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.
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© 2012 Springer Science+Business Media, LLC
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Schinazi, R.B. (2012). Moment Generating Functions and Sums of Independent Random Variables. In: Probability with Statistical Applications. Birkhäuser Boston. https://doi.org/10.1007/978-0-8176-8250-7_7
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DOI: https://doi.org/10.1007/978-0-8176-8250-7_7
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Publisher Name: Birkhäuser Boston
Print ISBN: 978-0-8176-8249-1
Online ISBN: 978-0-8176-8250-7
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