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Math Help - Moment generating functions

  1. #1
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    Moment 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?
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  2. #2
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    Quote Originally Posted by MS330 View Post
    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?
    Example: let x be a discrete random variable. And suppose that it takes that values x=1 with probability 0.2, x=2 with probability 0.3, and x=3 with probability 0.5.

    Then its moment generating function is:
    e^t (0.2) + e^{2t} (0.3) + e^{3t} (0.5)
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  3. #3
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    How would I do it if I was asked to find the mgf for the possion distribution, with no values given?
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  4. #4
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    Quote Originally Posted by MS330 View Post
    How would I do it if I was asked to find the mgf for the possion distribution, with no values given?
    Please refer to this thread:
    http://www.mathhelpforum.com/math-he...tribution.html

    This question has been answered.
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