Re: moment generating function for gaussian and lognormal distribution
- To: mathgroup at smc.vnet.net
- Subject: [mg95886] Re: moment generating function for gaussian and lognormal distribution
- From: Bill Rowe <readnews at sbcglobal.net>
- Date: Thu, 29 Jan 2009 05:54:41 -0500 (EST)
On 1/28/09 at 6:26 AM, tarpanelli at libero.it wrote: >Hello, does anyone has a Mathematica module able to define a moment >generating function for gaussian and lognormal distribution and >compute the relative moments, thanks in advance, P For versions 6 and later, simply use the built-in CharacteristicFunction. For example, In:= CharacteristicFunction[NormalDistribution[m, s], I t] Out= E^((s^2*t^2)/2 - m*t) For earlier versions, you will need to load the package Statistics`ContinuousDistributions` for continuous distributions and the package Statistics`DiscreteDistributions for discrete distributions.