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Chapter 13 Moment generating functions - Yale University
13. Moment generating functions 4 For large nuse the series expansion log(1+z)n= n(z z2=2+:::) to deduce that logM Zn (t) = t2 2 + (q p)t3 6 p npq + terms of order 1 n or smaller The t2=2 term agree with the logarithm of the moment generating function for the standard normal. As ntends to in nity, the remainder terms tend to zero. The ...
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Chapter 1 Markov Chains - Yale University
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Chapter 7 Continuous Distributions - Yale University
www.stat.yale.edu7. Continuous Distributions 5 Example <7.5> Zero probability for ties with continuous distributions. Calculations are also greatly simpli ed by the fact that we can ignore contributions from higher order terms when working with continuous distri-butions and small intervals. Example <7.6> The distribution of the order statistics from the uniform
Chapter 12 Conditional densities
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