반응형 property1 Moment generating function / property / Binomial / Exponential / Normal /Bernoulli /Geometric/ Gamma/ Poisson /Chi squared/ Moment : core role in describing distributions. 1. make a moment generating function --- Mx(t)2. differentiate it 'r'th time ---M'r(t)3. t=0 --- M'r(0) = E(X^r)Moment Generating Function (MGF) :function that generates 'Moments' Properties of Moment Generating Function (MGF) 'Uniqueness' means ' If X and Y has same moment generating function, X and Y have same distribution' Joint Moment Generatin.. 2020. 7. 29. 이전 1 다음 반응형