Category:Definitions/Moment Generating Functions

This category contains definitions related to Moment Generating Functions.
Related results can be found in Category: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.