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单词 moment generating function
释义

moment generating function

M(t) = E(etX) is the moment generating function (mgf) for a random variable X. When M(t) exists then, since

and E is an additive function, it follows that the coefficient of tr is r!E(Xr), allowing the moments of X to be recovered from knowledge of the mgf.

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更新时间:2025/5/20 9:29:21