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A generating function is a way of encoding an infinite sequence of numbers by treating them as the coefficients of a formal power series. Tag questions involving generating functions in this.

2 votes

Recovering a distribution from sample averages?

I figured this out right after I posted it. From observing $\bar{x_1},...,\bar{x_n}$ (for large enough $n$) I can compute the characteristic function $$\psi(\bar{X},t) = \mathbb{E}[e^{it\bar{X}}]. …
Asterix's user avatar
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2 votes
1 answer
360 views

Recovering a distribution from sample averages?

I'm working on a problem where I have $n^2$ real numbers $x_{11},...,x_{nn}$, all drawn i.i.d. from the same distribution $F$. I don't observe each $x_{ij}$, but I do observe the $n$ means: $$\bar{x} …
Asterix's user avatar
  • 371