1. ## 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?

2. Originally Posted by MS330
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 $\displaystyle x$ 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:
$\displaystyle e^t (0.2) + e^{2t} (0.3) + e^{3t} (0.5)$

3. How would I do it if I was asked to find the mgf for the possion distribution, with no values given?

4. Originally Posted by MS330
How would I do it if I was asked to find the mgf for the possion distribution, with no values given?