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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[1]:= CharacteristicFunction[NormalDistribution[m, s], I t]

Out[1]= 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.



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