Section 10: Moment Generating Function
Instructions
- This section covers the concepts listed below.
- For each concept, there is a conceptual video explaining it followed by videos working through examples.
- When you have finished the material below, you can go to the next section or return to the main Mathematical Probability page.
Moment Generating Function
Examples
Directions: There is no example video for this topic.
Moment Generating Function for Poisson Random Variable
Examples
Directions: There is no example video for this topic.
Moment Generating Function for Normal Random Variable
Examples
Directions: There is no example video for this topic.
Moment Generating Function for Exponential Random Variable
Examples
Directions: There is no example video for this topic.
Moment
Examples
Directions: There is no example video for this topic.
Moments of Exponential Random Variable
Examples
Directions: There is no example video for this topic.
Moments of Normal Random Variable
Examples
Directions: There is no example video for this topic.
Self-Assessment Questions
Directions: The following questions are an assessment of your understanding of the material above. If you are not sure of the answers, you may need to rewatch the videos.
Note: These self-assessment questions apply to all the moment videos on this page.
- Define the moment generating function for random variables. Can we have a moment generating function that is undefined at all real numbers?
- What is the moment generating function for each of the distributions we have studied?
- Why is moment generating function so named? How do you find the third moment of a random variable if you have its moment generating function?