Question: Explain steps please 3. A defining property of a random variable X, in addition to its mass/density function and cdf, is called the moment generating

Explain steps please

Explain steps please 3. A defining property of a random variable X,

3. A defining property of a random variable X, in addition to its mass/density function and cdf, is called the moment generating function (mgf) of X. The mgf of X is defined for any te (-0o, co) as m(t) := E(et), where ed is the exponential function. (a) Assuming that X ~ Poisson(a), derive a closed-form expression of m(t). (b) Using your answer to part (a), show that am(t) and arm(t), each evaluated at t = 0, are equal to E(X ) and E(X2), respectively. Recall from your lecture notes what the E(X ) and E(X?) are for a Poisson random variable

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