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The Moment-Generating Function and Negative Integer Moments
Noel Cressie, Anne S. Davis, J. Leroy Folks and George E. Policello II
The American Statistician
Vol. 35, No. 3 (Aug., 1981), pp. 148-150
Stable URL: http://www.jstor.org/stable/2683982
Page Count: 3
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It does not appear to be widely known that the moment-generating function MX(t) contains information about negative as well as positive integer moments. Proofs of this are provided, extensions are indicated, and earlier literature deriving and using this type of result is briefly noted. Some examples are given.
The American Statistician © 1981 American Statistical Association