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PiE
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You cannot "invert" an MGF. The way it's done for MGF's is to compute it, then look at an MGF table and see which one it "resembles" and then deduce the pdf or pmf from that.

Another way is to utilize LaPlace transforms as they are MGF's as well. Then, if you determine the transform, then you have to invert it to get the density.

PiE
  • 111
  • 5