Lecture 6 Moment-generating functions
Sep 25, 2019 · Moment-generating functions are just another way of describing distribu-tions, but they do require getting used as they lack the intuitive appeal of pdfs or pmfs. Definition 6.1.1. The moment-generating function (mgf) of the (dis-tribution of the) random variable Y is the function mY of a real param-eter t defined by mY(t) = E[etY],
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