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Moment Generating Functions

Moment Generating Functions. Moment Generating Functions (I). Moment Generating Functions (II). M(t) is called the moment-generating function for Y , and cam be used to derive any non-central moments of the random variable (assuming it exists in a neighborhood around t =0).

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Moment Generating Functions

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  1. Moment Generating Functions

  2. Moment Generating Functions (I)

  3. Moment Generating Functions (II) M(t) is called the moment-generating function for Y, and cam be used to derive any non-central moments of the random variable (assuming it exists in a neighborhood around t=0). Also, useful in determining the distributions of functions of random variables

  4. Binomial Distribution – MGF & PGF

  5. Geometric Distribution – MGF & PGF

  6. Poisson Distribution – MGF & PGF

  7. Exponential Distribution - MGF

  8. Gamma Distribution - MGF

  9. Normal Distribution - MGF

  10. Distribution of Z2 (Z~N(0,1))

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