Moment Generating Functions PowerPoint PPT Presentation

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Title: Moment Generating Functions


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Moment Generating Functions
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Moment Generating Functions (I)
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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 t0). Also,
useful in determining the distributions of
functions of random variables
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Binomial Distribution MGF PGF
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Geometric Distribution MGF PGF
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Poisson Distribution MGF PGF
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Exponential Distribution - MGF
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Gamma Distribution - MGF
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Normal Distribution - MGF
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Distribution of Z2 (ZN(0,1))
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