Same Moment Generating Function, Same Prob. Distribution

Join the discussion
Registration is free. Start your own thread to ask a follow-up.
Sign up Log in
1 reply · 2K views
Josh S Thompson
Messages
111
Reaction score
4
How do you know that if two random variables have the same moment generating function then they have the same probability distribution.
 
Physics news on Phys.org

Discussion

Similar threads

Undergrad Proving a multivariate normal distribution by the moment generating function

  • Torgny
  • · Replies 5 ·
  • Set Theory, Logic, Probability, Statistics
Replies
5

Graduate Paradox of uniform prob. distribution on Z+ vs cardinality, etc.

  • Stephen Tashi
  • · Replies 24 ·
  • Set Theory, Logic, Probability, Statistics
Replies
24

Moment generating function question

  • oyth94
  • · Replies 4 ·
  • Set Theory, Logic, Probability, Statistics
Replies
4

Undergrad Continuous Random Variables and Prob. Distribution

  • Suitengu
  • · Replies 5 ·
  • Set Theory, Logic, Probability, Statistics
Replies
5

Adding two distributions with same moment generating function

  • trojansc82
  • · Replies 2 ·
  • Calculus and Beyond Homework Help
Replies
2

Graduate Moment generating function of a nonlinear random walk with multiplicative noise

  • humenghu
  • · Replies 6 ·
  • Set Theory, Logic, Probability, Statistics
Replies
6

Graduate Fourier analysis and prob. distributions?

  • Zaphodx57x
  • · Replies 5 ·
  • Set Theory, Logic, Probability, Statistics
Replies
5

Graduate How to find pdf given moment generating function

  • math-chick_41
  • · Replies 1 ·
  • Set Theory, Logic, Probability, Statistics
Replies
1

Prob. distribution with pmf and need cdf?

  • megr_ftw
  • · Replies 4 ·
  • Calculus and Beyond Homework Help
Replies
4

Using a factorial moment generating function to find probability func.

  • Fictionarious
  • · Replies 3 ·
  • Calculus and Beyond Homework Help
Replies
3