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  2. Moment-generating function - Wikipedia

    en.wikipedia.org/wiki/Moment-generating_function

    In probability theory and statistics, the moment-generating function of a real-valued random variable is an alternative specification of its probability distribution.Thus, it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative distribution functions.

  3. Generating function - Wikipedia

    en.wikipedia.org/wiki/Generating_function

    Exponential generating functions are generally more convenient than ordinary generating functions for combinatorial enumeration problems that involve labelled objects. [3] Another benefit of exponential generating functions is that they are useful in transferring linear recurrence relations to the realm of differential equations.

  4. Exponential distribution - Wikipedia

    en.wikipedia.org/wiki/Exponential_distribution

    In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...

  5. Probability-generating function - Wikipedia

    en.wikipedia.org/wiki/Probability-generating...

    Assume is discrete random variable taking values on the non-negative integers, which is independent of the , and consider the probability generating function . If the X i {\displaystyle X_{i}} are not only independent but also identically distributed with common probability generating function G X = G X i {\displaystyle G_{X}=G_{X_{i}}} , then

  6. Generating function transformation - Wikipedia

    en.wikipedia.org/wiki/Generating_function...

    we can use a variant of the positive-order derivative-based OGF transformations defined in the next sections involving the Stirling numbers of the second kind to obtain an integral formula for the generating function of the sequence, {(,) /!}, and then perform a sum over the derivatives of the formal OGF, () to obtain the result in the previous ...

  7. Exponentially modified Gaussian distribution - Wikipedia

    en.wikipedia.org/wiki/Exponentially_modified...

    Depending on the values of the parameters, the distribution may vary in shape from almost normal to almost exponential. The parameters of the distribution can be estimated from the sample data with the method of moments as follows: [ 4 ] [ 5 ]

  8. Infinitesimal generator (stochastic processes) - Wikipedia

    en.wikipedia.org/wiki/Infinitesimal_generator...

    The generator is used in evolution equations such as the Kolmogorov backward equation, which describes the evolution of statistics of the process; its L 2 Hermitian adjoint is used in evolution equations such as the Fokker–Planck equation, also known as Kolmogorov forward equation, which describes the evolution of the probability density ...

  9. Exponential function - Wikipedia

    en.wikipedia.org/wiki/Exponential_function

    Exponential functions with bases 2 and 1/2. In mathematics, the exponential function is the unique real function which maps zero to one and has a derivative equal to its value. The exponential of a variable ⁠ ⁠ is denoted ⁠ ⁡ ⁠ or ⁠ ⁠, with the two notations used interchangeably.