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Past exam of the probability course of the University of Oxford / 2023 / 2 / b / i

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 2023 2 b
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i
The uniform distribution has probability density function 1/2 on (−1,1). Therefore, for t=0,
MU​(t)=21​∫−11​etudu=2tet−e−t​,MU​(t)={sinh(t)/t,1,​t=0,t=0.​​
(1)
The value at zero follows either directly from the definition of the moment-generating function or by continuity. This answer needs no assumption about B.

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