Title: Moment Generating Functions
1Moment Generating Functions
2Moment Generating Functions (I)
3Moment Generating Functions (II)
M(t) is called the moment-generating function for
Y, and cam be used to derive any non-central
moments of the random variable (assuming it
exists in a neighborhood around t0). Also,
useful in determining the distributions of
functions of random variables
4Binomial Distribution MGF PGF
5Geometric Distribution MGF PGF
6Poisson Distribution MGF PGF
7Exponential Distribution - MGF
8Gamma Distribution - MGF
9Normal Distribution - MGF
10Distribution of Z2 (ZN(0,1))