Moment generating functions
M_X(t)=E[eᵗˣ] is an MGF when it is finite on an open interval about zero.
Key knowledge
M_X(t)=E[eᵗˣ] is an MGF when it is finite on an open interval about zero. Its derivatives at zero yield moments; in particular EX=M′(0) and Var X=M″(0)−[M′(0)]².
Conditions and scope
- Finite moments alone do not imply an MGF exists near zero.
- State the domain of finiteness before differentiating.
Sources · 1
References
Sources retain their recorded scope. A source link alone does not establish verification of every statement.
Evidence and review
Sections 9.1–9.2 finite-neighborhood definition and moment derivatives.
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Entry details
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