Let X∼Exp(λ)X \sim Exp(\lambda)X∼Exp(λ). What is the MGF of XXX?
λ/(λ−t)\lambda / (\lambda - t)λ/(λ−t) for t<λt < \lambdat<λ
eλte^{\lambda t}eλt
1−t/λ1 - t/\lambda1−t/λ
λ/(t−λ)\lambda / (t - \lambda)λ/(t−λ)