We have the probability mass function for a random variable $X$ given in table form:
$$
\begin{array}{c|cccc}
x & 1 & 2 & 3 & 4 \\
f(x) & 0.1 & 0.25 & 0.3 & 0.35
\end{array}
$$
I have to derive the moment generating function from this data. I can do this if the function is given but this particular case is confusing me.
I think $X$ is a discrete random variable so we would have to use the mgf summation formula, but I'm not sure how – do I need to figure out what the function is first based on the data in the table?
Best Answer
The pmf is
$$P(X=x) = \begin{cases} 1 & \text{w.p. } 0.1 \\ 2 & \text{w.p. } 0.25 \\ 3 & \text{w.p. } 0.3 \\ 4 & \text{w.p. } 0.35 \end{cases}$$
To find the mgf, you just have to evaluate
$$\mathbb{E}[\exp(tX)]=\sum_{x=1}^4\exp(tx)P(X=x)$$