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Global Journal of Mathematical Sciences

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SOME DEFICIENCIES IN USING MOMENT GENERATING FUNCTIONS

Abraham Okolo

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



http://dx.doi.org/10.4314/gjmas.v3i1.21347
AJOL African Journals Online