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kjetil b halvorsen ♦
kjetil b halvorsen ♦
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StatsStudent
StatsStudent
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What does it mean for a moment generating function to existsexist in a neighborhood of 0?

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StatsStudent
StatsStudent
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What does it mean for a moment generating function to exists in a neighborhood of 0?

It is my understanding that a moment generating function (MGF) uniquely determines a distribution with bounded or unbounded support only if the "MGF exists in a neighborhood of zero." But what does it mean exactly for an MGF to exist in a neighborhood of zero?