All Questions
3 questions
10
votes
1
answer
9k
views
What is "t" in generating functions?
I am studying generating functions applied to probability (moment generating functions, probability generating functions and characteristic functions). I perfectly see their purposes and usefulnesses, ...
- 724
2
votes
1
answer
852
views
Get Characteristic Function from MGF? [duplicate]
I've been calculating characteristic functions and MGF's and was wondering whether we can always get the characteristic function simply by substituting $it$ instead of $t$ in the resulting equation. ...
- 623
30
votes
2
answers
24k
views
Link between moment-generating function and characteristic function
I am trying to understand the link between the moment-generating function and characteristic function. The moment-generating function is defined as:
$$
M_X(t) = E(\exp(tX)) = 1 + \frac{t E(X)}{1} + \...
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