Question

Using the normal distribution in an applied problem

score 26 · Answer 1 · 2019-12-10 15:01:11

26

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Using the normal distribution in an applied problem

Published on 10 Dec 2019 - 15:01

score 61 · Answer 2 · 2019-12-11 17:01:32

61

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Compute joint moment of standard normal $E(e^{uX+vX^2}) = \frac1{\sqrt{2\pi}}\int_{-\infty}^{\infty}e^{ux+vx^2-\frac12x^2}$

Published on 11 Dec 2019 - 17:01

score 1.2k · Answer 3 · 2019-12-15 19:32:12

1.2k

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What is the purpose of "t" in the moment generating function?

Published on 15 Dec 2019 - 19:32

score 149 · Answer 4 · 2019-12-25 00:16:33

149

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Understanding definition of n-dimensional moment generating function

Published on 25 Dec 2019 - 0:16

score 1k · Answer 5 · 2026-03-25 23:37:59

1k

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Are moment generating functions still multiplicative if their random variables are not independent?

Published on 25 Mar 2026 - 23:37

score 43 · Answer 6 · 2019-12-29 11:18:10

43

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Does $M_{X_1+...+X_n}(t)= M_{X_1}(t)×...×M_{X_n}(t)$ for all real $t$ conclude indepedence?

Published on 29 Dec 2019 - 11:18

score 564 · Answer 7 · 2019-12-30 19:39:54

564

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Moment Generating Functions with Nonlinear Transformation

Published on 30 Dec 2019 - 19:39

score 166 · Answer 8 · 2026-03-25 13:57:11

166

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What is the MGF of $X_{(1)}$ when $X_1,X_2$ are i.i.d Gamma variables?

Published on 25 Mar 2026 - 13:57

score 793 · Answer 9 · 2019-12-30 20:22:06

793

Views

Convergence in distribution implies point-wise convergence of MGF

Published on 30 Dec 2019 - 20:22

score 45 · Answer 10 · 2020-01-04 12:29:31

45

Views

How to prove that the moment generating function of the sum of two independent variables are multiplication of their moment generaing functions?

Published on 04 Jan 2020 - 12:29

score 1.4k · Answer 11 · 2020-01-06 14:36:55

1.4k

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How to compute expected value of $X^3$ binomial random variable

Published on 06 Jan 2020 - 14:36

score 459 · Answer 12 · 2020-01-08 17:18:20

459

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lower semicontinuity of the cumulant generating function

Published on 08 Jan 2020 - 17:18

score 83 · Answer 13 · 2020-01-08 21:27:35

83

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how to write a mgf for $X \sim U[0,1]$ and then to generalise it to an interval $[a,b]$

Published on 08 Jan 2020 - 21:27

score 266 · Answer 14 · 2020-01-09 19:36:26

266

Views

Why is this moment generating function defined for all $t \in \mathbb{R}$

Published on 09 Jan 2020 - 19:36

score 77 · Answer 15 · 2020-01-12 18:47:40

77

Views

Check on distribution of $X-Y$ and $W_s - W_t$ for a Brownian motion

Published on 12 Jan 2020 - 18:47

List Question

Using the normal distribution in an applied problem

Compute joint moment of standard normal $E(e^{uX+vX^2}) = \frac1{\sqrt{2\pi}}\int_{-\infty}^{\infty}e^{ux+vx^2-\frac12x^2}$

What is the purpose of "t" in the moment generating function?

Understanding definition of n-dimensional moment generating function

Are moment generating functions still multiplicative if their random variables are not independent?

Does $M_{X_1+...+X_n}(t)= M_{X_1}(t)×...×M_{X_n}(t)$ for all real $t$ conclude indepedence?

Moment Generating Functions with Nonlinear Transformation

What is the MGF of $X_{(1)}$ when $X_1,X_2$ are i.i.d Gamma variables?

Convergence in distribution implies point-wise convergence of MGF

How to prove that the moment generating function of the sum of two independent variables are multiplication of their moment generaing functions?

How to compute expected value of $X^3$ binomial random variable

lower semicontinuity of the cumulant generating function

how to write a mgf for $X \sim U[0,1]$ and then to generalise it to an interval $[a,b]$

Why is this moment generating function defined for all $t \in \mathbb{R}$

Check on distribution of $X-Y$ and $W_s - W_t$ for a Brownian motion

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