I seem to have stumbled across a rather unusual observation, I need someone to explain to me what exactly is wrong with my thought process here:
https://stats.stackexchange.com/questions/299552/central-limit-theorem-and-moment-generating-functions
>inb4 this gets archived because /sci/ is all bark and no bite.
>>9126246
For degenerative distribution you have equallity atleast. But could you give us the graphs.
>>9126278
Sure bud, it's in the link too.
I graphed a Normal MGF (red), Poisson MGF raised to NN (purple) and Uniform (over [0,1][0,1]) MGF raised to NN (black) here (tt on the xx-axis): https://www.desmos.com/calculator/kmgpzs3vq9
Have I done something wrong?
MGF is relevant only in the neighbourhood of 0. If the graphs converge around 0, you're good, it doesn't matter if they diverge for t -> +/- inf.
Also, U(0,1) doesn't have unit mean or variance.