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In current textbooks, the predominant approach to obtain the mixture distribution is based on marginalization of the joint distribution defined by the mixture model. This article proposes the use of ...
A method used by Kac in the study of Wiener functionals is adapted to the problem of calculating in closed form the joint moment generating functions of linear combinations of quadratic forms (not ...
Moment generating function: A function that summarises all the moments of a probability distribution and is utilised to characterise its underlying properties.
Addresses the topics of probability, random variables, discrete and continuous densities, expectation and variance, special distributions (binomial, Poisson, normal, etc.), moment generating functions ...