A Note on the Moment Generating Function

Authors
Kirmani, S. N. U. A. Esfahani, E. Mirhakkak
Citation
A. Kirmani, S. N. U. et Esfahani, E. Mirhakkak, A Note on the Moment Generating Function, American statistician , 37(2), 1983, pp. 161-161
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
37
Issue
2
Year of publication
1983
Pages
161 - 161
Database
ACNP
SICI code
Abstract
A simple proof is given to show that there always exists a neighborhood of zero in which a moment generating function has a power series expansion.Thus, the relation between moments and derivatives of the moment generating function at zero can be obtained without resorting to postcalculus theorems.