LFD Book Forum - View Single Post

k_sze · #9 03-16-2017, 10:36 AM

Quote:

Originally Posted by k_sze

So I did end up using moment generating function. And I think the answer to (c) is $s = \ln{\frac{\alpha}{1-\alpha}}$ , using calculus.

But now I'm stuck at (d).

Directly substituting $\alpha = \mathbb{E}(u) + \epsilon$ is probably wrong? Because $e^{s}U(s)$ can be simplified to the point where no logarithm appears (unless I made a really big mistake).

*sigh*

I did end up getting $\beta$ by substituting $\mathbb{E}(u) + \epsilon$ for $\alpha$ , but only after simplifying $e^{-s\alpha}U(s)$ all the way down, until there is no more

or $\ln$ , otherwise I get two powers of 2 with no obvious way to combine them.

So now the remaining hurdle is to prove that $\beta > 0$ .

Yay