Math 2.0

concept

Moment-generating function

Summary

The moment-generating function of a real random variable XX is the function t↦E[etX]t \mapsto E[e^{tX}]. When it is finite near 00, its derivatives at 00 are the moments of XX. The node moment-generating function gives the precise definition.

What this node 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 node is. They do not measure its truth.

Sources

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