MGF Statistics

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  • Опубліковано 23 лип 2024
  • In this video I provide a full explanation of Moment Generating Functions (MGFs) in 17 minutes.
    I Explain the Use of MGFs.
    I also provide the Definition of Moment Generating Functions as well as the Uniqueness Theorem.
    I discuss the order of the derivatives of the moment generating functions and how they correspond to the same order moments of the distribution.
    I also provide derivations and Proofs of the Moment Generating Function of the Sum of Independent Random Variables.
    I do all of this with the emphasis of ensuring it is applicable and relevant to the videos found in this playlist as well as your undergraduate statistics courses.
    #MGF
    #STATS
    #MOMENTS

КОМЕНТАРІ • 4

  • @happygrace8065
    @happygrace8065 Рік тому +1

    Your video is still very relevant 2years later ... Highly Appreciated

  • @jackschmidt3833
    @jackschmidt3833 2 роки тому +2

    Dankie, puik video

    • @BoerCommander
      @BoerCommander  2 роки тому +1

      Altyd 'n plesier om te kan help Jack.

  • @BoerCommander
    @BoerCommander  3 роки тому +1

    Uses of Moment Generating Functions: 0:00
    Uniqueness and Definition of MGFs: 2:54
    Derivatives of the MGF and their relationship to Moments: 5:12
    MGF of the Sum of Independent Random Variables: 6:34
    MGF with constants and an example: 11:07