Question: Suppose that X is a random variable for which the m.g.f. is as follows: (t) = 1/5 et + 2/5 e4t + 2/5e8t for
ψ(t) = 1/5 et + 2/5 e4t + 2/5e8t for −∞ < t < ∞.
Find the probability distribution of X. It is a simple discrete distribution.
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