnegative
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(a) MX (0) = 1.
(b) For a nonnegative random variable X, and for real u < 0, MX (u) ≤ 1.
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Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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