Moment Generating Function #1 - Proof

Опубликовано: 29 Сентябрь 2024
на канале: stepbil
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Proof that when we differentiate Moment Generating Functions and evaluate at t=0 the nth derivative of the MGF will give us the nth moment. See what happens when we: a) use the definition of MGF and expand it as Taylor series b) differentiate the (Taylor) expanded MGF once , twice etc
It turns out that this gives us raw moments.