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In this video we derive the moment generating function for a Chi-Squared random variable. That is, the moment generating function for a sum of squared standard normal random variables. Enjoy!
What is a moment generating function: https://youtu.be/vTFxR5fJjEQ?si=O6fgV6MWZtIn9rQ7
MGF of a sum equals product of MGFs (used for this derivation):
Gaussian integral derivation: https://youtu.be/TmEzQCvEK7Q
Other moment generating function derivations:
Bernoulli: https://youtu.be/wuTsi5hl79w
Binomial: https://youtu.be/kvGCObQGmgc
Poisson: https://youtu.be/HVli4kW_Uf0
Geometric: https://youtu.be/dIrTh1xMAfI
Rademacher: https://youtu.be/uYLBKhVOWVQ
Exponential: https://youtu.be/kfFhrS3gB-c
Normal: https://youtu.be/H7LRi0k9AII
Negative Binomial: https://youtu.be/PLJSi4ZOayU
Probability playlist: https://www.youtube.com/playlist?list=PLVCXZWWAqqwQBQdi0cnnKqLrR4aiR85yu
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MGF for a Chi-Squared Random Variable (Derivation) | Moment Generating Functions | Probability | NatokHD