An Introduction to Mathematical Statistics and Its Applications (6th Edition)

Published by Pearson
ISBN 10: 0-13411-421-3
ISBN 13: 978-0-13411-421-7

Chapter 3 Random Variables - 3.12 Moment-Generating Functions - Questions - Page 209: 7

Answer

$\displaystyle \color{blue}{e^{-\lambda + \lambda e^t}}$

Work Step by Step

$\begin{align*} M_X(t) &= E(e^{Xt}) \\ &= \displaystyle \sum_{-\infty}^\infty e^{kt}P(X=k) \\ &= \displaystyle \sum_{k=0}^\infty e^{kt}p_X(k) & \text{[ since }\ p_X(k) = 0, k\not\in \{0,1,2,3,\dots\}\ ] \\ &= \displaystyle \sum_{k=0}^\infty e^{kt}\cdot\left(\frac{e^{-\lambda}\lambda^k}{k!}\right) & \text{[ since }\ p_X(k) = \frac{e^{-\lambda}\lambda^k}{k!}, k\in \{0,1,2,3,\dots\}\ ] \\ &= \displaystyle e^{-\lambda} \cdot \underbrace{\sum_{k=0}^\infty \frac{(\lambda e^t)^k}{k!}}_{e^{\lambda e^t}} & \text{[ since }\ e^r = \sum_{k=0}^\infty \frac{r^k}{k!},\ \text{let}\ r = \lambda e^t\ ]\\ &= \displaystyle e^{-\lambda} \cdot e^{\lambda e^t} \\ \color{blue}{M_X(t)}\ &\color{blue}{= e^{-\lambda + \lambda e^t}} \end{align*}$
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