V2EX moment-generating function

Moment-Generating Function

定义 Definition

矩母函数(MGF):概率论中用于描述随机变量分布的一种函数,通常定义为
\( M_X(t)=\mathbb{E}[e^{tX}] \)(在该期望存在的取值范围内)。
它常用于计算各阶矩(如均值、方差等)并在一定条件下唯一确定分布。(有些分布的 MGF 可能在非零邻域内不存在。)

发音 Pronunciation (IPA)

/momnt dnret fkn/

例句 Examples

The moment-generating function helps us compute the mean and variance.
矩母函数能帮助我们计算均值和方差。

If the moment-generating function exists in a neighborhood of zero, it can uniquely determine the distribution of the random variable.
如果矩母函数在 0 的某个邻域内存在,它可以唯一确定该随机变量的分布。

词源 Etymology

moment 源自拉丁语 momentum(“推动、重要性、短暂时刻”,在数学里引申为“矩/力矩、矩的量”);generating 来自 generate(“生成、产生”);function 源自拉丁语 functio(“功能、作用”)。合在一起表示“能生成(产生)各阶矩的函数”,因为对 \(M_X(t)\) 在 \(t=0\) 处求导可得到各阶矩(在适用条件下)。

相关词 Related Words

文学与名著用例 Literary Works

  • 威廉费勒(William Feller)《概率论及其应用导论》(An Introduction to Probability Theory and Its Applications
  • Sheldon M. Ross《概率论初级教程》(A First Course in Probability
  • Morris H. DeGroot & Mark J. Schervish《概率与统计》(Probability and Statistics
  • Geoffrey Grimmett & David Stirzaker《概率与随机过程》(Probability and Random Processes
  • George Casella & Roger L. Berger《统计推断》(Statistical Inference
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