# Mgf of Exponential distribution

*From*: thampw@xxxxxxxxxxx*Date*: Fri, 6 Jun 2008 07:59:56 -0700 (PDT)

Hi all,

I'm reading the proof for mgf of exponential distribution from

http://ocw.mit.edu/NR/rdonlyres/Mathematics/18-05Spring-2005/45FFA38A-2A87-4FCD-A1A9-46845A8F3D39/0/18_05_lec18.pdf

I'm basically struggling to understand one small part of the proof. On

page 53 & 54, it gives the following:

mgf = ... = int 0 to infinity [a*exp((t-a)*x)]dx = a*(exp((t-a)*x))/(t-

a)| infinity & 0 = 1 - a/(t-a) = ...

OK, how do we obtain one when we substitute infinity into a*(exp((t-

a)*x))/(t-a)? I thought exp(infinity) = infinity?

I think I'm missing something really easy...

Thanks.

.

**Follow-Ups**:**Re: Mgf of Exponential distribution***From:*Paul Rubin

- Prev by Date:
**SOME DO CLAIM NULL HYPOTHESES CAN BE STATED TRUE!!** - Next by Date:
**Re: Mgf of Exponential distribution** - Previous by thread:
**Re: What is power and size of hypothesis test?** - Next by thread:
**Re: Mgf of Exponential distribution** - Index(es):