Moment Generating Function - Part 1

แชร์
ฝัง
  • เผยแพร่เมื่อ 28 ม.ค. 2025

ความคิดเห็น •

  • @maknncheese
    @maknncheese 10 หลายเดือนก่อน +4

    you explained this 100x better than any of my professors, textbooks and lessons. i wish i found this video sooner, thank you sm

  • @tehrOybOy
    @tehrOybOy 2 ปีที่แล้ว +11

    Finally, someone who actually does the math using the actual pdf/pmf of a random variable and shows their work. Like another commenter stated, "a gentle explanation". Thanks!

  • @BetoAlvesRocha
    @BetoAlvesRocha 2 ปีที่แล้ว +18

    Mate, you have no idea of how long I've been looking for a gentle explanation about Moment Generating Functions. I've searched in portuguese, spanish and english; and just here, in your channel, I could finally find something that put me in the game.
    Thank you so much for that, my friend!
    Greetings from Brazil!

  • @yingying-p4w
    @yingying-p4w 25 วันที่ผ่านมา +1

    Best explanation about MGF! Thank you!

  • @abrar0290
    @abrar0290 ปีที่แล้ว +6

    Excellent breakdown - the book we use in class is dense and somehow still not good at explaining. the professor glosses over important basic concepts, leaving me frustrated and confused as to the how this is relevant. your video was awesome at explaining everything, including the concepts in between. thank you!

  • @OwolabiIsraelAyomide
    @OwolabiIsraelAyomide 5 หลายเดือนก่อน +1

    Keep it up sir, I love your calmness

  • @bilgekaankaplan1141
    @bilgekaankaplan1141 ปีที่แล้ว +4

    chad, absolute unit of moments

  • @Befeked-yb4jv
    @Befeked-yb4jv 10 หลายเดือนก่อน +2

    I admire you for clear explanation, from Ethiopian

    • @mathbyleo
      @mathbyleo  10 หลายเดือนก่อน

      💕 to Ethiopia.

  • @jacobvandijk6525
    @jacobvandijk6525 ปีที่แล้ว +2

    @ 3:45 And add a dx to the integral.

  • @Rayan-lu8yo
    @Rayan-lu8yo 3 ปีที่แล้ว +6

    WOW, the greatest video on moment generating functions. I couldn't understand all the other videos on this topic.

    • @alienwarex51i3
      @alienwarex51i3 3 ปีที่แล้ว +1

      Yeah same. Not sure why everyone else has doodoo videos on this subject. It always seems to be the vids with the least views that do the best job.

    • @maknncheese
      @maknncheese 10 หลายเดือนก่อน

      @@alienwarex51i3 exactly... i searched literally hours for a decent mgf video

  • @MD-br2my
    @MD-br2my 11 หลายเดือนก่อน +2

    15:34 isn’t expected value of uniform dis = (a+b)/2

    • @mathbyleo
      @mathbyleo  11 หลายเดือนก่อน +2

      You are absolutely right. Expectation of uniform random variable is (a+b)/2. What I have written is 1/(b-a) is the height of the function geometrically. I don't know what I didn't check edit confirmation well over there. Checked the raw video and it didn't paste continue the continuation:( thank you for pointing out. I will re work on this stuff and maybe make a series of mfg videos. For now I will cut that part or add by hand asap. :(

    • @MD-br2my
      @MD-br2my 11 หลายเดือนก่อน +1

      @@mathbyleo Thanks for the reply.
      Anyway, great video.

    • @mathbyleo
      @mathbyleo  11 หลายเดือนก่อน

      I'm really surprised to left the video there :( let me refine that topic asap.

  • @stevendovi
    @stevendovi 5 หลายเดือนก่อน +1

    You are the best. By may you improve in terms of clarifying well coz some of us are slow learners

  • @sammymendis475
    @sammymendis475 2 ปีที่แล้ว +5

    brilliant. finally i get this one! didn't make any sense before. I thought it was too hard but not anymore

  • @rajkiran4873
    @rajkiran4873 3 ปีที่แล้ว +3

    Great work,thank u so much

  • @lakshanchamod1208
    @lakshanchamod1208 5 หลายเดือนก่อน +1

    wow💕💕💕💕

  • @hassenmoussi723
    @hassenmoussi723 ปีที่แล้ว +2

    Why limit exp((t-λ)x)=-∞

    • @mathbyleo
      @mathbyleo  ปีที่แล้ว +1

      Please indicate time stamp so I can easily jump into and check.

    • @hassenmoussi723
      @hassenmoussi723 ปีที่แล้ว

      ​@@mathbyleo 8:10

    • @hassenmoussi723
      @hassenmoussi723 ปีที่แล้ว

      ​@@mathbyleo ❤

    • @mathbyleo
      @mathbyleo  ปีที่แล้ว +1

      Exp((t-λ)x) on -inf and +inf directions check the end behavior of the function. It will be helpful to know if it is converging to zero or blowing up so we can use it.

    • @mathbyleo
      @mathbyleo  ปีที่แล้ว +1

      Because we wanted to know what will be the function value when we plug in upper boundary that means limit

  • @JosephAMuniz-hm4jh
    @JosephAMuniz-hm4jh 9 หลายเดือนก่อน +1

    Everything was fantastic until about @15:30. If we use L'Hospitals rule and plug in zero for t, don't we just get (b-a)/(b-a) = 1? I've not a clue how you got (1/(b-a)). :(
    Great video otherwise.

    • @mathbyleo
      @mathbyleo  9 หลายเดือนก่อน +1

      İ will check it out. And write back.

    • @mathbyleo
      @mathbyleo  9 หลายเดือนก่อน +1

      I liked this article's explanation on this topic: math.stackexchange.com/questions/629576/uniform-moment-generating-function-at-t-0#:~:text=Recall%20that%20the%20moment%20generating,t%3De0%3D1.
      When graphed ( check desmos) you will notice that at x=0 function value is approaching to 1. and removable discontinuity. 1 / ( b-a) is actulaly density function of Uniform when a