Solution: Compute expected value of some function Compute E(e^t X) where X is a random variable with the normal distribution. So compute ∫_-∞^∞


Question: Compute expected value of some function

Compute \(E\left(e^{t X}\right)\) where \(X\) is a random variable with the normal distribution. So compute \(\int_{-\infty}^{\infty} e^{t x} f(x)\) where \(f(x)\) is the density of the normal distribution. (Hint: complete the square).

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