Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Statistics - Moment Generating Functions

  1. Nov 14, 2015 #1
    If the moment generating function for the random variable X is M[X(t)] = 1/(1+t), what is the third moment of X about the point x = 2? The general formula only states how to find moments about x = 0. Thanks!
     
  2. jcsd
  3. Nov 14, 2015 #2

    andrewkirk

    User Avatar
    Science Advisor
    Homework Helper
    Gold Member

    The n-th moment of X about a is defined as ##E[(X-a)^n]##.

    Substitute n=3 and a=2 into that, then expand ##(X-a)^n## to polynomial form and substitute that into the above expression. You will get the sum of a bunch of moments about zero, which you can then use the MGF to calculate.
     
  4. Nov 15, 2015 #3
    Ok I got it! Thanks so much! :)
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook




Similar Discussions: Statistics - Moment Generating Functions
  1. Generating functions (Replies: 9)

  2. Generating Functions (Replies: 5)

Loading...