Stats Solutions

(Solved) Let X be a random variable with moment generating function M_X(t), for -h Pr (X≥ a)≤ e^-atM_X(t), for 0 < t < h. Pr (X≤ a)≤ e^-atM_X(t),

Question:

Let X be a random variable with moment generating function \({{M}_{X}}\left( t \right)\), for \(-h

  1. \(\Pr \left( X\ge a \right)\le {{e}^{-at}}{{M}_{X}}\left( t \right)\), for 0 < t < h.
  2. \(\Pr \left( X\le a \right)\le {{e}^{-at}}{{M}_{X}}\left( t \right)\), for -h < t < 0.

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Solution: The downloadable solution consists of 1 pages
Deliverable: Word Document


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