Hey guys,

Any idea how to find the moment generating function? I know for discrete ones it's the SUM{e^(tx)p(x)}, but I don't understand how to actually go about doing that.

Any ideas?

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- Jan 20th 2009, 09:38 AMMS330Moment generating functions
Hey guys,

Any idea how to find the moment generating function? I know for discrete ones it's the SUM{e^(tx)p(x)}, but I don't understand how to actually go about doing that.

Any ideas? - Jan 20th 2009, 12:26 PMLast_Singularity
Example: let $\displaystyle x$ be a discrete random variable. And suppose that it takes that values $\displaystyle x=1$ with probability 0.2, $\displaystyle x=2$ with probability 0.3, and $\displaystyle x=3$ with probability 0.5.

Then its moment generating function is:

$\displaystyle e^t (0.2) + e^{2t} (0.3) + e^{3t} (0.5)$ - Jan 20th 2009, 12:28 PMMS330
How would I do it if I was asked to find the mgf for the possion distribution, with no values given?

- Jan 20th 2009, 03:21 PMLast_Singularity
Please refer to this thread:

http://www.mathhelpforum.com/math-he...tribution.html

This question has been answered.