求一个moment generating function

Let X be a continuous random variable with density
f(x)=1/(2*sigma)*exp[-|x-miu|/sigma], -inf<x<+inf

show that
mgf(t)=exp(miu*t)/(1-miu^2*sigma^2)

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诗成 发表于 2012-5-14 10:45
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peterpan_aus 发表于 2012-5-14 11:17

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