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Moment Generating Functions

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Presentation on theme: "Moment Generating Functions"— Presentation transcript:

1 Moment Generating Functions

2 Moment Generating Functions (I)

3 Moment 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 t=0). Also, useful in determining the distributions of functions of random variables

4 Binomial Distribution – MGF & PGF

5 Geometric Distribution – MGF & PGF

6 Poisson Distribution – MGF & PGF

7 Exponential Distribution - MGF

8 Gamma Distribution - MGF

9 Normal Distribution - MGF

10 Distribution of Z2 (Z~N(0,1))

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