MAT330 LECTURE 25 (5/4/2020): MOMENT GENERATING FUNCTIONS





Announcements: The last homework of the semester, HW11, is now available online and due next Monday. The Final Exam will be conducted remotely just like the Midterm Exam. It will be made available to you on Tuesday 5/19 at 12.00pm (noon) EDT and will be due the next day, Wednesday 5/20 at 11.59pm (midnight) EDT. This choice is the closest possible to the original scheduled exam times by the Office of the Registrar. More details will come by email.


• Moment generating functions (definition): Download file or watch below


• Moment generating function of binomial random variables (example): Download file or watch below


• Moments of random variable and their computation with moment generating functions (theory): Download file or watch below


• Revisiting moment generating function of Binomial random variables (example): Download file or watch below


• Moment generating function of exponential random variable (example): Download file or watch below


• Theorem about moment generating function determining uniquely the distribution of a random variable (theory and example): Download file or watch below


• Moment generating function of normal random variables (example): Download file or watch below


• Moment generating function of sums of independent random variables (theory and example): Download file or watch below




• Lecture Notes (static file from above videos): PDF file


• External link 1: Recap of moment generating functions (video): Watch on YouTube


• External link 2: Example of using moment generating function of Bernoulli random variable (video): Watch on YouTube


• External link 3: Example of using moment generating function of Binomial random variable (video): Watch on YouTube


• External link 4: Moment generating function of an affine function of a random variable (video): Watch on YouTube





Last updated: May 4, 2020, 12:00pm EDT