Moment Generating Function - Part 1

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  • Опубліковано 15 гру 2024

КОМЕНТАРІ • 31

  • @BetoAlvesRocha
    @BetoAlvesRocha 2 роки тому +18

    Mate, you have no idea of how long I've been looking for a gentle explanation about Moment Generating Functions. I've searched in portuguese, spanish and english; and just here, in your channel, I could finally find something that put me in the game.
    Thank you so much for that, my friend!
    Greetings from Brazil!

  • @tehrOybOy
    @tehrOybOy Рік тому +11

    Finally, someone who actually does the math using the actual pdf/pmf of a random variable and shows their work. Like another commenter stated, "a gentle explanation". Thanks!

  • @maknncheese
    @maknncheese 9 місяців тому +3

    you explained this 100x better than any of my professors, textbooks and lessons. i wish i found this video sooner, thank you sm

  • @abrar0290
    @abrar0290 Рік тому +6

    Excellent breakdown - the book we use in class is dense and somehow still not good at explaining. the professor glosses over important basic concepts, leaving me frustrated and confused as to the how this is relevant. your video was awesome at explaining everything, including the concepts in between. thank you!

  • @Befeked-yb4jv
    @Befeked-yb4jv 9 місяців тому +2

    I admire you for clear explanation, from Ethiopian

    • @mathbyleo
      @mathbyleo  9 місяців тому

      💕 to Ethiopia.

  • @jacobvandijk6525
    @jacobvandijk6525 Рік тому +2

    @ 3:45 And add a dx to the integral.

  • @MD-br2my
    @MD-br2my 9 місяців тому +2

    15:34 isn’t expected value of uniform dis = (a+b)/2

    • @mathbyleo
      @mathbyleo  9 місяців тому +2

      You are absolutely right. Expectation of uniform random variable is (a+b)/2. What I have written is 1/(b-a) is the height of the function geometrically. I don't know what I didn't check edit confirmation well over there. Checked the raw video and it didn't paste continue the continuation:( thank you for pointing out. I will re work on this stuff and maybe make a series of mfg videos. For now I will cut that part or add by hand asap. :(

    • @MD-br2my
      @MD-br2my 9 місяців тому +1

      @@mathbyleo Thanks for the reply.
      Anyway, great video.

    • @mathbyleo
      @mathbyleo  9 місяців тому

      I'm really surprised to left the video there :( let me refine that topic asap.

  • @bilgekaankaplan1141
    @bilgekaankaplan1141 Рік тому +4

    chad, absolute unit of moments

  • @OwolabiIsraelAyomide
    @OwolabiIsraelAyomide 4 місяці тому +1

    Keep it up sir, I love your calmness

  • @Rayan-lu8yo
    @Rayan-lu8yo 3 роки тому +6

    WOW, the greatest video on moment generating functions. I couldn't understand all the other videos on this topic.

    • @alienwarex51i3
      @alienwarex51i3 3 роки тому +1

      Yeah same. Not sure why everyone else has doodoo videos on this subject. It always seems to be the vids with the least views that do the best job.

    • @maknncheese
      @maknncheese 9 місяців тому

      @@alienwarex51i3 exactly... i searched literally hours for a decent mgf video

  • @stevendovi
    @stevendovi 4 місяці тому +1

    You are the best. By may you improve in terms of clarifying well coz some of us are slow learners

  • @sammymendis475
    @sammymendis475 2 роки тому +5

    brilliant. finally i get this one! didn't make any sense before. I thought it was too hard but not anymore

  • @rajkiran4873
    @rajkiran4873 3 роки тому +3

    Great work,thank u so much

  • @hassenmoussi723
    @hassenmoussi723 Рік тому +2

    Why limit exp((t-λ)x)=-∞

    • @mathbyleo
      @mathbyleo  Рік тому +1

      Please indicate time stamp so I can easily jump into and check.

    • @hassenmoussi723
      @hassenmoussi723 Рік тому

      ​@@mathbyleo 8:10

    • @hassenmoussi723
      @hassenmoussi723 Рік тому

      ​@@mathbyleo ❤

    • @mathbyleo
      @mathbyleo  Рік тому +1

      Exp((t-λ)x) on -inf and +inf directions check the end behavior of the function. It will be helpful to know if it is converging to zero or blowing up so we can use it.

    • @mathbyleo
      @mathbyleo  Рік тому +1

      Because we wanted to know what will be the function value when we plug in upper boundary that means limit

  • @JosephAMuniz-hm4jh
    @JosephAMuniz-hm4jh 8 місяців тому +1

    Everything was fantastic until about @15:30. If we use L'Hospitals rule and plug in zero for t, don't we just get (b-a)/(b-a) = 1? I've not a clue how you got (1/(b-a)). :(
    Great video otherwise.

    • @mathbyleo
      @mathbyleo  8 місяців тому +1

      İ will check it out. And write back.

    • @mathbyleo
      @mathbyleo  8 місяців тому +1

      I liked this article's explanation on this topic: math.stackexchange.com/questions/629576/uniform-moment-generating-function-at-t-0#:~:text=Recall%20that%20the%20moment%20generating,t%3De0%3D1.
      When graphed ( check desmos) you will notice that at x=0 function value is approaching to 1. and removable discontinuity. 1 / ( b-a) is actulaly density function of Uniform when a

  • @lakshanchamod1208
    @lakshanchamod1208 3 місяці тому +1

    wow💕💕💕💕