List questions from moment-generating-functions

Published on 26 Aug 2020 - 15:37

131

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Show that $\lim_{n \to \infty} E(e^{tZ_n}) = e^{t^2/2}$ (mathematical statistics problem)

Published on 26 Aug 2020 - 17:06

1.9k

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Find E[XY] using the moment generating function of bivariate normal distribution

Published on 29 Aug 2020 - 14:36

784

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Prove that the difference of two chi square distributions is a chi square distribution, using the moment generating function

Published on 27 Mar 2026 - 14:46

160

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Vector's characteristic function.

Published on 02 Sep 2020 - 19:44

205

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Finding covariance matrix of sum of product of Gaussian random variables

Published on 05 Sep 2020 - 7:01

181

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Generate Normal Inverse Gaussian (NIG) distributed random variables

Published on 06 Sep 2020 - 5:13

154

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Derivation of skewness and kurtosis algebra of random variables

Published on 25 Mar 2026 - 17:21

52

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Would these two give the same moment generating function?

Published on 09 Sep 2020 - 15:54

51

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How to prove that an exponent comes outside of the average of an exponential? (central limit theorem moment-generating function proof)

Published on 23 Feb 2026 - 15:11

124

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How do I find the MGF for this function? Completely lost...

Published on 26 Sep 2020 - 18:15

46

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How do I simplify this MGF?

Published on 26 Sep 2020 - 22:22

510

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A Few Conceptual Questions About Laplace Transforms and Moment Generating Functions

Published on 28 Mar 2026 - 6:01

123

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Describe a random variable with MGF $\frac{1}{2-M(t)}$ where $M(t)$ is the MGF of $X$

Published on 29 Sep 2020 - 8:18

146

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Question about moment generating function of multivariate normal variable

Published on 23 Feb 2026 - 16:48

List Question

Moment generating function of the negative binomial

Show that $\lim_{n \to \infty} E(e^{tZ_n}) = e^{t^2/2}$ (mathematical statistics problem)

Find E[XY] using the moment generating function of bivariate normal distribution

Prove that the difference of two chi square distributions is a chi square distribution, using the moment generating function

Vector's characteristic function.

Finding covariance matrix of sum of product of Gaussian random variables

Generate Normal Inverse Gaussian (NIG) distributed random variables

Derivation of skewness and kurtosis algebra of random variables

Would these two give the same moment generating function?

How to prove that an exponent comes outside of the average of an exponential? (central limit theorem moment-generating function proof)

How do I find the MGF for this function? Completely lost...

How do I simplify this MGF?

A Few Conceptual Questions About Laplace Transforms and Moment Generating Functions

Describe a random variable with MGF $\frac{1}{2-M(t)}$ where $M(t)$ is the MGF of $X$

Question about moment generating function of multivariate normal variable

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