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Mathematics
Mathematica
Statistics and Probability
How can I derive a moment generating function from a PDF or CDF?
Jamal Hussein
Jamal Hussein
Posted
11 years ago
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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Arnoud Buzing
Arnoud Buzing, Wolfram Research
Posted
11 years ago
There is a MomentGeneratingFunction in Mathematica:
http://reference.wolfram.com/mathematica/ref/MomentGeneratingFunction.html
POSTED BY:
Arnoud Buzing
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