All Questions
Tagged with moments generating-functions
3 questions
2
votes
5
answers
541
views
Finding $\sum_i x_i$ given $\{\sum_i x_i^{2n}\}_{n\in \mathbb{N}}$
Can we find $\sum_i x_i$ given $\{\sum_i x_i^{2n}\}_{n\in \mathbb{N}}$, assuming $\{x_i\}_{i\in\mathbb{N}}$ is a set of positive real numbers?
Perhaps an easier question is, can we find $\sum_i x_i$ ...
4
votes
1
answer
248
views
Ratio of the first squared and the second moment
Let $G(t)$ be a probability generating function of some integer and non-negative r. v. $X$. Suppose that
$$\lim_{t\to1}G'(t)=+\infty.$$
That is
$$
\mathbb{E}X=+\infty.
$$
Can you show that
$$
\lim_{t\...
2
votes
1
answer
669
views
Radius of convergence of cumulant generating function
Recall that for a random variable $X$ with a moment generating function $M_X(t)$ the cumulant generating function is defined as
\begin{align}
K_X(t)=\log M_X(t)
\end{align}
The Taylor expansion of $...