OCR S4 2009 June — Question 3

Exam BoardOCR
ModuleS4 (Statistics 4)
Year2009
SessionJune
TopicMoment generating functions
TypeDerive MGF from PDF

3 The continuous random variable \(X\) has probability density function given by $$\mathrm { f } ( x ) = \begin{cases} \mathrm { e } ^ { 2 x } & x < 0
\mathrm { e } ^ { - 2 x } & x \geqslant 0 \end{cases}$$
  1. Show that the moment generating function of \(X\) is \(\frac { 4 } { 4 - t ^ { 2 } }\), where \(| t | < 2\), and explain why the condition \(| t | < 2\) is necessary.
  2. Find \(\operatorname { Var } ( X )\).