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The moment generating function has its moments

Journal Article


Abstract


  • Traditionally, the moment generating function of a random variable X, is used to generate (positive integer) moments of X. However, moments of quite general transformations of X can be obtained by judicious differentiations and weighted integration of the moment generating function. The particular case of Xγ, -∞<γ<∞, is treated in detail, and applications are given. © 1986.

Publication Date


  • 1986

Citation


  • Cressie, N., & Borkent, M. (1986). The moment generating function has its moments. Journal of Statistical Planning and Inference, 13(C), 337-344. doi:10.1016/0378-3758(86)90143-6

Scopus Eid


  • 2-s2.0-38249043312

Start Page


  • 337

End Page


  • 344

Volume


  • 13

Issue


  • C

Abstract


  • Traditionally, the moment generating function of a random variable X, is used to generate (positive integer) moments of X. However, moments of quite general transformations of X can be obtained by judicious differentiations and weighted integration of the moment generating function. The particular case of Xγ, -∞<γ<∞, is treated in detail, and applications are given. © 1986.

Publication Date


  • 1986

Citation


  • Cressie, N., & Borkent, M. (1986). The moment generating function has its moments. Journal of Statistical Planning and Inference, 13(C), 337-344. doi:10.1016/0378-3758(86)90143-6

Scopus Eid


  • 2-s2.0-38249043312

Start Page


  • 337

End Page


  • 344

Volume


  • 13

Issue


  • C