Verify MGF convergence condition

A question is this type if and only if it asks to state or explain why a condition like |t| < k is necessary for the MGF to exist.

1 questions · Standard +0.3

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Pre-U Pre-U 9795/2 2016 June Q6
6 marks Standard +0.3
6 A continuous random variable \(X\) has probability density function $$\mathrm { f } ( x ) = \begin{cases} 4 x \mathrm { e } ^ { - 2 x } & x \geqslant 0 \\ 0 & \text { otherwise } . \end{cases}$$
  1. Show that the moment generating function \(\mathrm { M } _ { X } ( t )\) of \(X\) is \(\frac { 4 } { ( 2 - t ) ^ { 2 } }\). You may assume that \(x \mathrm { e } ^ { - k x } \rightarrow 0\) as \(x \rightarrow + \infty\).
  2. What condition on \(t\) is needed in finding \(\mathrm { M } _ { X } ( t )\) ?
  3. \(Y\) is the sum of three independent observations of \(X\). Find the moment generating function of \(Y\), and use your answer to find \(\operatorname { Var } ( Y )\).