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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
DOI: 10.2307/2683982
Stable URL: http://www.jstor.org/stable/2683982
Page Count: 3
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The Moment-Generating Function and Negative Integer Moments
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Abstract

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.

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