# Moment generating

• Mar 5th 2008, 08:34 AM
shaky9000
Moment generating
If a sample size n is drawn from a population, how would you use the moment generating function to find the distrbution of the sample mean, i have derived the exponential mgf to be lambda
1111111111111111111111111111111111111lambda - t

and have used that to find the mean, __1__
1111111111111111111111111111111lambda

but am unsure whether this is the distribution of the mean or not? Any help?
• Mar 6th 2008, 12:36 AM
CaptainBlack
Quote:

Originally Posted by shaky9000
If a sample size n is drawn from a population, how would you use the moment generating function to find the distrbution of the sample mean, i have derived the exponential mgf to be lambda
1111111111111111111111111111111111111lambda - t

and have used that to find the mean, __1__
1111111111111111111111111111111lambda

but am unsure whether this is the distribution of the mean or not? Any help?

The mgf of the sum of random variables is the product of their mgf's

RonL