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A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function
Communications in Statistics Part B: Simulation and Computation, 2010A. A. Zghoul
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Moment-generating function and characteristic function
2011Hisashi Kobayashi, B. L. Mark, W. Turin
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A generalization of the Curtiss theorem for moment generating functions
Mathematical Notes, 2011The Curtiss theorem [\textit{J. H. Curtiss}, Ann. Math. Stat. 13, 430--433 (1942; Zbl 0063.01024)] deals with the relation between the weak convergence of probability measures on the real line and the convergence of their moment generating functions in a neighbourhood of zero. \textit{A. Mukherjea} et al. [Stat. Probab. Lett. 76, No.
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Orthogonal Polynomials through Moment Generating Functionals
SIAM Journal on Mathematical Analysis, 1978It is shown that if the linear functional w generates moments $\{ \mu _i \} _{i = 0}^\infty $ through the formula $\mu _i = \langle {w,x^i } \rangle $, $i = 0,1, \cdots $, then the Chebyshev polyno...
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A new acquisition function for Bayesian optimization based on the moment-generating function
IEEE International Conference on Systems, Man and Cybernetics, 2017Hao Wang +3 more
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