Lecture

Functions Generators

Description

This lecture covers the definition of moment generating functions and cumulant generating functions for a random variable X, denoted as Mx(t) = E(e^tx) and Kx(t) = ln Mx(t), respectively. These functions summarize all properties of X, allowing the calculation of moments and cumulants. Examples include calculating Mx(t) and cumulants for Poisson and Normal distributions.

Instructors (2)

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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