Question 1 Suppose that I is a continuous random whose probability density function
is given by
ーこくこく
fx (2) =
Kexp().
Kexp(-). <<<
where K is some constant and > 0.
2
a) Show that K =
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b) Show that the cumulant generating function of X. Cxt), is given by
CX(t) = tu - in 1 - 292)
c) Hence, or otherwise, show that E(X) = p and Var(X) = 292
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d) Determine the distribution function. FX(t), for X.
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