Question: 24. Let X be a discrete random variable with probability mass function Show that the moment-generating function of X does not exist. Hint: Show thatMX(t)

24. Let X be a discrete random variable with probability mass function

Show that the moment-generating function of X does not exist.
Hint: Show thatMX(t) is a divergent series on (0,∞). This implies that on no interval of the form (−δ, δ), δ > 0, MX(t) exists.

p(i) = 6 = 22 i=1,2,3,... zero elsewhere.

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