Moment-generating function

Results: 70



#Item
1Mathematical analysis / Special functions / Mathematics / Exponentials / Generating functions / Exponential function / Polynomials / Factorial moment generating function / Examples of generating functions

Worksheet on Generating Functions October 23, 2015 This worksheet is adapted from notes/exercises by Nat Thiem. 1

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Source URL: math.colorado.edu

Language: English - Date: 2015-12-04 19:21:55
2Probability distributions / Stable distributions / Normal distribution / Expected value / Multivariate normal distribution / Moment-generating function / Truncated distribution / Distribution / Variance

Expectations of linear functions with respect to truncated multinormal distributions, with applications for uncertainty analysis in environmental modelling Jason J. Sharples and John C.V. Pezzey Australian National Unive

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Source URL: een.anu.edu.au

Language: English - Date: 2005-05-09 04:54:58
3Kullback–Leibler divergence / Moment-generating function / Risk aversion / Expected utility hypothesis / Hyperbolic absolute risk aversion / Weight / Utility / Statistics / Abstract algebra

Disparity, Shortfall, and Twice-Endogenous HARA Utility∗ M. Ryan Haley†, M. Kevin McGee‡and Todd B. Walker§ December 4, 2010 Abstract We derive a mapping between the shortfall-minimizing portfolio selection based

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Source URL: pages.iu.edu

Language: English - Date: 2010-12-04 17:30:26
4Spectral theory of ordinary differential equations / Spectral theory / Moment-generating function / Spectrum

Lower Bounds on the Success Probability for ad hoc Networks with local FDMA scheduling Ralph Tanbourgi, Jens P. Elsner, Holger J¨akel and Friedrich K. Jondral Karlsruhe Institute of Technology, Germany {ralph.tanbourgi,

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Source URL: www.cel.kit.edu

Language: English - Date: 2011-05-23 07:48:30
5Mathematical series / Normal distribution / Cumulant / Moment-generating function / Edgeworth series / Logarithm / Symbol / Itō diffusion / Mathematical analysis / Mathematics / Statistics

DELFT UNIVERSITY OF TECHNOLOGY REPORTSaddlepoint Approximations for Expectations X. Huang, and C.W. Oosterlee

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Source URL: www.ewi.tudelft.nl

Language: English - Date: 2011-05-11 08:17:11
6

10:TOPIC. Moment generating functions. The nth moment of a random variable X is E(X n ) (if this quantity exists); the moment generating function (MGF) of X is the function defined by

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Source URL: galton.uchicago.edu

Language: English - Date: 2002-03-31 23:48:12
    7Central limit theorem / Estimation theory / Exponentiation / Moment-generating function / Integral transforms / Normal distribution / Fourier transform / Mathematical analysis / Mathematics / Statistics

    EFFICIENT MONTE CARLO FOR NEURAL NETWORKS WITH LANGEVIN SAMPLERS L.A. BREYER, M. PICCIONI, AND S. SCARLATTI Abstract. We consider the task of simulating efficiently from the posterior distribution over weight space of a

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    Source URL: www.lbreyer.com

    Language: English - Date: 2006-06-16 03:40:29
    8Probability theory / Statistical theory / Probability distribution / Normal distribution / Statistical parameter / Moment-generating function / Central limit theorem / Log-normal distribution / Characteristic function / Statistics / Mathematical analysis / Probability and statistics

    Division of Engineering Science University of Toronto STA286 H1 S: Probability & Statistics Course Co-Coordinators and Instructors:

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    Source URL: probability.ca

    Language: English - Date: 2008-03-03 13:52:38
    9Stochastic calculus / Differential geometry / Stochastic differential equation / Beta function / Characteristic function / Moment-generating function / Mathematical analysis / Statistics / Mathematics

    Online Appendix for Generalized Transform Analysis of Affine Processes and Applications in Finance. Hui Chen∗ Scott Joslin†

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    Source URL: www.mit.edu

    Language: English - Date: 2011-09-20 23:19:18
    10Generating functions / Moment-generating function / Variance / Poisson distribution / Binomial distribution / Uniform distribution / Expected value / Moment / Geometric distribution / Statistics / Mathematical analysis / Probability theory

    PDF Document

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    Source URL: www.dartmouth.edu

    Language: English - Date: 2003-11-11 09:11:39
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