416.The Cheapest MGF
★★★expected valueCh. 7 — Limit Theorems444+ Problems in Probability
Let be a random variable with moment generating function such that . Find the smallest possible value of .
Sign in to submit an answer and track it toward your stats.
Sign inHint
Write and apply Jensen's inequality.
Want timed drills, mental math, and a market-making game too? Try the full practice suite →