Package org.drip.measure.generators

Class R1MomentGeneratingFunction

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.measure.generators.R1MomentGeneratingFunction

Direct Known Subclasses:

R1CentralChiSquaredMGF, R1NonCentralChiSquaredMGF, R1RateGammaMGF, R1ShapeScaleGammaMGF

public class R1MomentGeneratingFunction
extends R1ToR1

R1MomentGeneratingFunction implements the R1ToR1 Moment Generating Function. The References are:

• Bulmer, M. G. (1979): Principles of Statistics Dover Garden City NY
• Casella, G., and R. L. Berger (2002): Statistical Inference 2^nd Edition Thompson Learning Novato CA
• Wikipedia (2025): Moment Generating Function https://en.wikipedia.org/wiki/Moment-generating_function

It provides the following Functionality:

• R1MomentGeneratingFunction Constructor
• Retrieve the Underlying R¹ Distribution
• Evaluate the Moment Generating Function at t

Module	Computational Core Module
Library	Numerical Analysis Library
Project	Rd Continuous/Discrete Probability Measures
Package	R1/Rd Moment/Probability Generating Functions

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
R1MomentGeneratingFunction(R1Continuous distribution)	R1MomentGeneratingFunction Constructor

Method Summary

Modifier and Type	Method	Description
R1Continuous	distribution()	Retrieve the Underlying R1 Distribution
double	evaluate(double t)	Evaluate the Moment Generating Function at t

Methods inherited from class org.drip.function.definition.R1ToR1

antiDerivative, conditionNumber, derivative, differential, differential, integrate, maxima, maxima, minima, minima, poleResidue

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

R1MomentGeneratingFunction

public R1MomentGeneratingFunction(R1Continuous distribution)
                           throws java.lang.Exception

R1MomentGeneratingFunction Constructor

Parameters:

distribution - Underlying R¹ Distribution

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

distribution

public R1Continuous distribution()

Retrieve the Underlying R¹ Distribution

Returns:

Underlying R¹ Distribution

evaluate

public double evaluate(double t)
                throws java.lang.Exception

Evaluate the Moment Generating Function at t

Specified by:

evaluate in class R1ToR1

Parameters:

t - MGF "t"

Returns:

Moment Generating Function evaluated at t

Throws:

java.lang.Exception - Thrown if the Moment Generating Function cannot be evaluated