Math — Moment Generating Functions
MGFs, moments and the PGF.
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M_X(t) = E[e^{tX}]
E[X^n] = M_X^{(n)}(0)
M_{X+Y}(t) = M_X(t)M_Y(t)
G_X(s) = E[s^X]\ \text{(PGF)}
MGFs, moments and the PGF.
M_X(t) = E[e^{tX}]
E[X^n] = M_X^{(n)}(0)
M_{X+Y}(t) = M_X(t)M_Y(t)
G_X(s) = E[s^X]\ \text{(PGF)}