Moment Generating Function of Gamma Distribution/Examples
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Examples of Use of Moment Generating Function of Gamma Distribution
Let $X \sim \map \Gamma {\alpha, \beta}$ for some $\alpha, \beta > 0$, where $\Gamma$ is the Gamma distribution.
Let $t < \beta$.
First Moment
The first moment generating function of $X$ is given by:
- $\map { {M_X}'} t = \dfrac {\beta^\alpha \alpha} {\paren {\beta - t}^{\alpha + 1} }$
Second Moment
The second moment generating function of $X$ is given by:
- $\map { {M_X}} t = \dfrac {\beta^\alpha \alpha \paren {\alpha + 1} } {\paren {\beta - t}^{\alpha + 2} }$
Third Moment
The third moment generating function of $X$ is given by:
- $\map { {M_X}} t = \dfrac {\beta^\alpha \alpha \paren {\alpha + 1} \paren {\alpha + 2} } {\paren {\beta - t}^{\alpha + 3} }$
Fourth Moment
The fourth moment generating function of $X$ is given by:
- $\map { {M_X}^{\paren 4} } t = \dfrac {\beta^\alpha \alpha \paren {\alpha + 1} \paren {\alpha + 2} \paren {\alpha + 3} } {\paren {\beta - t}^{\alpha + 4} }$
Derivatives of Moment Generating Function of Gamma Distribution‎
The $n$th derivative of $M_X$ is given by:
- ${M_X}^{\paren n} = \dfrac {\alpha^{\overline n} \beta^\alpha} {\paren {\beta - t}^{\alpha + n} }$
where $\alpha^{\overline n}$ denotes the $n$th rising factorial of $\alpha$.