moment generating function

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 at t = 0 give the moments of ƒ.
References in periodicals archive ?
The linearization of the limit state function is very convenient, since it allows the computation of its moment generating function (MGF) using the MGFs of the input random variables.
The statistical properties of this new class, such as mean, variance, standard deviation, mean deviation, kurtosis, skewness, moment generating function, characteristic function and graphical analysis, are derived.
Proof: The moment generating function of X and Y is given by:
The moment generating function of [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] has the asymptotic expansion
The purpose of this paper is to present a mixture of Tukey's g distributions and derive some statistical properties including the pdf and moment generating function and its properties.
The proposed estimator is based on moment generating function and is compared with maximum likelihood estimator using the mean squared error as a performance criterion.
15) have established explicit expressions and some recurrence relations for moment generating function of generalized order statistics from Gompertz distribution.
In this paper, we use the method of moment generating function (mgf) to derive the probability distribution of the sum of k dice, for [k.
where [psi](t) is the moment generating function of density p([lambda]) and
X is said to be smaller than Y in moment generating function ordering, denoted by X [[less than or equal to].
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).
Moreover the logarithmic moment generating function [[LAMBDA].