Title page for etd-0724103-114502


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URN etd-0724103-114502
Author Z-C Shiao
Author's Email Address No Public.
Statistics This thesis had been viewed 5095 times. Download 4110 times.
Department Applied Mathematics
Year 2002
Semester 2
Degree Master
Type of Document
Language English
Title Computation of moment generating and characteristic functions with Mathematica
Date of Defense 2003-05-30
Page Count 11
Keyword
  • characteristic function
  • moment generating function
  • law of large numbers
  • computer algebra system
  • Mathematica
  • central limit theorem
  • Abstract Mathematica is an extremely powerful and flexible symbolic
    computer algebra system that enables the user to deal with
    complicated algebraic tasks. It can also easily handle the
    numerical and graphical sides. One such task is the derivation of
    moment generating functions (MGF) and characteristic functions
    (CF), demonstrably effective tools to characterize a distribution.
    In this paper, we define some rules in Mathematica to help in
    computing the MGF and CF for linear combination of independent
    random variables. These commands utilizes pattern-matching code
    that enhances Mathematica's ability to simplify expressions
    involving the product of algebraic terms. This enhancement to
    Mathematica's functionality can be of particular benefit for MGF
    and CF. Applications of these rules to determine mean, variance
    and distribution are illustrated for various independent random
    variables.
    Advisory Committee
  • Chin-San Lee - chair
  • Mong-Na Lo Huang - co-chair
  • Fu-Chuen Chang - advisor
  • Files
  • etd-0724103-114502.pdf
  • indicate access worldwide
    Date of Submission 2003-07-24

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