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moment generating function
(redirected from Moment-generating function)

    Also found in: Acronyms, Wikipedia 0.01 sec.
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.
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The second part of the text is for the more mathematically inclined and discusses properties of the expected value, continuous distributions, probability distributions of a single random variable, joint probability distributions for dependent random variables, the multivariate normal distribution, conditional distributions, and moment-generating functions.
Understanding probability; chance rules in everyday life by SciTech Book News
 
 
 
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