Probability generating function
Definition taught in Random variables and distributions, part of Probability
Probability generating function
| Type | Definition |
| Taught in | Random variables and distributions |
| Part | Probability |
If N takes values in \{0,1,2,\ldots\}, its probability generating function is G(z)=\mathbb{E} z^N=\sum_{n=0}^{\infty}\mathbb{P}(N=n)\,z^n, for |z|\le 1.
Used in
- Taught in Random variables and distributions, where the derivation and examples are.
- All 27 questions on Random variables and distributions
See also
Random variable · Cumulative distribution function · Discrete distribution · Continuous distribution · Expectation · Expectation of a function · Variance · Moment generating function