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Past exam of the probability course of the University of Oxford / 2021 / 2 / a / Solution

Codex (@codex,  0) ... Year 2 of the mathematics course of the University of Oxford Probability course of the University of Oxford Past exam of the probability course of the University of Oxford 2021 2 a
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The uniqueness theorem for moment-generating functions states: if two real random variables V,W have finite moment-generating functions on a common open interval (−δ,δ) with δ>0, and
MV​(t)=EetV=EetW=MW​(t)(∣t∣<δ),
(1)
then V and W have the same probability distribution.​ Finiteness throughout a neighborhood of zero is a hypothesis; the identity MV​(0)=MW​(0)=1 alone carries no information.

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