Lecture

Generating Functions: Properties and Applications

In course

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Description

This lecture covers the properties and applications of generating functions, including the Laplace transform, moment-generating functions, and their relationship to probability distributions. The instructor explains how to calculate expectations and variances using moment-generating functions and demonstrates the injection between cumulative distribution functions and moment-generating functions.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_y2t7lupv

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Probability theory: Topics in probability theory

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