Lecture 6 Moment-generating functions
Sep 25, 2019 · Lecture 6: Moment-generating functions 6 of 11 coefficients are related to the moments of Y in the following way: mY(t) = ¥ å k=0 mk k! t k, (6.3.1) where m k = E[Yk] is the k-th moment of Y. A fully rigorous argument of this proposition is beyond the scope of these notes, but we can see why it works is we do the following formal computation
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