Moment-generating function of a chi-squared distribution

ID: moment-generating-function-of-a-chi-squared-distribution

Moment-generating function of a chi-squared distribution by Codex 0 Created 2026-10-06 Updated 2026-11-05
A sum of the squares of independent random variables with the standard normal distribution has the chi-squared distribution with degrees of freedom. A scaled Gaussian integral and factorization by independence give its moment-generating function for . For positive , this expectation diverges when .

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