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/1805Spring2005/45FFA38A2A874FCDA1A946845A8F3D39/0/18_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((ta)*x)]dx = a*(exp((ta)*x))/(t
a) infinity & 0 = 1  a/(ta) = ...
OK, how do we obtain one when we substitute infinity into a*(exp((t
a)*x))/(ta)? I thought exp(infinity) = infinity?
I think I'm missing something really easy...
Thanks.
.
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