Normal distribution

I spell bad..

Moment GENERATING function (m.g.f) OF COURSE.

#1

Det er måske nemmere så at holde diskussionen på dansk.

Denne artikel på wiki http://en.wikipedia.org/wiki/Moment-generating_function kan måske være til hjælp.

I am afraid my danish is not good enough (yet) to discuss such hardcore matters. :) An explanation in english would probably be easier to understand. I hope it is not too much to ask. I figured that since all your academic books are english anyway, it would do no difference. 

I read the article. Unfortunately, it did not help me solve the problem.

#3

Well, your English sucks, too, so who cares?

The moment generating function is called M_X(t) in the wiki article mentioned in #2. As you also mention, for a normal distribution N(μ,σ²) it is

M_X(t) = e^{tμ+(1/2)σ^2·t^2}                                                            (1)

It is also mentioned that

M_X(t) = ∑_k=0^∝ m_kt^k/(k!) ,

where m_k = E(X^k) is the k'th moment .

Hence, by forming the Taylor expansion of expression (1), we can immediately read off the k'th moment from the power series. In particular, m₃ = E(X³) can be calculated for μ=2 and σ²=1

Thanks! Your attitude was very helpful! Oh wait, your skills in statistics were, your attitude was just .. well, I guess you know.