Moment Generating Functions and Sums of Independent Random Variables

Rinaldo B. Schinazi ()
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Rinaldo B. Schinazi: University of Colorado, Department of Mathematics

Chapter Chapter 7 in Probability with Statistical Applications, 2012, pp 179-199 from Springer

Abstract: Abstract The purpose of this chapter is to introduce moment generating functions (mgf). We have two applications in mind that will be covered in the next section. We will compute the distribution of some sums of independent random variables and we will indicate how moment generating functions may be used to prove the Central Limit Theorem. We start by defining moment generating functions.

Keywords: Gamma Random Variables; Independent Uniform Random Variables; Adult Male Weight; Normal Distribution (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/978-0-8176-8250-7_7

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