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Let X be a random variable that takes the values 1, 2, and 3, with the following probabilities:
P(X =1)= 1/2,P(X =2)= 1/4,P(X =3)= 1/4.
Find the moment generating function of X and use it to obtain the first three moments, EX,
EX^2,EX^3.
Solution

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  • 1. Let X be a random variable that takes the values 1, 2, and 3, with the following probabilities: P(X =1)= 1/2,P(X =2)= 1/4,P(X =3)= 1/4. Find the moment generating function of X and use it to obtain the first three moments, EX, EX^2,EX^3. Solution