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Moment-generating function of a chi-squared distribution (Mχn2​​(t)=(1−2t)−n/2)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Probability distribution Chi-squared distribution
2026-10-06  0 By others on same topic  0 Discussions Create my own version
A sum of the squares of n independent random variables with the standard normal distribution has the chi-squared distribution with n degrees of freedom. A scaled Gaussian integral and factorization by independence give its moment-generating function (1−2t)−n/2 for t<1/2. For positive n, this expectation diverges when t≥1/2.

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  1. Chi-squared distribution
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 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 30 / 3 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2016 / ia / Paper 2 / 4F / Solution

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