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Jamal Hussein

How can I derive a moment generating function from a PDF or CDF?

Jamal Hussein
Posted 10 years ago
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How can I derive a moment generating function from a PDF or CDF?

For example if I have the following pdf:

1- Nakagami:
(m^m*x^(m - 1)*Gamma[m, x/\[Gamma]1])/(\[Gamma]^m*Gamma[m]^2)*Exp[-x*m/\[Gamma]]

2- Rayleigh:
1/b * exp(-(x/b))
POSTED BY: Jamal Hussein
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There is a MomentGeneratingFunction in Mathematica:

http://reference.wolfram.com/mathematica/ref/MomentGeneratingFunction.html
POSTED BY: Arnoud Buzing
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