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Talk:moment-generating function

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Latest comment: 12 years ago by SemperBlotto in topic not a probability distribution

not a probability distribution

[edit]

For a real- or complex-valued probability distribution, the moment-generating function—if it exists—is a real or complex function, not itself a probability distribution. The same is true of the characteristic function (in the probability theory definition of the term, which is different from the definition we currently list for the term)

46.115.109.155 16:02, 25 November 2012 (UTC)Reply