翻訳と辞書 |
Factorial moment generating function : ウィキペディア英語版 | Factorial moment generating function
In probability theory and statistics, the factorial moment generating function of the probability distribution of a real-valued random variable ''X'' is defined as : for all complex numbers ''t'' for which this expected value exists. This is the case at least for all ''t'' on the unit circle , see characteristic function. If ''X'' is a discrete random variable taking values only in the set of non-negative integers, then is also called probability-generating function of ''X'' and is well-defined at least for all ''t'' on the closed unit disk . The factorial moment generating function generates the factorial moments of the probability distribution. Provided exists in a neighbourhood of ''t'' = 1, the ''n''th factorial moment is given by 〔http://homepages.nyu.edu/~bpn207/Teaching/2005/Stat/Generating_Functions.pdf〕 : where the Pochhammer symbol (''x'')''n'' is the falling factorial : (Many mathematicians, especially in the field of special functions, use the same notation to represent the rising factorial.) ==Example== Suppose ''X'' has a Poisson distribution with expected value λ, then its factorial moment generating function is : (use the definition of the exponential function) and thus we have :
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Factorial moment generating function」の詳細全文を読む
スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース |
Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.
|
|