b)A random variable X follows an exponential distribution, X~Exp(0), with parameter 0 > 0.Find the cumulative distribution function (CDF) of X.i)ii)Show that the moment generating function (MGF) of X is M(t)=iii)Use the MGF in (ii) to find the mean and variance of X.

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Answered: i) Find the cumulative distribution…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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i) Find the cumulative distribution function (CDF) of X. 8 ii) Show that the moment generating function (MGF) of X is M(t) = 8-t iii) Use the MGF in (ii) to find the mean and variance of X. .