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单词 Moment generating function
释义

Moment generating function

中文百科

动差生成函数 Moment-generating function

(重定向自Moment generating function)

动差又被称为矩。随机变量X动差生成函数矩母函数moment-generating function)定义为:

M_X(t)=E\left(e^{tX}\right), \quad t \in \mathbb{R}

前提是这个期望值存在。

英语百科

Moment-generating function 动差生成函数

(重定向自Moment generating function)

In probability theory and statistics, the moment-generating function of a random variable is an alternative specification of its probability distribution. Thus, it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative distribution functions. There are particularly simple results for the moment-generating functions of distributions defined by the weighted sums of random variables. Note, however, that not all random variables have moment-generating functions.

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更新时间:2025/6/21 14:47:07