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moment generating function |
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moment generating function [¦mō·mənt ¦jen·ə‚rād·iŋ ′fəŋk·shən]
(statistics) For a frequency function ƒ(x), a function φ(t) that is defined as the integral from -∞ to ∞ of exp(tx) ƒ(x)dx, and whose derivatives evaluated att= 0 give the moments of ƒ. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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No references found | 2 which links the concept of a Jordan algebra homomorphism with the moment generating function of the Wishart distribution. With examples, illustrations and accessible text Stapleton describes discrete probability models, special discrete distributions, continuous random variables, special continuous and conditional distributions, moment generating functions and limit theory, estimation, testing of hypotheses, the multivariate normal (as well as chi-square, t and F distributions) nonparametric statistics, linear statistical models, and frequency data. Hwang's results, the so-called quasi-power theorem, give a central limit theorem and convergence rate for a sequence of random variables with moment generating function obeying a quasi-power form (that is, the moment generating function is asymptotically exponential). |
moment generating function |
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