Category:Moment Generating Functions

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This category contains results about Moment Generating Functions.
Definitions specific to this category can be found in Definitions/Moment Generating Functions.

Let $X$ be a random variable.

Then the moment generating function of $X$, $M_X$, is defined as:

$\map {M_X} t = \expect {e^{t X} }$

for all $t$ such that this expectation exists.