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Moment generating function

In probability theory and statistics, the moment generating function of a real-valued random variable is a generating function that provides an alternative specification of the random variable's probability distribution. Thus, it provides the basis of an alternative route to analytical results compared with working directly with probability density…

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Overview

Definition

Calculation

Important properties

Other properties

Relation to other functions

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Map overview Semantic statistics

Moment generating function

Nodes44
Edges43
Triples35
Avg. degree1.95
Density0.045455
Components1

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Moment generating function

Top relations

related to Other properties · 8
Moment generating function → Chernoff, For, Jensen's, Markov's, Pr, Since, The, This
related to Calculation · 7
Moment generating function → For, In, Laplace-Stieltjes, Riemann, Stieltjes, The, This
related to Definition · 3
Moment generating function → CDF, Let, The
related to Examples · 3
Moment generating function → Here, It, Wick
related to Important properties · 3
Moment generating function → An, In, Moment
related to Linear combination of independent random variables · 3
Moment generating function → If, Sn, Xi
related to Linear transformations of random variables · 2
Moment generating function → If, Xt
see also · 2
Moment generating function → Characteristic, Factorial
is a · 1
Moment generating function → expectation of a function of the random variable
related to Calculations of moments · 1
Moment generating function → The

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Important terminology

moment generating displaystyle function random tx distribution moments operatorname functions left right probability variables variable bound exists density characteristic expectation

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Moment generating functionis aexpectation of a function of the random variable0.90text
Moment generating functionrelated to CalculationThe0.60section
Moment generating functionrelated to CalculationFor0.60section
Moment generating functionrelated to CalculationIn0.60section
Moment generating functionrelated to CalculationRiemann0.60section
Moment generating functionrelated to CalculationStieltjes0.60section
Moment generating functionrelated to CalculationThis0.60section
Moment generating functionrelated to CalculationLaplace-Stieltjes0.60section
Moment generating functionrelated to Calculations of momentsThe0.60section
Moment generating functionrelated to DefinitionLet0.60section
Moment generating functionrelated to DefinitionCDF0.60section
Moment generating functionrelated to DefinitionThe0.60section

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