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Moment-generating function
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Moment-generating function

Creator
Creator
Seonglae Cho
Created
Created
2024 Sep 25 11:36
Editor
Editor
Seonglae Cho
Edited
Edited
2024 Sep 26 16:48
Refs
Refs
Taylor series expansion
Characteristic function
와 같이
Moment
를 구하는 데에 사용되지만 그와 달리
Laplace Transform
를 사용하는 것이라 존재하지 않을 수도 있다
 
 
 
 
 
 
Moment-generating function
In probability theory and statistics, the moment-generating function of a real-valued random variable is an alternative specification of its probability distribution. Thus, it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative distribution functions. There are particularly simple results for the moment-generating functions of distributions defined by the weighted sums of random variables. However, not all random variables have moment-generating functions.
Moment-generating function
https://en.wikipedia.org/wiki/Moment-generating_function
 
 
 

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Moment-generating function
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