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Moment-generating function

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In probability theory and statistics, the moment-generating function of a real-valued random variable is an alternative specification of its probability distribution. Thus, it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative distribution functions. There are particularly simple results for the moment-generating functions of distributions defined by the weighted sums of random variables. However, not all random variables have moment-generating functions.

Moment generating function - Wikipedia Jump to content From Wikipedia, the free encyclopedia (Redirected from Moment-generating function ) Concept in probability theory and statistics 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 functions or cumulative distribution functions . There are part

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