2021-03-02
Moment Generating FunctionDefinitionFor a random variable XXX, if E[etx]E[e^{tx}]E[etx] exists ∀t∈(−h,h)\forall t \in(-h, h)∀t∈(−h,h) for some h>0h>0h>0, moment generating function M(t)=E[etx]M(t)=E[e^{tx}]M(t)=E[etx]PropertiesXXX is a random
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2021-03-02 13:23:07 ·
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