The bookUnit 4 · Probability71 / 83

Random variables, distributions, moments, MGF

Why this is asked: MGF determines the distribution and factorises over independent sums. Know which distributions have no MGF (Cauchy, t) and which moments fail to exist.

Random variables, moments and generating functions

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Moments, MGFs, and when they fail to existinteractive

The tail-integral formula, the two inequalities worth memorising, and a distribution with no mean at all.

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Suppose X ~ Poisson(3/4). Then which of the following statements is true?

Next: Standard discrete and continuous distributions

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Open this in the full syllabus view · Unit 4