Find the moment generating function of the PDF for the beta distribution. Please show all steps,...

Find the moment generating function of the PDF for the beta distribution.

Please show all steps, thank you

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Expert Solution

We say that X has a Beta distribution with shape parameters and if and only if its probability density function is :

First we find the k^th moment of a beta random variable:

Hence,

Moment generating function of of the PDF for the beta distribution :

orchestra answered 1 year ago

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