Let X be a random variable such that R(t) = E(et (Xb) ) exists for t such
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Let X be a random variable such that R(t) = E(et(X−b)) exists for t such that −h < t < h. If m is a positive integer, show that R(m)(0) is equal to the mth moment of the distribution about the point b.
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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