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Moment Generating Functions

Moment Generating Functions

Moment Generating Functions. The Uniform distribution from a to b. Continuous Distributions. The Normal distribution (mean m , standard deviation s ). The Exponential distribution. Weibull distribution with parameters a and b . The Weibull density, f ( x ). ( a = 0.9, b = 2).

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3.91k views • 51 slides
Conditional probability mass function

Conditional probability mass function

Conditional probability mass function. Discrete case Continuous case. Conditional probability mass function - examples. Throwing two dice Let Z 1 = the number on the first die Let Z 2 = the number on the second die Set Y = Z 1 and X = Z 1 + Z 2 Radioactive decay

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945 views • 35 slides
Sampling Distribution Theory

Sampling Distribution Theory

Sampling Distribution Theory. ch6. Two independent R.V.s have the joint p.m.f. = the product of individual p.m.f.s. Ex6.1-1: X1is the number of spots on a fair die. f 1 (x 1 )=1/6, x 1 =1,2,3,4,5,6. X 2 is the number of heads on 4 indep. Tosses of a fair coin.

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539 views • 27 slides
Moment Generating Functions

Moment Generating Functions

Moment Generating Functions. Lecture X. Definition 2.3.3. Let X be a random variable with cdf F X . The moment generating function (mgf) of X (or F X ), denoted M X (t) , is

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811 views • 26 slides
Some standard univariate probability distributions

Some standard univariate probability distributions

Some standard univariate probability distributions. Characteristic function, moment generating function, cumulant generating functions Discrete distribution Continuous distributions Some distributions associated with normal References.

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796 views • 15 slides
Chapter 5. Continuous Probability Distributions Sections 5.10: Moment Generating Function

Chapter 5. Continuous Probability Distributions Sections 5.10: Moment Generating Function

Chapter 5. Continuous Probability Distributions Sections 5.10: Moment Generating Function. Jiaping Wang Department of Mathematical Science 04/08/2013, Monday. Moment-generating Function.

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262 views • 8 slides

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