The Moment-generating function reference article from the English Wikipedia on 24-Apr-2004 (provided by Fixed Reference: snapshots of Wikipedia from wikipedia.org)

Moment-generating function

In probability theory and statistics, the moment-generating function of a random variable X is

The moment-generating function generates the moments of the probability distribution, as follows:

Related concepts include the characteristic function, the probability-generating function, and the cumulant-generating function. The cumulant-generating function is the logarithm of the moment-generating function.

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