Question: For the random variable X, assume that the expectation E(eaX) exists for a given a . Prove that, for any real t, the following
For the random variable X, assume that the expectation E(eaX) exists for a given a ∈ ℝ. Prove that, for any real t, the following holds:
P(X t) E(eax) eat
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
