Recent content by Joan Fernandez
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Graduate Why is the MGF the Laplace transform?
Right, I follow... So my question could really be re-phrased as: when t is complex we have a bona fides LT, but what is it that we are doing when in your first integral t is real? Are we just "dotting" the function with an exponential to see how it decays?- Joan Fernandez
- Post #7
- Forum: Set Theory, Logic, Probability, Statistics
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Graduate Why is the MGF the Laplace transform?
In terms of recovering moments it makes no difference, but what about capturing any oscillating sinusoidal components?- Joan Fernandez
- Post #3
- Forum: Set Theory, Logic, Probability, Statistics
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Graduate Why is the MGF the Laplace transform?
The Laplace transform gives information about the exponential components in a function, as well as oscillatory components. To do so there is a need for the complex plane (complex exponentials). I get why the MGF of a distribution is very useful (moment extraction and classification of the...- Joan Fernandez
- Thread
- Laplace Laplace transform Probability distribution Transform
- Replies: 6
- Forum: Set Theory, Logic, Probability, Statistics