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Moment Generating Function Tutorial
A tutorial diving into the Moment Generation Function for probability distribution with a complete derivation and code examples in Python
Published in
7 min readSep 19, 2020
Author(s): Pratik Shukla, Roberto Iriondo
Last updated, January 8, 2021
This tutorial’s code is available on Github and its full implementation as well on Google Colab.
Table of Contents:
- Moments in Statistics.
- Raw Moments.
- Centered Moments.
- Standardized Moments.
- Moment Generating Function.
- Proof of Moment Generating Function.
- Derivation of Relationship between Raw and Central Moments.
- Python Implementation.
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