grandes-ecoles 2022 Q13

grandes-ecoles · France · mines-ponts-maths1__mp Moment generating functions Existence and domain of the MGF

Let $X$ be a real random variable. Show that $\left| \Phi _ { X } ( \theta ) \right| \leq 1$ for all real $\theta$.

Let $X$ be a real random variable. Show that $\left| \Phi _ { X } ( \theta ) \right| \leq 1$ for all real $\theta$.