Generating Functions: Moments and Cumulants

In course

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Description

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.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_x4t6jdbg

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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