Just wondering, will we be expected to know the proof for every PGF/MGF/CGF for each and every distribution?! Getting a bit bogged down by all the maths... Thanks in advance
Well I guess the thanks would be if I didn't say "yes". The syllabus objectives do indicate that you should be able to do this. So PGF/MGF/CGF of Poisson, binomial, geometric, negative binomial (For the negative binomial use the shortcut trick in Chapter 6) And MGF/CGF of U(a,b), exponential, gamma and maybe normal. The gamma has been asked the most often. That's only 7 distributions (8 if you do the evil normal!) - you'll be fine.
ahh, that's very helpful! thanks. I realised I'd been learning multiple techniques on the same distribution for fear that the examiners would say "find the PGF of <distribution> using <method>"..
