# How do you find the moment generating function of a uniform distribution?

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## How do you find the moment generating function of a uniform distribution?

Moment Generating Function of Continuous Uniform Distribution

- Then the moment generating function of X is given by: MX(t)={etb−etat(b−a)t≠01t=0. Proof.
- From the definition of the continuous uniform distribution, X has probability density function: fX(x)={1b−aa≤x≤b0otherwise.
- First, consider the case t≠0. Then:

## What do you mean by moment generating function of a distribution?

The moment generating function (MGF) of a random variable X is a function MX(s) defined as MX(s)=E[esX]. We say that MGF of X exists, if there exists a positive constant a such that MX(s) is finite for all s∈[−a,a]. Before going any further, let’s look at an example. Example.

## How do you find the moment generating function of an exponential distribution?

Let X be a continuous random variable with an exponential distribution with parameter β for some β∈R>0. Then the moment generating function MX of X is given by: MX(t)=11−βt.

## What is moment generating function in statistics?

In probability theory and statistics, the moment-generating function of a real-valued random variable is an alternative specification of its probability distribution. The moment-generating function of a real-valued distribution does not always exist, unlike the characteristic function.

## Does the moment generating function characterize a distribution?

The distribution of a random variable is often characterized in terms of its moment generating function (mgf), a real function whose derivatives at zero are equal to the moments of the random variable.

## What are moment generating functions used for?

Not only can a moment-generating function be used to find moments of a random variable, it can also be used to identify which probability mass function a random variable follows.

## Why are moment generating functions important?

Moment generating functions have great practical relevance not only because they can be used to easily derive moments, but also because a probability distribution is uniquely determined by its mgf, a fact that, coupled with the analytical tractability of mgfs, makes them a handy tool to solve several problems, such as …

## Why do we find moment generating function?

Moments provide a way to specify a distribution. MGF encodes all the moments of a random variable into a single function from which they can be extracted again later. A probability distribution is uniquely determined by its MGF. If two random variables have the same MGF, then they must have the same distribution.