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Can someone help me understand what's going on here?

This is for a problem involving moment generating functions, which is related to statistics and probability, but I figured it was more of a math questions. The whole expansion is below:

L Xandor
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2 Answers2

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Rewrite the right-hand side using the Taylor expansion for $\exp$.

user21820
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Hint

$$A=1+\sum_{n=1}^\infty \frac{t^n}{n!}\big(\frac 19+3^{n-1}\big)=1+\frac 19\sum_{n=1}^\infty \frac{t^n}{n!}+\frac 13\sum_{n=1}^\infty \frac{(3t)^n}{n!}$$ $$A=1+\frac 19 \Big(\sum_{n=0}^\infty \frac{t^n}{n!}-1\Big)+\frac 13\Big(\sum_{n=0}^\infty \frac{(3t)^n}{n!}-1\Big)$$ Now, remember that $$e^x=\sum_{n=0}^\infty \frac{x^n}{n!}$$