Explain what is moment generating function and why is it called so.

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teamques10 ★ 70k

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**Mumbai University > Electronics and Telecommunication Engineering > Sem 5 > Random Signal Analysis

Marks: 10M

Year: May 2016

signals and systems

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written 8.9 years ago by

teamques10 ★ 70k

The distribution of a random variable is often characterized in terms of its moment generating function (mgf), a real function whose derivatives at zero are equal to the moments of the random variable.

Let X is a random variable. If the expected value E(e^θX ) exists and is finite for …

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