Skip to the content

Math 2.0

Probability theory and stochastic processes Expectation, moments and transforms Concept

Moment-generating function

Summary

The moment-generating function of a real random variable $X$ is the function $t \mapsto E[e^{tX}]$ . When it is finite near $0$ , its derivatives at $0$ are the moments of $X$ . The node moment-generating function gives the precise definition.

Where this leads

6 pages build on this one.

Further reading

Web https://en.wikipedia.org/wiki/Moment_generating_function, lead section

About this page

Tag	`0WQVXP7PDB`
URI	`m2://0WQVXP7PDB`
Aliases	`moment-generating-function`, `mgf`
Kind	concept
Writing	W1 stated
MSC	60E10
Same as	Wikidata Q535587 Wikipedia Moment generating function

Markdown · JSON · Edit on GitHub

What this page needs for W2

edge instance_of in: at least two examples (0 of 2)
edge not_instance_of in: at least one non-example (0 of 1)
edge specializes both: the more general notions and the special cases (0 of 1)

The writing levels say how complete the text of a page is. They do not measure its truth.

What links here

Definitions

Moment-generating function

Used by

Results about this

Analyticity of the bilateral Laplace transform of a law