Moment Generating Functions - PowerPoint PPT Presentation

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Moment Generating Functions

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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 ... – PowerPoint PPT presentation

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Title: Moment Generating Functions


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 t0). 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 (ZN(0,1))
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