Distribution MGF ψ(t)Bernoulli(p)pet+(1−p)Binomial(n,p)(pet+(1−p))nPoisson(λ)eλ(et−1)Normal(μ,σ)exp{μt+σ2t22}Gamma(α,β)(11−βt)α for t<1/β MGF 为什么能用? 已知: \begin{equatio
Santucci, "A general formula for log- mgf computation: Application to the approximation of log-normal power sum via Pearson type IV distribution," in IEEE Vehicular Technology Conference, May 2008, pp. 999-1003.M. Di Renzo, F. Graziosi, and F. Santucci, "A general formula for log-MGF ...
Consider the bivariate normal distribution with the following parameters: \mu_x = 6, \sigma_x = 1, \mu_y = 10, \mu_y = 2 and \rho = - 0.8 a. Find the conditional distribution of Y given X = 8. b. Fi Suppos...
Suppose that X1, X2, ..., Xn are identically and independently distributed (i.i.d) Normal( mu, sigma^2 ) random variables. (a) Using mgf method find the distribution of Y = X1 + X2 + ... + Xn . (b) Using mgf method again find the...
Suppose that X1, X2, ..., Xn are identically and independently distributed (i.i.d) Normal( mu, sigma^2 ) random variables. (a) Using mgf method find the distribution of Y = X1 + X2 + ... + Xn . ...