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Published:
May 21, 2004Keywords:
Moment-generating functions Characteristic functions
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SOME DEFICIENCIES IN USING MOMENT GENERATING FUNCTIONS
Abstract
Two deficiencies in using moment-generating functions are given and illustrated with examples. Many distributions do not have moment generating functions, but every distribution has a unique characteristic function. The use of characteristic functions is preferred to moment-generating functions.
KEY WORDS: Moment-generating functions, Characteristic functions.
Global Jnl of Mathematical Sciences Vol. 31) 2004: 23-26
KEY WORDS: Moment-generating functions, Characteristic functions.
Global Jnl of Mathematical Sciences Vol. 31) 2004: 23-26
