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Applying the Moment Generating Functions to the Study of Probability Distributions

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  • Silvia SPATARU

Abstract

In this paper, we describe a tool to aid in proving theorems about random variables, called the moment generating function, which converts problems about probabilities and expectations into problems from calculus about function values and derivates. We show how the moment generating function determinates the moments and how the moments can be used to recover the moment generating function. Using of moment generating functions to find distributions of functions of random variables is presented. A standard form of the central limit theorem is also stated and proved.

Suggested Citation

  • Silvia SPATARU, 2007. "Applying the Moment Generating Functions to the Study of Probability Distributions," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 0(2), pages 132-137.
    • Handle: RePEc:aes:infoec:v:xi:y:2007:i:2:p:132-137
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