Define the probability density function of the standard exponential distribution.
x |--> e^(-x) x |--> e^(-x) |
Compute the moment-generating function of the exponential distribution.
t |--> -1/(t - 1) t |--> -1/(t - 1) |
The true answer (and solution to the above integral) should be \textrm{mgf}(t)=\frac{1}{t-1}.
See Mathworks integrator or the Wikipedia page on the exponential distribution.
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