Relation To Other Functions
Related to the moment-generating function are a number of other transforms that are common in probability theory:
- characteristic function
- The characteristic function is related to the moment-generating function via the characteristic function is the moment-generating function of iX or the moment generating function of X evaluated on the imaginary axis. This function can also be viewed as the Fourier transform of the probability density function, which can therefore be deduced from it by inverse Fourier transform.
- cumulant-generating function
- The cumulant-generating function is defined as the logarithm of the moment-generating function; some instead define the cumulant-generating function as the logarithm of the characteristic function, while others call this latter the second cumulant-generating function.
- probability-generating function
- The probability-generating function is defined as This immediately implies that
Read more about this topic: Moment-generating Function
Famous quotes containing the words relation to, relation and/or functions:
“You see, I am alive, I am alive
I stand in good relation to the earth
I stand in good relation to the gods
I stand in good relation to all that is beautiful
I stand in good relation to the daughter of Tsen-tainte
You see, I am alive, I am alive”
—N. Scott Momaday (b. 1934)
“The psychoanalysis of individual human beings, however, teaches us with quite special insistence that the god of each of them is formed in the likeness of his father, that his personal relation to God depends on his relation to his father in the flesh and oscillates and changes along with that relation, and that at bottom God is nothing other than an exalted father.”
—Sigmund Freud (1856–1939)
“Those things which now most engage the attention of men, as politics and the daily routine, are, it is true, vital functions of human society, but should be unconsciously performed, like the corresponding functions of the physical body.”
—Henry David Thoreau (1817–1862)