題組內容

1. If X is a random variable with Pareto distribution, then the probability that X is greater than some number x, ie. the complementary CDF, is given by
6192149d85bbb.jpg
, where xm is the (necessarily positive) minimum possible value of X, and a is a positive parameter.

(c) What is the moment generating function of X, 6192153fa6fe1.jpg, where t ≤ O? (10 points) Hint: Use incomplete gamma function:61921649b2369.jpg