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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the concept of generating functions for moments and cumulants, illustrating the bijection between distribution functions and moment generating functions. Examples demonstrate the application of these functions in finding the distribution of a sum of independent variables. The lecture also introduces the characteristic function and the tools of complex analysis needed for its computation.